# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-057321
**Filing Date:** 2026-6
**Character Count:** 1497121
**Document Hash:** d2ea20f463799864ba99a43fb0af4ccd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057321.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057321

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CHARLES SCHWAB FAMILY OF FUNDS
- **CENTRAL INDEX KEY:** 0000857156

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231
- **LEGAL ENTITY IDENTIFIER:** 549300I77JNLD629OV19

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 261069866

**BUSINESS ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 800-650-9744

**MAIL ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCHWAB CHARLES FAMILY OF FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Schwab Government Money Fund (Series ID: S000004506)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000012381 | Sweep Shares    | SWGXX           |
| C000151955 | Investor Shares | SNVXX           |
| C000222229 | Ultra Shares    | SGUXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000857156

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Charles Schwab Family of Funds

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

**Name of Series:** Schwab Government Money Fund

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

**Total number of share classes in the series:** 3

**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            | Charles Schwab Investment Management, Inc.                   | 801-35905         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Denver<br>State: CO           |  |
| Administrator                 | Charles Schwab Investment Management, Inc.                   |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31894

- **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:** 49 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $89734763598.56

- **Amortized Cost of Portfolio Securities:** $89747616971.72

- **Cash:** $0.06

- **Total Other Assets:** $239229635.22

- **Total Liabilities:** $132147842.57

- **Net Assets of Series:** $89854698764.43

- **Number of Shares Outstanding (Series):** 89854370923.2000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $38761176017.90           | $63137554966.90            | 43.2200%                  | 70.4000%                   |
| 2026-05-04 | $40479203292.66           | $63299331166.65            | 44.9100%                  | 70.2300%                   |
| 2026-05-05 | $45218583172.48           | $63240536276.15            | 50.1100%                  | 70.0700%                   |
| 2026-05-06 | $44874041652.43           | $63400643876.61            | 49.6000%                  | 70.0800%                   |
| 2026-05-07 | $36858579790.35           | $62781895537.92            | 41.0200%                  | 69.8700%                   |
| 2026-05-08 | $37152198348.72           | $63076975354.05            | 41.3200%                  | 70.1500%                   |
| 2026-05-11 | $39731825683.70           | $63866800230.23            | 44.1300%                  | 70.9400%                   |
| 2026-05-12 | $45536021287.50           | $63911939854.33            | 50.5000%                  | 70.8800%                   |
| 2026-05-13 | $46643570133.23           | $65234421556.63            | 51.4300%                  | 71.9300%                   |
| 2026-05-14 | $37390938820.08           | $64517521237.93            | 41.3900%                  | 71.4200%                   |
| 2026-05-15 | $37190803104.81           | $64325098746.42            | 41.2500%                  | 71.3500%                   |
| 2026-05-18 | $39982789422.05           | $65147597387.68            | 44.1900%                  | 72.0100%                   |
| 2026-05-19 | $45748990443.48           | $65228208046.06            | 50.1700%                  | 71.5400%                   |
| 2026-05-20 | $46296073575.16           | $65340678854.21            | 50.7700%                  | 71.6500%                   |
| 2026-05-21 | $36271912420.41           | $63852230171.52            | 40.3300%                  | 70.9900%                   |
| 2026-05-22 | $39016935408.67           | $64036456493.47            | 43.2800%                  | 71.0400%                   |
| 2026-05-26 | $46205846023.56           | $64434538188.08            | 51.2500%                  | 71.4600%                   |
| 2026-05-27 | $45491997822.33           | $65246091863.30            | 50.1900%                  | 71.9800%                   |
| 2026-05-28 | $40191606060.06           | $64879767007.77            | 44.5400%                  | 71.8900%                   |
| 2026-05-29 | $37767585505.22           | $64588481208.53            | 41.9700%                  | 71.7800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7200%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7000%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6900%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6800%             |
| 2026-05-19 | 3.6700%             |
| 2026-05-20 | 3.6600%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9998                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $25031180810.54

- **Number of Shares Outstanding:** 25031013078.5400

- **Expense Reimbursement/Waiver:** 134356.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $118247959.57             | $0.00                   |
| 2026-05-04 | $0.00                     | $49934648.93            |
| 2026-05-05 | $24190915.15              | $0.00                   |
| 2026-05-06 | $0.00                     | $122498125.90           |
| 2026-05-07 | $0.00                     | $36952927.31            |
| 2026-05-08 | $87901043.26              | $0.00                   |
| 2026-05-11 | $13410901.81              | $0.00                   |
| 2026-05-12 | $0.00                     | $14490644.13            |
| 2026-05-13 | $60524441.61              | $0.00                   |
| 2026-05-14 | $0.00                     | $176859546.72           |
| 2026-05-15 | $0.00                     | $22801121.18            |
| 2026-05-18 | $444605734.48             | $0.00                   |
| 2026-05-19 | $59085967.53              | $0.00                   |
| 2026-05-20 | $0.00                     | $274052116.31           |
| 2026-05-21 | $0.00                     | $81901881.57            |
| 2026-05-22 | $0.00                     | $26302475.95            |
| 2026-05-26 | $138537752.21             | $0.00                   |
| 2026-05-27 | $0.00                     | $59549299.71            |
| 2026-05-28 | $135236063.59             | $0.00                   |
| 2026-05-29 | $99788940.40              | $0.00                   |

**Total Gross Subscriptions (Month):** $1181529719.61

**Total Gross Redemptions (Month):** $865342787.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2800%           |
| 2026-05-04 | 3.2800%           |
| 2026-05-05 | 3.2800%           |
| 2026-05-06 | 3.2800%           |
| 2026-05-07 | 3.2700%           |
| 2026-05-08 | 3.2600%           |
| 2026-05-11 | 3.2600%           |
| 2026-05-12 | 3.2600%           |
| 2026-05-13 | 3.2500%           |
| 2026-05-14 | 3.2500%           |
| 2026-05-15 | 3.2400%           |
| 2026-05-18 | 3.2400%           |
| 2026-05-19 | 3.2300%           |
| 2026-05-20 | 3.2200%           |
| 2026-05-21 | 3.2100%           |
| 2026-05-22 | 3.2000%           |
| 2026-05-26 | 3.2000%           |
| 2026-05-27 | 3.2100%           |
| 2026-05-28 | 3.2200%           |
| 2026-05-29 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $32325855951.12

- **Number of Shares Outstanding:** 32325708017.6600

- **Expense Reimbursement/Waiver:** 174604.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $200081506.63             | $195123056.49           |
| 2026-05-04 | $176442959.58             | $153439408.64           |
| 2026-05-05 | $176582652.30             | $182374657.97           |
| 2026-05-06 | $278268627.38             | $183773721.84           |
| 2026-05-07 | $171898985.22             | $296352066.61           |
| 2026-05-08 | $161990803.45             | $136962964.58           |
| 2026-05-11 | $162288952.64             | $139617039.76           |
| 2026-05-12 | $164436544.49             | $207180565.97           |
| 2026-05-13 | $142443230.73             | $160852566.43           |
| 2026-05-14 | $194176716.42             | $147717752.81           |
| 2026-05-15 | $186372259.34             | $172096743.53           |
| 2026-05-18 | $249918052.08             | $128856333.92           |
| 2026-05-19 | $167091321.98             | $185625601.74           |
| 2026-05-20 | $192830988.30             | $193458638.75           |
| 2026-05-21 | $142702668.25             | $153558846.41           |
| 2026-05-22 | $436022489.33             | $151812760.24           |
| 2026-05-26 | $157531158.42             | $150965113.22           |
| 2026-05-27 | $179017772.44             | $229714685.37           |
| 2026-05-28 | $125641099.85             | $170338385.89           |
| 2026-05-29 | $152091221.07             | $226650187.14           |

**Total Gross Subscriptions (Month):** $3817830009.90

**Total Gross Redemptions (Month):** $3566471097.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3800%           |
| 2026-05-04 | 3.3800%           |
| 2026-05-05 | 3.3800%           |
| 2026-05-06 | 3.3800%           |
| 2026-05-07 | 3.3700%           |
| 2026-05-08 | 3.3600%           |
| 2026-05-11 | 3.3600%           |
| 2026-05-12 | 3.3600%           |
| 2026-05-13 | 3.3500%           |
| 2026-05-14 | 3.3500%           |
| 2026-05-15 | 3.3400%           |
| 2026-05-18 | 3.3400%           |
| 2026-05-19 | 3.3300%           |
| 2026-05-20 | 3.3200%           |
| 2026-05-21 | 3.3100%           |
| 2026-05-22 | 3.3000%           |
| 2026-05-26 | 3.3000%           |
| 2026-05-27 | 3.3100%           |
| 2026-05-28 | 3.3200%           |
| 2026-05-29 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $32497662002.77

- **Number of Shares Outstanding:** 32497649827.0000

- **Expense Reimbursement/Waiver:** 177471.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $419033053.89             | $126385500.50           |
| 2026-05-04 | $234289562.33             | $97085136.29            |
| 2026-05-05 | $231900743.49             | $267602729.14           |
| 2026-05-06 | $136351880.19             | $176829095.07           |
| 2026-05-07 | $437570475.54             | $293331989.44           |
| 2026-05-08 | $189921397.10             | $147669584.62           |
| 2026-05-11 | $170168414.47             | $98278455.79            |
| 2026-05-12 | $184019080.25             | $158747451.59           |
| 2026-05-13 | $159790931.93             | $207609357.87           |
| 2026-05-14 | $189984804.66             | $135438562.02           |
| 2026-05-15 | $167896437.73             | $221811702.64           |
| 2026-05-18 | $346883125.05             | $129164838.30           |
| 2026-05-19 | $182310989.86             | $173568579.39           |
| 2026-05-20 | $119546569.30             | $241309736.44           |
| 2026-05-21 | $86974610.74              | $343303439.13           |
| 2026-05-22 | $170989053.26             | $147717225.86           |
| 2026-05-26 | $147119301.19             | $155250494.38           |
| 2026-05-27 | $123751939.79             | $181423034.70           |
| 2026-05-28 | $112167187.16             | $149094573.71           |
| 2026-05-29 | $85989723.01              | $213545575.74           |

**Total Gross Subscriptions (Month):** $3896659280.94

**Total Gross Redemptions (Month):** $3665167062.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5100%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4500%           |
| 2026-05-27 | 3.4600%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BRIDGE WF II PARKWAY CLUB LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **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

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKYH3, C.4 - ISIN: US3130AKYH38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11113976.41
- **C.18.a - Value (excl. sponsor support):** $11113976.41
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-02-10
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN4T4, C.4 - ISIN: US3130AN4T46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8692342.43
- **C.18.a - Value (excl. sponsor support):** $8692342.43
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN5K2, C.4 - ISIN: US3130AN5K28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4983976.40
- **C.18.a - Value (excl. sponsor support):** $4983976.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ANQU7, C.4 - ISIN: US3130ANQU79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5986592.37
- **C.18.a - Value (excl. sponsor support):** $5986592.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWGR5, C.4 - ISIN: US3130AWGR59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35546015.50
- **C.18.a - Value (excl. sponsor support):** $35546015.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXU63, C.4 - ISIN: US3130AXU635, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2912163.15
- **C.18.a - Value (excl. sponsor support):** $2912163.15
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72621696.51
- **C.18.a - Value (excl. sponsor support):** $72621696.51
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1816709.95
- **C.18.a - Value (excl. sponsor support):** $1816709.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145268824.80
- **C.18.a - Value (excl. sponsor support):** $145268824.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96791759.42
- **C.18.a - Value (excl. sponsor support):** $96791759.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174401294.04
- **C.18.a - Value (excl. sponsor support):** $174401294.04
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193508560.44
- **C.18.a - Value (excl. sponsor support):** $193508560.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **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):** $145266548.06
- **C.18.a - Value (excl. sponsor support):** $145266548.06
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96712789.54
- **C.18.a - Value (excl. sponsor support):** $96712789.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266513319.67
- **C.18.a - Value (excl. sponsor support):** $266513319.67
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241902274.15
- **C.18.a - Value (excl. sponsor support):** $241902274.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193580025.80
- **C.18.a - Value (excl. sponsor support):** $193580025.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121279491.64
- **C.18.a - Value (excl. sponsor support):** $121279491.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145074969.53
- **C.18.a - Value (excl. sponsor support):** $145074969.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86604991.62
- **C.18.a - Value (excl. sponsor support):** $86604991.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145027960.35
- **C.18.a - Value (excl. sponsor support):** $145027960.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169075902.97
- **C.18.a - Value (excl. sponsor support):** $169075902.97
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V76, C.4 - ISIN: US3130B7V766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241204917.42
- **C.18.a - Value (excl. sponsor support):** $241204917.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119217031.30
- **C.18.a - Value (excl. sponsor support):** $119217031.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241149907.70
- **C.18.a - Value (excl. sponsor support):** $241149907.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.4 - ISIN: US3130B8NA67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216915790.32
- **C.18.a - Value (excl. sponsor support):** $216915790.32
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **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):** $144547365.01
- **C.18.a - Value (excl. sponsor support):** $144547365.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q39, C.4 - ISIN: US3130B8Q392, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $231402730.52
- **C.18.a - Value (excl. sponsor support):** $231402730.52
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134899834.07
- **C.18.a - Value (excl. sponsor support):** $134899834.07
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8V82, C.4 - ISIN: US3130B8V822, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120528517.70
- **C.18.a - Value (excl. sponsor support):** $120528517.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93C2, C.4 - ISIN: US3130B93C26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124417108.73
- **C.18.a - Value (excl. sponsor support):** $124417108.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-13
- **C.13 - Final Legal Maturity Date:** 2028-01-13
- **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 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96H8, C.4 - ISIN: US3130B96H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123917150.24
- **C.18.a - Value (excl. sponsor support):** $123917150.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9E22, C.4 - ISIN: US3130B9E222, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148612318.56
- **C.18.a - Value (excl. sponsor support):** $148612318.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-03-04
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9F88, C.4 - ISIN: US3130B9F880, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121718104.09
- **C.18.a - Value (excl. sponsor support):** $121718104.09
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9LD0, C.4 - ISIN: US3130B9LD08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223135928.02
- **C.18.a - Value (excl. sponsor support):** $223135928.02
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **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 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PD6, C.4 - ISIN: US3130B9PD61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149086185.34
- **C.18.a - Value (excl. sponsor support):** $149086185.34
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UF5, C.4 - ISIN: US3130B9UF54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147108063.98
- **C.18.a - Value (excl. sponsor support):** $147108063.98
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UK4, C.4 - ISIN: US3130B9UK40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244826138.16
- **C.18.a - Value (excl. sponsor support):** $244826138.16
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UN8, C.4 - ISIN: US3130B9UN88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148327676.02
- **C.18.a - Value (excl. sponsor support):** $148327676.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9W48, C.4 - ISIN: US3130B9W489, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123918780.76
- **C.18.a - Value (excl. sponsor support):** $123918780.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA2E6, C.4 - ISIN: US3130BA2E65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123572555.88
- **C.18.a - Value (excl. sponsor support):** $123572555.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2027-04-23
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489878211.26
- **C.18.a - Value (excl. sponsor support):** $489878211.26
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5E3, C.4 - ISIN: US3130BA5E39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247168351.96
- **C.18.a - Value (excl. sponsor support):** $247168351.96
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **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 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA7D3, C.4 - ISIN: US3130BA7D38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241739532.45
- **C.18.a - Value (excl. sponsor support):** $241739532.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGB7, C.4 - ISIN: US3130BAGB78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147764469.84
- **C.18.a - Value (excl. sponsor support):** $147764469.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHW0, C.4 - ISIN: US3130BAHW07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244410954.05
- **C.18.a - Value (excl. sponsor support):** $244410954.05
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-05-26
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **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 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJU2, C.4 - ISIN: US3130BAJU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118502157.71
- **C.18.a - Value (excl. sponsor support):** $118502157.71
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2027-05-28
- **C.12 - Maturity Date (WAL):** 2027-05-28
- **C.13 - Final Legal Maturity Date:** 2027-05-28
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALQ8, C.4 - ISIN: US3130BALQ82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $232290530.30
- **C.18.a - Value (excl. sponsor support):** $232290530.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMP9, C.4 - ISIN: US3130BAMP90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136473606.75
- **C.18.a - Value (excl. sponsor support):** $136473606.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-06-04
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQY6, C.4 - ISIN: US3130BAQY61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148275039.78
- **C.18.a - Value (excl. sponsor support):** $148275039.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-06-11
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARS8, C.4 - ISIN: US3130BARS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206419321.11
- **C.18.a - Value (excl. sponsor support):** $206419321.11
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-18
- **C.13 - Final Legal Maturity Date:** 2028-05-18
- **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 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.980000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARW9, C.4 - ISIN: US3130BARW96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147978183.31
- **C.18.a - Value (excl. sponsor support):** $147978183.31
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-06-10
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **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 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATL1, C.4 - ISIN: US3130BATL14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195735689.49
- **C.18.a - Value (excl. sponsor support):** $195735689.49
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-06-17
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.887000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAUE5, C.4 - ISIN: US3130BAUE51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244886966.42
- **C.18.a - Value (excl. sponsor support):** $244886966.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-02-23
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAVS3, C.4 - ISIN: US3130BAVS39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74207190.72
- **C.18.a - Value (excl. sponsor support):** $74207190.72
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-24
- **C.13 - Final Legal Maturity Date:** 2028-05-24
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313312DT4, C.4 - ISIN: US313312DT46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12015290.00
- **C.18.a - Value (excl. sponsor support):** $12015290.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313312FE5, C.4 - ISIN: US313312FE58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54822768.14
- **C.18.a - Value (excl. sponsor support):** $54822768.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-05-05
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313H92, C.4 - ISIN: US313313H928, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186115003.75
- **C.18.a - Value (excl. sponsor support):** $186115003.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313V39, C.4 - ISIN: US313313V390, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42557790.00
- **C.18.a - Value (excl. sponsor support):** $42557790.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XN3, C.4 - ISIN: US313313XN39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $221533149.93
- **C.18.a - Value (excl. sponsor support):** $221533149.93
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XY9, C.4 - ISIN: US313313XY93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $208127575.35
- **C.18.a - Value (excl. sponsor support):** $208127575.35
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48069137.00
- **C.18.a - Value (excl. sponsor support):** $48069137.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86479581.17
- **C.18.a - Value (excl. sponsor support):** $86479581.17
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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? Yes, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33600856.82
- **C.18.a - Value (excl. sponsor support):** $33600856.82
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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 66: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245991170.00
- **C.18.a - Value (excl. sponsor support):** $245991170.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **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 67: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **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):** $26679420.00
- **C.18.a - Value (excl. sponsor support):** $26679420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 68: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98178300.00
- **C.18.a - Value (excl. sponsor support):** $98178300.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245569740.00
- **C.18.a - Value (excl. sponsor support):** $245569740.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F84, C.4 - ISIN: US313385F847, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245110235.08
- **C.18.a - Value (excl. sponsor support):** $245110235.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196187179.33
- **C.18.a - Value (excl. sponsor support):** $196187179.33
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 72: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244689594.58
- **C.18.a - Value (excl. sponsor support):** $244689594.58
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147016042.75
- **C.18.a - Value (excl. sponsor support):** $147016042.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 74: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J72, C.4 - ISIN: US313385J724, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97391731.50
- **C.18.a - Value (excl. sponsor support):** $97391731.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 75: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147404700.25
- **C.18.a - Value (excl. sponsor support):** $147404700.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K62, C.4 - ISIN: US313385K623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147117478.34
- **C.18.a - Value (excl. sponsor support):** $147117478.34
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385T55, C.4 - ISIN: US313385T558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242388638.39
- **C.18.a - Value (excl. sponsor support):** $242388638.39
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 78: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97904194.00
- **C.18.a - Value (excl. sponsor support):** $97904194.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298409951.51
- **C.18.a - Value (excl. sponsor support):** $298409951.51
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217346903.93
- **C.18.a - Value (excl. sponsor support):** $217346903.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 81: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15971040.00
- **C.18.a - Value (excl. sponsor support):** $15971040.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213491331.21
- **C.18.a - Value (excl. sponsor support):** $213491331.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19910832.35
- **C.18.a - Value (excl. sponsor support):** $19910832.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247326680.00
- **C.18.a - Value (excl. sponsor support):** $247326680.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $172906565.22
- **C.18.a - Value (excl. sponsor support):** $172906565.22
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245291571.45
- **C.18.a - Value (excl. sponsor support):** $245291571.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246959845.84
- **C.18.a - Value (excl. sponsor support):** $246959845.84
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **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? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222251948.15
- **C.18.a - Value (excl. sponsor support):** $222251948.15
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **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? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148071893.33
- **C.18.a - Value (excl. sponsor support):** $148071893.33
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246662660.00
- **C.18.a - Value (excl. sponsor support):** $246662660.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123306564.72
- **C.18.a - Value (excl. sponsor support):** $123306564.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? Yes, C.23 Categorized at Level 3? No

### Security 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENB66, C.4 - ISIN: US3133ENB665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18885598.01
- **C.18.a - Value (excl. sponsor support):** $18885598.01
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNG6, C.4 - ISIN: US3133EPNG63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $111426354.23
- **C.18.a - Value (excl. sponsor support):** $111426354.23
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPE9, C.4 - ISIN: US3133EPPE97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44353825.94
- **C.18.a - Value (excl. sponsor support):** $44353825.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQC2, C.4 - ISIN: US3133EPQC23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38762799.05
- **C.18.a - Value (excl. sponsor support):** $38762799.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZY4, C.4 - ISIN: US3133EPZY42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23734917.99
- **C.18.a - Value (excl. sponsor support):** $23734917.99
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196200311.03
- **C.18.a - Value (excl. sponsor support):** $196200311.03
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24913976.62
- **C.18.a - Value (excl. sponsor support):** $24913976.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77504617.45
- **C.18.a - Value (excl. sponsor support):** $77504617.45
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87206675.16
- **C.18.a - Value (excl. sponsor support):** $87206675.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 101: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169618365.98
- **C.18.a - Value (excl. sponsor support):** $169618365.98
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 102: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43700662.06
- **C.18.a - Value (excl. sponsor support):** $43700662.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174288425.61
- **C.18.a - Value (excl. sponsor support):** $174288425.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72637586.47
- **C.18.a - Value (excl. sponsor support):** $72637586.47
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 105: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144904051.41
- **C.18.a - Value (excl. sponsor support):** $144904051.41
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48900044.01
- **C.18.a - Value (excl. sponsor support):** $48900044.01
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERML2, C.4 - ISIN: US3133ERML24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39844942.96
- **C.18.a - Value (excl. sponsor support):** $39844942.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 108: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19008725.18
- **C.18.a - Value (excl. sponsor support):** $19008725.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144134177.64
- **C.18.a - Value (excl. sponsor support):** $144134177.64
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 110: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40007394.40
- **C.18.a - Value (excl. sponsor support):** $40007394.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40041188.40
- **C.18.a - Value (excl. sponsor support):** $40041188.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17403671.05
- **C.18.a - Value (excl. sponsor support):** $17403671.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58201978.22
- **C.18.a - Value (excl. sponsor support):** $58201978.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200041524.00
- **C.18.a - Value (excl. sponsor support):** $200041524.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3296993.40
- **C.18.a - Value (excl. sponsor support):** $3296993.40
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 116: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5B9, C.4 - ISIN: US3133ET5B97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48216251.18
- **C.18.a - Value (excl. sponsor support):** $48216251.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **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 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6W2, C.4 - ISIN: US3133ET6W26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84607487.95
- **C.18.a - Value (excl. sponsor support):** $84607487.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-12
- **C.13 - Final Legal Maturity Date:** 2027-07-12
- **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 118: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETA23, C.4 - ISIN: US3133ETA235, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63006967.17
- **C.18.a - Value (excl. sponsor support):** $63006967.17
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145200975.74
- **C.18.a - Value (excl. sponsor support):** $145200975.74
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **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 120: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116109457.51
- **C.18.a - Value (excl. sponsor support):** $116109457.51
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280753091.60
- **C.18.a - Value (excl. sponsor support):** $280753091.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **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 122: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96800912.82
- **C.18.a - Value (excl. sponsor support):** $96800912.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241968087.28
- **C.18.a - Value (excl. sponsor support):** $241968087.28
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 124: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69706275.79
- **C.18.a - Value (excl. sponsor support):** $69706275.79
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 125: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.788000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHD2, C.4 - ISIN: US3133ETHD29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62905299.95
- **C.18.a - Value (excl. sponsor support):** $62905299.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **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 126: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115023378.35
- **C.18.a - Value (excl. sponsor support):** $115023378.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14500234.18
- **C.18.a - Value (excl. sponsor support):** $14500234.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 128: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96758541.09
- **C.18.a - Value (excl. sponsor support):** $96758541.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $231700929.12
- **C.18.a - Value (excl. sponsor support):** $231700929.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 130: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96719267.48
- **C.18.a - Value (excl. sponsor support):** $96719267.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **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 131: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETU96, C.4 - ISIN: US3133ETU969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63512430.13
- **C.18.a - Value (excl. sponsor support):** $63512430.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 132: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48356141.42
- **C.18.a - Value (excl. sponsor support):** $48356141.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **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 133: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433876634.05
- **C.18.a - Value (excl. sponsor support):** $433876634.05
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24115303.26
- **C.18.a - Value (excl. sponsor support):** $24115303.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **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 135: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120512553.69
- **C.18.a - Value (excl. sponsor support):** $120512553.69
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **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 136: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144226195.58
- **C.18.a - Value (excl. sponsor support):** $144226195.58
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **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 137: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144928431.81
- **C.18.a - Value (excl. sponsor support):** $144928431.81
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20909648.69
- **C.18.a - Value (excl. sponsor support):** $20909648.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **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 139: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21911298.65
- **C.18.a - Value (excl. sponsor support):** $21911298.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDP2, C.4 - ISIN: US3133EWDP24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $160609970.05
- **C.18.a - Value (excl. sponsor support):** $160609970.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-17
- **C.13 - Final Legal Maturity Date:** 2027-02-17
- **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 141: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123919208.22
- **C.18.a - Value (excl. sponsor support):** $123919208.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKE9, C.4 - ISIN: US3133EWKE93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148524714.86
- **C.18.a - Value (excl. sponsor support):** $148524714.86
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-28
- **C.13 - Final Legal Maturity Date:** 2028-02-28
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKL3, C.4 - ISIN: US3133EWKL37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $113514248.79
- **C.18.a - Value (excl. sponsor support):** $113514248.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 144: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNA4, C.4 - ISIN: US3133EWNA45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146924378.06
- **C.18.a - Value (excl. sponsor support):** $146924378.06
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-24
- **C.13 - Final Legal Maturity Date:** 2028-04-24
- **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 145: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNV8, C.4 - ISIN: US3133EWNV81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146811040.83
- **C.18.a - Value (excl. sponsor support):** $146811040.83
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPE4, C.4 - ISIN: US3133EWPE49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $122422012.42
- **C.18.a - Value (excl. sponsor support):** $122422012.42
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPF1, C.4 - ISIN: US3133EWPF14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63607981.80
- **C.18.a - Value (excl. sponsor support):** $63607981.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-13
- **C.13 - Final Legal Maturity Date:** 2027-09-13
- **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 148: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPW4, C.4 - ISIN: US3133EWPW47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97908343.04
- **C.18.a - Value (excl. sponsor support):** $97908343.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **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 149: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $61013809.18
- **C.18.a - Value (excl. sponsor support):** $61013809.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $130630318.79
- **C.18.a - Value (excl. sponsor support):** $130630318.79
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **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):** $68619081.78
- **C.18.a - Value (excl. sponsor support):** $68619081.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2E0, C.4 - ISIN: US3134HB2E05, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $168675420.54
- **C.18.a - Value (excl. sponsor support):** $168675420.54
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3N9, C.4 - ISIN: US3134HB3N94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240057828.29
- **C.18.a - Value (excl. sponsor support):** $240057828.29
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100321281.65
- **C.18.a - Value (excl. sponsor support):** $100321281.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 155: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6V8, C.4 - ISIN: US3134HB6V83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240683297.23
- **C.18.a - Value (excl. sponsor support):** $240683297.23
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-12-16
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $169348182.78
- **C.18.a - Value (excl. sponsor support):** $169348182.78
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 157: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120647298.11
- **C.18.a - Value (excl. sponsor support):** $120647298.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 158: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144880397.30
- **C.18.a - Value (excl. sponsor support):** $144880397.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143949431.21
- **C.18.a - Value (excl. sponsor support):** $143949431.21
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72570577.36
- **C.18.a - Value (excl. sponsor support):** $72570577.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 161: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAE9, C.4 - ISIN: US3134HCAE95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240970230.34
- **C.18.a - Value (excl. sponsor support):** $240970230.34
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 162: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAN9, C.4 - ISIN: US3134HCAN94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240995246.87
- **C.18.a - Value (excl. sponsor support):** $240995246.87
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 163: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCLY3, C.4 - ISIN: US3134HCLY31, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124440632.86
- **C.18.a - Value (excl. sponsor support):** $124440632.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCQB8, C.4 - ISIN: US3134HCQB82, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $123762721.28
- **C.18.a - Value (excl. sponsor support):** $123762721.28
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **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 165: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCQY8, C.4 - ISIN: US3134HCQY85, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $246490813.90
- **C.18.a - Value (excl. sponsor support):** $246490813.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCRH4, C.4 - ISIN: US3134HCRH44, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148674110.74
- **C.18.a - Value (excl. sponsor support):** $148674110.74
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-02-22
- **C.12 - Maturity Date (WAL):** 2027-02-22
- **C.13 - Final Legal Maturity Date:** 2027-02-22
- **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 167: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTN9, C.4 - ISIN: US3134HCTN93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148647790.99
- **C.18.a - Value (excl. sponsor support):** $148647790.99
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-03-05
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148628682.10
- **C.18.a - Value (excl. sponsor support):** $148628682.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-08
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **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 169: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTV1, C.4 - ISIN: US3134HCTV10, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148640321.23
- **C.18.a - Value (excl. sponsor support):** $148640321.23
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-03-05
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCUQ0, C.4 - ISIN: US3134HCUQ06, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $248542030.77
- **C.18.a - Value (excl. sponsor support):** $248542030.77
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **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 171: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCUU1, C.4 - ISIN: US3134HCUU18, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $247030470.92
- **C.18.a - Value (excl. sponsor support):** $247030470.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **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 172: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVJ5, C.4 - ISIN: US3134HCVJ53, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $123798022.60
- **C.18.a - Value (excl. sponsor support):** $123798022.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVQ9, C.4 - ISIN: US3134HCVQ96, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148467949.19
- **C.18.a - Value (excl. sponsor support):** $148467949.19
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $247533556.70
- **C.18.a - Value (excl. sponsor support):** $247533556.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-03-29
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **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 175: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXE4, C.4 - ISIN: US3134HCXE49, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $198195807.23
- **C.18.a - Value (excl. sponsor support):** $198195807.23
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-03-30
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXQ7, C.4 - ISIN: US3134HCXQ78, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $244651355.48
- **C.18.a - Value (excl. sponsor support):** $244651355.48
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCZ28, C.4 - ISIN: US3134HCZ288, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $122402555.71
- **C.18.a - Value (excl. sponsor support):** $122402555.71
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-06-21
- **C.12 - Maturity Date (WAL):** 2027-06-21
- **C.13 - Final Legal Maturity Date:** 2027-06-21
- **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 178: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCZ36, C.4 - ISIN: US3134HCZ361, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $122394411.22
- **C.18.a - Value (excl. sponsor support):** $122394411.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-06-22
- **C.12 - Maturity Date (WAL):** 2027-06-22
- **C.13 - Final Legal Maturity Date:** 2027-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $96604134.48
- **C.18.a - Value (excl. sponsor support):** $96604134.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $42504855.63
- **C.18.a - Value (excl. sponsor support):** $42504855.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $239206083.87
- **C.18.a - Value (excl. sponsor support):** $239206083.87
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $113027159.55
- **C.18.a - Value (excl. sponsor support):** $113027159.55
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 183: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **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):** $100628977.83
- **C.18.a - Value (excl. sponsor support):** $100628977.83
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $140670208.63
- **C.18.a - Value (excl. sponsor support):** $140670208.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **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):** $52921517.08
- **C.18.a - Value (excl. sponsor support):** $52921517.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.700000%
- **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):** $59429733.87
- **C.18.a - Value (excl. sponsor support):** $59429733.87
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92025097.60
- **C.18.a - Value (excl. sponsor support):** $92025097.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $93335053.74
- **C.18.a - Value (excl. sponsor support):** $93335053.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 189: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCDP7, C.4 - ISIN: US3136GCDP72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149067062.14
- **C.18.a - Value (excl. sponsor support):** $149067062.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 190: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCFZ3, C.4 - ISIN: US3136GCFZ37, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148631220.62
- **C.18.a - Value (excl. sponsor support):** $148631220.62
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 191: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCJM8, C.4 - ISIN: US3136GCJM87, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148396231.20
- **C.18.a - Value (excl. sponsor support):** $148396231.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-02-23
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **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 192: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD2N2, C.4 - ISIN: US3136GD2N23, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $146747149.08
- **C.18.a - Value (excl. sponsor support):** $146747149.08
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3A9, C.4 - ISIN: US3136GD3A92, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $247019193.32
- **C.18.a - Value (excl. sponsor support):** $247019193.32
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD5Q2, C.4 - ISIN: US3136GD5Q27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $244418920.45
- **C.18.a - Value (excl. sponsor support):** $244418920.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GDE90, C.4 - ISIN: US3136GDE908, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $244905627.80
- **C.18.a - Value (excl. sponsor support):** $244905627.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-06-21
- **C.12 - Maturity Date (WAL):** 2027-06-21
- **C.13 - Final Legal Maturity Date:** 2027-06-21
- **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 196: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **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

### Security 197: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **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

### Security 198: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73700000.00
- **C.18.a - Value (excl. sponsor support):** $73700000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **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 199: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148878914.52
- **C.18.a - Value (excl. sponsor support):** $148878914.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 200: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.4 - ISIN: US912828V988, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142623260.96
- **C.18.a - Value (excl. sponsor support):** $142623260.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130816016.96
- **C.18.a - Value (excl. sponsor support):** $130816016.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **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 202: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32704546.75
- **C.18.a - Value (excl. sponsor support):** $32704546.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43148246.15
- **C.18.a - Value (excl. sponsor support):** $43148246.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 204: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67880226.16
- **C.18.a - Value (excl. sponsor support):** $67880226.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 205: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.500000%
- **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):** $127749433.92
- **C.18.a - Value (excl. sponsor support):** $127749433.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 206: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16463216.97
- **C.18.a - Value (excl. sponsor support):** $16463216.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZN3, C.4 - ISIN: US912828ZN34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8925337.77
- **C.18.a - Value (excl. sponsor support):** $8925337.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **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 208: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **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):** $496507000.00
- **C.18.a - Value (excl. sponsor support):** $496507000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **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 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $433341486.87
- **C.18.a - Value (excl. sponsor support):** $433341486.87
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **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 210: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **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):** $140894765.46
- **C.18.a - Value (excl. sponsor support):** $140894765.46
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 211: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $411849430.23
- **C.18.a - Value (excl. sponsor support):** $411849430.23
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 212: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175665515.64
- **C.18.a - Value (excl. sponsor support):** $175665515.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 213: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.250000%
- **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):** $51740185.35
- **C.18.a - Value (excl. sponsor support):** $51740185.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 214: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83794220.60
- **C.18.a - Value (excl. sponsor support):** $83794220.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344585707.91
- **C.18.a - Value (excl. sponsor support):** $344585707.91
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49604888.25
- **C.18.a - Value (excl. sponsor support):** $49604888.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **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 217: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $71400486.06
- **C.18.a - Value (excl. sponsor support):** $71400486.06
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55152276.68
- **C.18.a - Value (excl. sponsor support):** $55152276.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **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):** $57844250.00
- **C.18.a - Value (excl. sponsor support):** $57844250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 220: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120056312.27
- **C.18.a - Value (excl. sponsor support):** $120056312.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **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 221: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **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):** $386767073.40
- **C.18.a - Value (excl. sponsor support):** $386767073.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $37428947.22
- **C.18.a - Value (excl. sponsor support):** $37428947.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **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 223: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49569967.29
- **C.18.a - Value (excl. sponsor support):** $49569967.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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 224: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $571479000.04
- **C.18.a - Value (excl. sponsor support):** $571479000.04
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **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 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40796630.91
- **C.18.a - Value (excl. sponsor support):** $40796630.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **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 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **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):** $181130801.47
- **C.18.a - Value (excl. sponsor support):** $181130801.47
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 227: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $117422243.78
- **C.18.a - Value (excl. sponsor support):** $117422243.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182610186.81
- **C.18.a - Value (excl. sponsor support):** $182610186.81
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.500000%
- **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):** $63743925.55
- **C.18.a - Value (excl. sponsor support):** $63743925.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $85315204.88
- **C.18.a - Value (excl. sponsor support):** $85315204.88
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 231: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.833000%
- **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):** $438611017.68
- **C.18.a - Value (excl. sponsor support):** $438611017.68
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 232: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **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):** $245087372.13
- **C.18.a - Value (excl. sponsor support):** $245087372.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 233: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137150015.11
- **C.18.a - Value (excl. sponsor support):** $137150015.11
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **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):** $585571198.00
- **C.18.a - Value (excl. sponsor support):** $585571198.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 235: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.726000%
- **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):** $420644925.35
- **C.18.a - Value (excl. sponsor support):** $420644925.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 236: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494047141.86
- **C.18.a - Value (excl. sponsor support):** $494047141.86
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $288318208.12
- **C.18.a - Value (excl. sponsor support):** $288318208.12
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.788000%
- **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):** $560031185.27
- **C.18.a - Value (excl. sponsor support):** $560031185.27
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $284718060.91
- **C.18.a - Value (excl. sponsor support):** $284718060.91
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **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 240: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $171846281.25
- **C.18.a - Value (excl. sponsor support):** $171846281.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $565981304.69
- **C.18.a - Value (excl. sponsor support):** $565981304.69
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **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 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.818000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184629462.05
- **C.18.a - Value (excl. sponsor support):** $184629462.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **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 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178542825.72
- **C.18.a - Value (excl. sponsor support):** $178542825.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.736100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $168354340.71
- **C.18.a - Value (excl. sponsor support):** $168354340.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **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 245: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.670000%
- **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: ARP1HCET9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCET9
- **C.18 - Value (incl. sponsor support):** $1484000000.00
- **C.18.a - Value (excl. sponsor support):** $1484000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $3175.00           | $522.00            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $162500001.00      | $41036084.01       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $10298480.00       | $5989230.00        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232   | 2036-11-01      | 2.0000%  | 0.0000% | $105800.00         | $54977.81          | Agency Mortgage-Backed Securities         |
| GNII SF MA7736 M       | 2036-12-20      | 1.5000%  | 0.0000% | $1000.00           | $473.32            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3249   | 2028-01-01      | 2.5000%  | 0.0000% | $1338.00           | $46.05             | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $3062.00           | $265.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1844   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2629   | 2056-05-01      | 5.0000%  | 0.0000% | $24549546.00       | $24180354.03       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $1002.00           | $615.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $3268.00           | $2259.06           | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $624.71            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $7525.00           | $5985.85           | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $705210.00         | $281902.61         | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0251%  | 0.0000% | $1000.00           | $644.82            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $10800.00          | $6736.94           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $7309900.00        | $5348667.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $123.86            | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $1428.00           | $180.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $190200.00         | $187126.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $188.01            | U.S. Treasuries (including strips)        |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $13397.00          | $11346.84          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $226.75            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $473700.00         | $358037.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $132200.00         | $98724.17          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $10578200.00       | $7899576.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1300.00           | $821.75            | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $221000.00         | $141038.83         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3319   | 2052-04-01      | 4.0000%  | 0.0000% | $99000.00          | $63388.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1110.00           | $664.87            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3346   | 2052-01-01      | 2.5000%  | 0.0000% | $64607500.00       | $41162094.88       | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $14027.00          | $9747.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $17918656.00       | $8219699.97        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437   | 2051-10-01      | 2.0000%  | 0.0000% | $17752768.00       | $10659463.98       | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $3000.00           | $1915.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5270   | 2054-02-01      | 5.0000%  | 0.0000% | $1010.00           | $844.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $1541493.00        | $123646.93         | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $75.78             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $1000.00           | $996.04            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips)        |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1046.00           | $739.86            | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $3239.00           | $267.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6423   | 2056-04-01      | 5.5000%  | 0.0000% | $90588570.00       | $91347868.50       | Agency Mortgage-Backed Securities         |
| GNII SF MA2073 M       | 2044-07-20      | 3.5000%  | 0.0000% | $5951984.00        | $379612.69         | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $32763648.00       | $18632094.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-013 TF       | 2053-01-20      | 4.7751%  | 0.0000% | $50000000.00       | $30892562.88       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $88.05             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.74             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $3254000.00        | $2919991.68        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $2071036.00        | $1839364.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBT8007   | 2052-12-01      | 5.0000%  | 0.0000% | $5174472.00        | $3958640.52        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1007.00           | $361.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $12811.00          | $8620.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692   | 2049-07-01      | 3.5000%  | 0.0000% | $655000.00         | $55458.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $40858880.00       | $32683022.28       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA4422   | 2054-12-01      | 7.0000%  | 0.0000% | $87553024.00       | $76637693.90       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3956   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $852.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3246   | 2056-03-01      | 6.0000%  | 0.0000% | $1010.00           | $1039.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601   | 2053-12-01      | 3.5000%  | 0.0000% | $568974.00         | $447002.14         | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $750673.00         | $571393.43         | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.71             | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $90.12             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4369   | 2056-01-01      | 5.5000%  | 0.0000% | $67771970.00       | $67545354.41       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4337000.00        | $2612031.69        | U.S. Treasuries (including strips)        |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9251%  | 0.0000% | $1172.00           | $968.49            | Agency Collateralized Mortgage Obligation |
| GNII SF MA7139 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3000.00           | $920.64            | Agency Mortgage-Backed Securities         |
| GNII SF CH8922 C       | 2051-09-20      | 3.5000%  | 0.0000% | $8259.00           | $5968.11           | Agency Mortgage-Backed Securities         |
| GNII SF MA3454 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1069461.00        | $97723.08          | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $55469000.00       | $32279380.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 UF       | 2053-01-20      | 4.6251%  | 0.0000% | $28674246.00       | $18571019.36       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $10118548.00       | $5684282.13        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $300.00            | $343.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $469400.00         | $479731.90         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $106.40            | U.S. Treasuries (including strips)        |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $2048.00           | $1751.92           | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 AF       | 2055-08-20      | 4.8751%  | 0.0000% | $1000.00           | $941.95            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $7625900.00        | $7519845.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips)        |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $618248.00         | $488564.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0751%  | 0.0000% | $71620279.00       | $60278658.97       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $2016.00           | $767.34            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $24617400.00       | $23685189.90       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $42900.00          | $41210.06          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $900.00            | $787.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $25700.00          | $22312.15          | U.S. Treasuries (including strips)        |
| GNRA 2025-117 FA       | 2055-07-20      | 4.7751%  | 0.0000% | $2376910.00        | $2013740.27        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $753.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $27182152.00       | $21960133.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2653   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $675.63            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $1020.00           | $937.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8271   | 2054-04-01      | 5.0000%  | 0.0000% | $562526.00         | $442333.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT7263   | 2051-09-01      | 2.5000%  | 0.0000% | $848000.00         | $537336.39         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $1005.00           | $202.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3741   | 2053-09-01      | 6.5000%  | 0.0000% | $1100.00           | $775.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $25200.00          | $22348.17          | U.S. Treasuries (including strips)        |
| GNII SF MB1145 M       | 2056-05-20      | 6.5000%  | 0.0000% | $1972.00           | $2063.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1020.00           | $71.15             | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $123237.00         | $104041.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA4719 M       | 2047-09-20      | 3.5000%  | 0.0000% | $296625656.00      | $32673503.82       | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $11300.00          | $8826.43           | Agency Mortgage-Backed Securities         |
| GNII SF 005280 M       | 2042-01-20      | 4.0000%  | 0.0000% | $901329.00         | $44796.70          | Agency Mortgage-Backed Securities         |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $16885841.00       | $9925106.77        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1022.12           | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8251%  | 0.0000% | $1900.00           | $1047.60           | Agency Collateralized Mortgage Obligation |
| GNII SF MA5399 M       | 2048-08-20      | 4.5000%  | 0.0000% | $1010.00           | $75.46             | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M       | 2048-06-20      | 4.5000%  | 0.0000% | $992975.00         | $67555.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $13755646.00       | $1384090.20        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2230   | 2035-04-01      | 3.0000%  | 0.0000% | $5454707.00        | $478705.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $1069.00           | $842.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS1492   | 2033-11-01      | 3.0000%  | 0.0000% | $2000.00           | $763.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $222792.00         | $20213.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $6272.00           | $571.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $133704135.00      | $12175158.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4430   | 2049-10-01      | 3.5000%  | 0.0000% | $1051000.00        | $222692.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7416   | 2053-11-01      | 5.5000%  | 0.0000% | $13664020.00       | $11044606.49       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $43465191.00       | $7677180.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3339   | 2033-04-01      | 3.0000%  | 0.0000% | $548601.00         | $54435.55          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7633   | 2053-12-01      | 7.0000%  | 0.0000% | $32815505.00       | $13970336.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7459   | 2053-11-01      | 5.0000%  | 0.0000% | $1198000.00        | $1010360.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $778.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CICB7382   | 2038-10-01      | 5.0000%  | 0.0000% | $3335924.00        | $2403906.52        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $200.00            | $204.02            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $158900.00         | $178765.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $5046100.00        | $3464888.17        | U.S. Treasuries (including strips)        |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $19121801.00       | $12462508.62       | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $2043.00           | $1380.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0145   | 2047-08-01      | 3.0000%  | 0.0000% | $73218553.00       | $17512337.13       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $90716.00          | $48620.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $82780370.00       | $33990593.09       | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $137690000.00      | $85357952.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FG       | 2052-01-20      | 3.0000%  | 0.0000% | $31208778.00       | $17599448.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7251%  | 0.0000% | $1000.00           | $877.36            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ1218   | 2054-04-01      | 5.5000%  | 0.0000% | $1029.00           | $933.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6157   | 2056-02-01      | 5.0000%  | 0.0000% | $105963008.00      | $104449779.88      | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $2028.00           | $1338.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA4651 M       | 2047-08-20      | 3.0000%  | 0.0000% | $391005.00         | $49167.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $2289000.00        | $286973.99         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $15529200.00       | $9631280.23        | U.S. Treasuries (including strips)        |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $11560.00          | $8433.52           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $105800.00         | $119808.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $300.00            | $235.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $2549000.00        | $2578718.67        | U.S. Treasuries (including strips)        |
| GNRA 2025-083 KF       | 2055-05-20      | 4.8251%  | 0.0000% | $11368468.00       | $9999413.98        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | 0.0000% | $21240000.00       | $20926710.00       | U.S. Treasuries (including strips)        |
| FNMS 07.000 CLDD1114   | 2055-02-01      | 7.0000%  | 0.0000% | $1135264.00        | $1015058.46        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $45258619.00       | $33751141.37       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6503   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.07           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5793   | 2056-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2860.50           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5510   | 2055-12-01      | 5.0000%  | 0.0000% | $69263821.00       | $66360872.38       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $694.65            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $46506000.00       | $24467693.73       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $229454939.00      | $14863654.25       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0847   | 2054-03-01      | 6.0000%  | 0.0000% | $6012850.00        | $4225288.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0562   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $970.31            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6412   | 2050-07-01      | 2.5000%  | 0.0000% | $281000.00         | $107998.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $165789951.00      | $74988653.04       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE3822   | 2055-11-01      | 4.5000%  | 0.0000% | $1000576.00        | $935145.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5778   | 2054-07-01      | 6.0000%  | 0.0000% | $737940.00         | $500236.33         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $129135872.00      | $42796811.51       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6121%  | 0.0000% | $32771555.00       | $28850959.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK       | 2055-03-20      | 4.6751%  | 0.0000% | $22796825.00       | $17757803.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8251%  | 0.0000% | $297811.00         | $270508.64         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ2457   | 2054-09-01      | 6.0000%  | 0.0000% | $1140.00           | $872.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3163   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $953.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $4071168.00        | $2957110.49        | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X       | 2041-11-15      | 4.0000%  | 0.0000% | $2873.00           | $295.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $72814192.00       | $6906443.97        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $2444000.00        | $1753012.60        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $800.00            | $790.81            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $9856000.00        | $9903757.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1000.00           | $949.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $191.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $2000.00           | $1376.47           | U.S. Treasuries (including strips)        |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $30083005.00       | $17924619.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA9664 M       | 2054-05-20      | 3.5000%  | 0.0000% | $31782000.00       | $23178964.18       | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $18072.00          | $4871.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $468445388.00      | $33800208.42       | Agency Mortgage-Backed Securities         |
| GNII SF MA5594 M       | 2048-11-20      | 3.5000%  | 0.0000% | $349000.00         | $39605.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1023.00           | $494.10            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.69            | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $2000.00           | $202.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $1035480.00        | $838591.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $4863.00           | $1011.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5687   | 2050-05-01      | 3.0000%  | 0.0000% | $241000.00         | $103699.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5611   | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1567.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX9555   | 2053-03-01      | 6.5000%  | 0.0000% | $121204.00         | $52714.34          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $660300.00         | $491557.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $570200.00         | $433830.57         | U.S. Treasuries (including strips)        |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.33             | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1522.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4168   | 2055-05-01      | 6.0000%  | 0.0000% | $70590409.00       | $63417391.00       | Agency Mortgage-Backed Securities         |
| GNII SF DJ8954 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1046.00           | $1036.99           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $900.00            | $904.65            | U.S. Treasuries (including strips)        |

### Security 246: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **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: ARP1HF1C3, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1HF1C3
- **C.18 - Value (incl. sponsor support):** $989000000.00
- **C.18.a - Value (excl. sponsor support):** $989000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CTBR1092   | 2041-06-01      | 2.0000%  | 0.0000% | $43999000.00       | $25592486.57       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1490   | 2052-08-01      | 4.5000%  | 0.0000% | $37564707.00       | $23876011.25       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0672   | 2042-08-01      | 2.0000%  | 0.0000% | $33090251.00       | $26153812.19       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3567   | 2055-11-01      | 5.5000%  | 0.0000% | $28510920.00       | $28157341.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $25956098.00       | $19098377.47       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-09-25      | 4.7121%  | 0.0000% | $25036552.00       | $19217157.23       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-10-25      | 5.0121%  | 0.0000% | $50043784.00       | $22894052.60       | Agency Collateralized Mortgage Obligation |
| MNRA CL0491A1 R20M04   | 2030-11-25      | 1.2552%  | 0.0000% | $28360000.00       | $18673783.46       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-02-25      | 4.6121%  | 0.0000% | $25000000.00       | $23555567.14       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-10-25      | 4.7621%  | 0.0000% | $36160000.00       | $23253490.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2047-01-15      | 4.0573%  | 0.0000% | $35053805.00       | $25576217.40       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $10666400.00       | $10540232.72       | U.S. Treasuries (including strips)        |
| GNRA 2025-169 MF       | 2055-10-20      | 4.7451%  | 0.0000% | $22316980.00       | $22048589.18       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB6078   | 2053-04-01      | 5.5000%  | 0.0000% | $28200000.00       | $22114498.10       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 4.4621%  | 0.0000% | $27035232.00       | $16850128.22       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 4.7121%  | 0.0000% | $31700000.00       | $24883970.11       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB7306   | 2053-10-01      | 6.0000%  | 0.0000% | $30328414.00       | $23133093.78       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX3199   | 2052-12-01      | 4.5000%  | 0.0000% | $21065321.00       | $15783029.56       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA3656   | 2050-08-01      | 3.5000%  | 0.0000% | $10500000.00       | $9320520.68        | Agency Mortgage-Backed Securities         |
| GNRA 2022-064 FA       | 2052-04-20      | 4.3251%  | 0.0000% | $50000000.00       | $26412462.20       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL1586   | 2053-05-01      | 6.0000%  | 0.0000% | $43000000.00       | $33421762.52       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2661   | 2054-06-01      | 6.5000%  | 0.0000% | $28677567.00       | $24212279.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $37086496.00       | $27812033.49       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0120   | 2056-07-01      | 4.0000%  | 0.0000% | $70400000.00       | $21854186.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2736   | 2056-05-01      | 5.0000%  | 0.0000% | $31999152.00       | $31517135.26       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4785   | 2052-10-01      | 5.0000%  | 0.0000% | $30372918.00       | $22106154.83       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 4.6621%  | 0.0000% | $24327387.00       | $20882826.68       | Agency Collateralized Mortgage Obligation |
| MNRM CL001A2 R20M001   | 2029-10-25      | 2.4440%  | 0.0000% | $20302000.00       | $19139606.72       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-10-25      | 4.8621%  | 0.0000% | $26308642.00       | $16932286.57       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-07-25      | 4.9121%  | 0.0000% | $30081000.00       | $21915702.69       | Agency Collateralized Mortgage Obligation |
| FNRM RC061BA R13F061   | 2043-01-25      | 3.0000%  | 0.0000% | $218639000.00      | $19165887.86       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $6056400.00        | $6146476.97        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLCB8848   | 2054-07-01      | 6.0000%  | 0.0000% | $28376087.00       | $22829024.71       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $28093000.00       | $28442391.42       | U.S. Treasuries (including strips)        |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.4678%  | 0.0000% | $25675000.00       | $22674228.68       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-03-25      | 4.4621%  | 0.0000% | $32430344.00       | $21874351.04       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 4.8621%  | 0.0000% | $35572385.00       | $24233370.93       | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBS9275   | 2033-09-01      | 4.2700%  | 0.0000% | $24158262.00       | $23803500.60       | Agency Mortgage-Backed Securities         |
| MNRA CL003A2 R22M003   | 2031-11-25      | 1.7072%  | 0.0000% | $30700000.00       | $26645072.38       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $17258773.00       | $9635015.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4095   | 2052-07-01      | 4.5000%  | 0.0000% | $30657272.00       | $20498235.39       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2285   | 2051-12-01      | 2.5000%  | 0.0000% | $44590047.00       | $25544478.52       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 4.8121%  | 0.0000% | $38200000.00       | $23689246.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-11-25      | 4.5621%  | 0.0000% | $23631399.00       | $18051206.53       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 4.7621%  | 0.0000% | $35000000.00       | $24311021.57       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-09-25      | 5.5000%  | 0.0000% | $26305000.00       | $18706646.31       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-05-25      | 4.4621%  | 0.0000% | $37500000.00       | $23979579.97       | Agency Collateralized Mortgage Obligation |

### Security 247: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **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: ARP1HGOB8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1HGOB8
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac            | 2055-09-25      | 4.8421%  | 0.0000% | $50000000.00       | $45667237.71       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 4.6621%  | 0.0000% | $43996737.00       | $36681155.56       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $4483667.00        | $2503086.44        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 4.7621%  | 0.0000% | $45000000.00       | $29099285.51       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $32828400.00       | $33236685.38       | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLFA1852   | 2055-05-01      | 6.5000%  | 0.0000% | $23219947.00       | $18398512.16       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4407   | 2052-08-01      | 5.0000%  | 0.0000% | $52334064.00       | $34245134.94       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-07-25      | 4.7621%  | 0.0000% | $42059818.00       | $40534652.36       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $69281267.00       | $47471158.61       | Agency Mortgage-Backed Securities         |
| GNRA 2025-172 FP       | 2055-10-20      | 4.4251%  | 0.0000% | $34627509.00       | $33623009.80       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB4305   | 2052-08-01      | 5.0000%  | 0.0000% | $48357000.00       | $33465834.93       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4334   | 2052-08-01      | 4.0000%  | 0.0000% | $44316143.00       | $30737077.74       | Agency Mortgage-Backed Securities         |
| GNRA 2023-113 FG       | 2053-08-20      | 4.7251%  | 0.0000% | $100000000.00      | $35150757.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-154 FH       | 2055-09-20      | 4.8251%  | 0.0000% | $30336023.00       | $29650841.45       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB5910   | 2053-03-01      | 5.5000%  | 0.0000% | $61988298.00       | $46338035.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $52425522.00       | $38949555.51       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-02-25      | 4.9621%  | 0.0000% | $99662046.00       | $48632003.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 4.9621%  | 0.0000% | $87617691.00       | $46916636.05       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-12-25      | 5.0121%  | 0.0000% | $60000000.00       | $37056421.30       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCC0586   | 2055-06-01      | 6.0000%  | 0.0000% | $46402425.00       | $43466693.96       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0981   | 2055-06-01      | 6.0000%  | 0.0000% | $22869311.00       | $19366463.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $50796058.00       | $44349666.19       | Agency Mortgage-Backed Securities         |
| GNRA 2025-207 FM       | 2055-12-20      | 4.4251%  | 0.0000% | $45000000.00       | $44384052.23       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $73763159.00       | $49877034.72       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 4.8121%  | 0.0000% | $36500000.00       | $32348219.91       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-07-25      | 4.9621%  | 0.0000% | $50000000.00       | $44102140.25       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA7035   | 2050-09-01      | 2.5000%  | 0.0000% | $86770926.00       | $40868245.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4039   | 2052-07-01      | 5.0000%  | 0.0000% | $31550708.00       | $22307135.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8506   | 2054-05-01      | 6.5000%  | 0.0000% | $21967000.00       | $12775376.91       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $5812600.00        | $5743845.79        | U.S. Treasuries (including strips)        |

### Security 248: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.740000%
- **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: ARP1HNUQ3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HNUQ3
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                                         | 2027-04-25      | 3.0920%  | 0.0000% | $9222000.00        | $4026233.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-10-25      | 2.5000%  | 0.0000% | $10473168.00       | $2310682.04        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-12-25      | 2.0000%  | 0.0000% | $5000000.00        | $3233837.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-066 YB                                   | 2052-01-20      | 3.6270%  | 0.0000% | $3853524.00        | $2758963.80        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2017-T1       A      20270625 2.8 | 2027-06-25      | 2.8980%  | 0.0000% | $3875000.00        | $3782467.70        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2029-04-25      | 3.0193%  | 0.0000% | $355000.00         | $151379.53         | Agency Collateralized Mortgage Obligation |
| MNRA CL014A2 R18M014                               | 2028-08-25      | 3.5774%  | 0.0000% | $3520000.00        | $3129118.48        | Agency Collateralized Mortgage Obligation |
| FNRM CL148HE R12F148                               | 2043-01-25      | 2.5000%  | 0.0000% | $156840.00         | $128635.85         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-10-25      | 5.5000%  | 0.0000% | $3229000.00        | $1641011.25        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-02-25      | 5.5000%  | 0.0000% | $2000000.00        | $1721994.16        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-09-15      | 2.0000%  | 0.0000% | $2561492.00        | $1422045.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-069 HL                                   | 2054-04-20      | 5.5000%  | 0.0000% | $1999999.00        | $2028860.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-036 AC                                   | 2056-09-16      | 2.3500%  | 0.0000% | $2199992.00        | $77286.14          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 M                                    | 2055-03-20      | 7.6251%  | 0.0000% | $100000.00         | $86503.25          | Agency Collateralized Mortgage Obligation |
| GNRM 2026-005 A                                    | 2051-07-20      | 5.2500%  | 0.0000% | $195165440.00      | $179151417.37      | Agency Collateralized Mortgage Obligation |
| GNRA 2026-026 FC                                   | 2056-02-20      | 4.4251%  | 0.0000% | $25000000.00       | $24483344.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 GF                                   | 2054-10-20      | 4.8251%  | 0.0000% | $100000000.00      | $79647242.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-09-15      | 2.0000%  | 0.0000% | $12634000.00       | $1038007.75        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-04-15      | 3.5000%  | 0.0000% | $4009000.00        | $3603979.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20 EF                                    | 2049-02-20      | 4.4271%  | 0.0000% | $100000000.00      | $17808109.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-168 AF                                   | 2055-10-20      | 4.7251%  | 0.0000% | $15000000.00       | $13923228.53       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 PW                                   | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $7954320.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 HF                                   | 2055-09-20      | 4.6251%  | 0.0000% | $9535952.00        | $9449515.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                   | 2053-01-20      | 4.6251%  | 0.0000% | $50000000.00       | $29284091.50       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 A-10F  20310825 FLT | 2031-08-25      | 1.6400%  | 0.0000% | $9250000.00        | $6943684.66        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-10-25      | 4.5000%  | 0.0000% | $17581480.00       | $17098750.52       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2056-02-25      | 5.0000%  | 0.0000% | $16230304.00       | $15150159.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-013 GY                                   | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1288708.63        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       A-M    20300425 1.2 | 2030-04-25      | 1.2360%  | 0.0000% | $13450000.00       | $11939313.93       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 4.5521%  | 0.0000% | $781843.00         | $517726.96         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2037-04-25      | 4.5000%  | 0.0000% | $12023472.00       | $11560868.39       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-118       A-2    20300925 1.4 | 2030-09-25      | 1.4930%  | 0.0000% | $3600000.00        | $3201761.60        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-I07       A      20260925 FLT | 2026-09-25      | 3.8192%  | 0.0000% | $6050000.00        | $1185017.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 4.9921%  | 0.0000% | $40000000.00       | $28271904.53       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1090398.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $8065792.00        | $8037867.33        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-11-25      | 5.0000%  | 0.0000% | $619064.00         | $617455.60         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 5.0000%  | 0.0000% | $5000000.00        | $4512752.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2040-11-25      | 1.5000%  | 0.0000% | $14356656.00       | $6528489.21        | Agency Collateralized Mortgage Obligation |

### Security 249: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HY2U1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1HY2U1
- **C.18 - Value (incl. sponsor support):** $555000000.00
- **C.18.a - Value (excl. sponsor support):** $555000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $68014700.00       | $68543826.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $74236900.00       | $73942784.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $58614300.00       | $58742611.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $74883000.00       | $76632752.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $75437600.00       | $76245071.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $4589800.00        | $4553441.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $75016000.00       | $76524091.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $133421700.00      | $131699236.06      | U.S. Treasuries (including strips) |

### Security 250: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.630000%
- **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: ARP1I1ZG7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1I1ZG7
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $14000.00          | $13885.24          | U.S. Treasuries (including strips)        |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $14528380.00       | $8656571.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $60379197.00       | $4356600.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $4342.00           | $2097.15           | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.0251%  | 0.0000% | $1000.00           | $595.01            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8251%  | 0.0000% | $2562604.00        | $2327672.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0251%  | 0.0000% | $13097100.00       | $8445215.65        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLMA5737   | 2055-06-01      | 6.5000%  | 0.0000% | $38358925.00       | $26956833.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3163   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $953.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2470.88           | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $7124800.00        | $2471287.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6121%  | 0.0000% | $6352384.00        | $5592422.32        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA4232   | 2050-12-01      | 2.0000%  | 0.0000% | $11636679.00       | $5978085.85        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $151308.00         | $19940.97          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $1018.00           | $211.70            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1500.00           | $1505.75           | U.S. Treasuries (including strips)        |
| GNII SF DJ8954 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $991.39            | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $1056.00           | $589.14            | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $48969700.00       | $37267201.17       | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.33             | Agency Mortgage-Backed Securities         |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $7219088.00        | $4243212.95        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDF9466   | 2056-01-01      | 5.0000%  | 0.0000% | $3184481.00        | $3138918.50        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4464   | 2056-03-01      | 5.5000%  | 0.0000% | $98057472.00       | $95746470.04       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5512   | 2034-10-01      | 5.0000%  | 0.0000% | $89016.00          | $50464.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $101.39            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $728783.00         | $390604.28         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $42937700.00       | $46733289.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $78273600.00       | $72759361.86       | U.S. Treasuries (including strips)        |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $675.69            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA2588   | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $474.53            | Agency Mortgage-Backed Securities         |
| GNII SF MA5399 M       | 2048-08-20      | 4.5000%  | 0.0000% | $1679.00           | $125.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $1024.00           | $76.34             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA6080   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| GNCL CL DK1400         | 2067-11-15      | 6.2100%  | 0.0000% | $1000.00           | $1067.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1865.00           | $169.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $103.03            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $92825582.00       | $8452739.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498   | 2054-10-01      | 6.0000%  | 0.0000% | $26123000.00       | $17026885.23       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5413   | 2053-07-01      | 5.5000%  | 0.0000% | $6578869.00        | $5205723.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5786   | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $210.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $3151781.00        | $3026687.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1237   | 2055-10-01      | 6.0000%  | 0.0000% | $2014237.00        | $2011105.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG8897   | 2056-04-01      | 4.5000%  | 0.0000% | $3284.00           | $3164.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $753.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9491   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3372   | 2033-05-01      | 4.0000%  | 0.0000% | $693989.00         | $49028.39          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4677   | 2055-06-01      | 6.5000%  | 0.0000% | $831286.00         | $639669.87         | Agency Mortgage-Backed Securities         |
| GNII SF MB1143 M       | 2056-04-20      | 5.5000%  | 0.0000% | $6908591.00        | $6978179.70        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1054   | 2054-03-01      | 5.0000%  | 0.0000% | $208747.00         | $174996.52         | Agency Mortgage-Backed Securities         |
| GNII AP 787887 M       | 2055-01-20      | 4.0000%  | 0.0000% | $1823.00           | $1342.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8324   | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $713.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1032.00           | $169.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB0339   | 2036-05-01      | 2.5000%  | 0.0000% | $99519066.00       | $49532963.29       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA7487   | 2035-10-01      | 2.0000%  | 0.0000% | $49363153.00       | $19769094.48       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $694.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M       | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $86.21             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6053   | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $991.26            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $2818.00           | $567.47            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $164.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5176   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $546.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7308   | 2053-10-01      | 6.5000%  | 0.0000% | $2221251.00        | $1552474.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $18000.00          | $14083.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $10488464.00       | $8473503.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5762   | 2055-07-01      | 6.5000%  | 0.0000% | $231477308.00      | $154979852.86      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5087   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $957.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $17808078.00       | $16320606.45       | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $3386270.00        | $2645015.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $68.56             | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1061.00           | $74.01             | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 KF       | 2055-04-20      | 4.6751%  | 0.0000% | $25673100.00       | $21630795.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH       | 2055-03-20      | 4.6951%  | 0.0000% | $100000000.00      | $81016556.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0751%  | 0.0000% | $46911811.00       | $39482966.23       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $8709344.00        | $7712330.75        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities         |
| GNRA 2025-083 KF       | 2055-05-20      | 4.8251%  | 0.0000% | $850393.00         | $747983.95         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $6608400.00        | $6516496.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $16700.00          | $17521.79          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLFA4139   | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $781.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7848   | 2055-07-01      | 6.5000%  | 0.0000% | $1028.00           | $1026.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $5627970.00        | $5172973.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $1024.00           | $819.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $556.92            | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1071.00           | $94.26             | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1001.00           | $83.80             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4979   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $680.69            | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $488.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1064   | 2054-03-01      | 5.5000%  | 0.0000% | $561047.00         | $449471.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA2892 M       | 2045-06-20      | 3.5000%  | 0.0000% | $1000.00           | $80.55             | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $32197.00          | $25443.38          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $95115100.00       | $93236582.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $400.00            | $413.12            | U.S. Treasuries (including strips)        |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $743840.00         | $630009.09         | Agency Mortgage-Backed Securities         |
| GNII SF MB1069 M       | 2056-04-20      | 4.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1001.00           | $82.78             | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M       | 2044-12-20      | 3.5000%  | 0.0000% | $127172.00         | $8507.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $397979.00         | $36261.70          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0119   | 2056-05-01      | 5.5000%  | 0.0000% | $78095871.00       | $78442781.28       | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $458.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $46984400.00       | $34386331.13       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1007.00           | $361.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0572   | 2055-01-01      | 5.0000%  | 0.0000% | $3221050.00        | $2913508.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1023.00           | $707.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $624.71            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $1745985.00        | $1073209.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG2528   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8299   | 2055-07-01      | 6.5000%  | 0.0000% | $4231632.00        | $3666956.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3741   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $705.07            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $27784500.00       | $20329971.76       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $4945400.00        | $4354465.18        | U.S. Treasuries (including strips)        |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $747.05            | Agency Mortgage-Backed Securities         |

### Security 251: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4OS7, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1I4OS7
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $19380400.00       | $19247253.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $10898900.00       | $11050775.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $29260700.00       | $29473062.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $29396000.00       | $29289586.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $1100.00           | $1096.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $429.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $559800.00         | $892064.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6623700.00        | $6718065.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $249.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $42000.00          | $43284.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $219700.00         | $218978.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $925300.00         | $949633.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $49337200.00       | $48497809.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $207.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $10200.00          | $10359.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $218.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $2592600.00        | $2587349.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $7532800.00        | $7533270.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $271100.00         | $330971.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $319400.00         | $218260.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $71200.00          | $63227.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $1300.00           | $1291.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $36890200.00       | $37285804.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $13900.00          | $13430.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $499900.00         | $529327.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $866100.00         | $632645.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $229500.00         | $230599.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $209800.00         | $212194.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $28100.00          | $26828.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $900.00            | $914.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-05      | 0.0000%  | 0.0000% | $216700.00         | $213277.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $1117000.00        | $1101952.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $439300.00         | $439334.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $900.00            | $918.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $8386900.00        | $13955387.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $196.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $24734000.00       | $24521654.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $159.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-05-15      | 4.3750%  | 0.0000% | $148800.00         | $148303.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $5259400.00        | $5182205.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $1994000.00        | $2024763.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $6011500.00        | $6252159.54        | U.S. Treasuries (including strips) |

### Security 252: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.630000%
- **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: ARP1I4R96, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1I4R96
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2024-083 AY | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $50527261.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-076 KB | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51198283.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD | 2054-04-20      | 5.7500%  | 0.0000% | $272804.00         | $275161.91         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-041 BL | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $60082666.62       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $49863738.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $74921383.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $53477287.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $48665594.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50608438.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL | 2054-05-20      | 5.7500%  | 0.0000% | $79804815.00       | $81288484.03       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $50781388.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50418788.85       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $48978094.40       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50074988.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50588438.85       | Agency Collateralized Mortgage Obligation |

### Security 253: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.630000%
- **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: ARP1I4RA3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I4RA3
- **C.18 - Value (incl. sponsor support):** $1475000000.00
- **C.18.a - Value (excl. sponsor support):** $1475000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $782401.00         | $699438.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS9562 | 2047-05-01      | 3.0000%  | 0.0000% | $569551.00         | $132140.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2944 | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2606604.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $274562.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6342 | 2050-07-01      | 2.5000%  | 0.0000% | $1027502.00        | $459376.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2600 | 2050-10-01      | 2.0000%  | 0.0000% | $185000.00         | $94183.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6370 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $41784.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8277 | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $3918805.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3520 | 2055-10-01      | 4.5000%  | 0.0000% | $2320853.00        | $2216204.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2057 | 2055-07-01      | 6.0000%  | 0.0000% | $75660671.00       | $67655639.23       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0736 | 2051-06-01      | 3.0000%  | 0.0000% | $762000.00         | $414555.75         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0948 | 2036-06-01      | 2.5000%  | 0.0000% | $377729.00         | $151889.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $3266285.00        | $1923444.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG8278 | 2041-05-01      | 4.0000%  | 0.0000% | $4854230.00        | $4707855.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $250632500.00      | $176349142.35      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $11712692.77       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL8139 | 2032-02-01      | 4.0000%  | 0.0000% | $30000.00          | $1248.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7594 | 2045-08-01      | 3.5000%  | 0.0000% | $1525000.00        | $345252.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBM7104 | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $866439.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4182105.19        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3477 | 2048-01-01      | 4.0000%  | 0.0000% | $10073819.00       | $2468273.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD6407 | 2040-03-01      | 6.5000%  | 0.0000% | $1045560.00        | $933034.49         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1545.77           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2043 | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $18118.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7766 | 2043-02-01      | 3.0000%  | 0.0000% | $783479.00         | $114131.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0482 | 2056-01-01      | 4.5000%  | 0.0000% | $177242.00         | $169827.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5468 | 2042-06-01      | 3.5000%  | 0.0000% | $13000.00          | $832.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1730 | 2049-10-01      | 3.0000%  | 0.0000% | $420000.00         | $167028.98         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4463 | 2049-08-01      | 5.0000%  | 0.0000% | $173379.00         | $162044.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5362 | 2055-12-01      | 4.0000%  | 0.0000% | $15020145.00       | $14082575.59       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3627 | 2051-10-01      | 3.0000%  | 0.0000% | $18896623.00       | $15845647.27       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2735 | 2037-04-01      | 2.5000%  | 0.0000% | $23671936.00       | $20160298.29       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3932 | 2055-06-01      | 6.5000%  | 0.0000% | $50016047.00       | $50425576.06       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB8463 | 2043-02-01      | 2.5000%  | 0.0000% | $227226.00         | $42954.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0896 | 2051-12-01      | 3.0000%  | 0.0000% | $8254841.00        | $4670246.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $21000.00          | $14131.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $4849960.00        | $3358072.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9194 | 2052-02-01      | 3.5000%  | 0.0000% | $1260000.00        | $999609.39         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7239 | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $469147.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $20000.00          | $3473.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP3026 | 2050-02-01      | 4.5000%  | 0.0000% | $867889.00         | $71980.14          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP3259 | 2050-05-01      | 3.0000%  | 0.0000% | $1213812.00        | $611403.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ0310 | 2035-07-01      | 2.0000%  | 0.0000% | $10000000.00       | $3264408.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $297700.00         | $211832.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3943 | 2049-08-01      | 4.0000%  | 0.0000% | $4687287.00        | $1196202.33        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7043 | 2055-08-01      | 7.0000%  | 0.0000% | $6404805.00        | $5720541.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8774 | 2056-02-01      | 5.0000%  | 0.0000% | $4403275.00        | $4351186.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $4388710.00        | $4513764.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | 0.0000% | $140000.00         | $23755.11          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4421 | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $93546.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2660 | 2056-02-01      | 5.0000%  | 0.0000% | $4035979.00        | $3992543.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0206 | 2043-08-01      | 3.0000%  | 0.0000% | $20939709.00       | $4045222.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2931 | 2040-11-01      | 5.0000%  | 0.0000% | $1309251.00        | $1299206.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7943 | 2056-05-01      | 4.5000%  | 0.0000% | $16243532.00       | $15632856.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2204.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $186000.00         | $2115.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9949 | 2054-02-01      | 5.0000%  | 0.0000% | $2652278.00        | $2225047.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890556 | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $946386.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909167 | 2038-03-01      | 5.5000%  | 0.0000% | $170568.00         | $8800.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA6011 | 2036-03-01      | 4.5000%  | 0.0000% | $2645859.00        | $2498637.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA5471 | 2055-04-01      | 6.5000%  | 0.0000% | $250827567.00      | $249999999.37      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $340000.00         | $209925.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA4151 | 2037-08-01      | 2.5000%  | 0.0000% | $50000.00          | $44282.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0888 | 2056-01-01      | 4.5000%  | 0.0000% | $865871.00         | $829630.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2351 | 2056-04-01      | 5.0000%  | 0.0000% | $1785159.00        | $1765976.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $55766000.00       | $12497237.22       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  | 0.0000% | $3613275.00        | $568178.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3224 | 2045-09-01      | 3.5000%  | 0.0000% | $334259.00         | $129798.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4434 | 2039-03-01      | 5.0000%  | 0.0000% | $500000.00         | $2086.53           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3501 | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $253210.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $3253635.00        | $1983794.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5182 | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $61092.71          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $260781.00         | $189123.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2662 | 2052-07-01      | 4.5000%  | 0.0000% | $1390275.00        | $1005068.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL994004 | 2039-08-01      | 5.0000%  | 0.0000% | $12188873.00       | $1673211.54        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $5104.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959614 | 2037-11-01      | 6.0000%  | 0.0000% | $514608.00         | $4389.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  | 0.0000% | $1215000.00        | $825715.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5670 | 2055-04-01      | 4.0000%  | 0.0000% | $50781792.00       | $45061827.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $13047.00          | $11415.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2795 | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $64347.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  | 0.0000% | $462000.00         | $153166.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3466 | 2048-11-01      | 3.5000%  | 0.0000% | $22229968.00       | $19714318.14       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $11434.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8622 | 2048-05-01      | 3.5000%  | 0.0000% | $184430.00         | $6808.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $15495000.00       | $9936160.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0576 | 2055-06-01      | 6.0000%  | 0.0000% | $49334444.00       | $47262110.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9649 | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $727685.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $10611429.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC2694 | 2056-05-01      | 6.0000%  | 0.0000% | $44743140.00       | $46430223.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5995 | 2056-03-01      | 4.0000%  | 0.0000% | $34511.00          | $32026.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2661 | 2056-02-01      | 5.0000%  | 0.0000% | $3748297.00        | $3705632.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $108000.00         | $9991.20           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8410 | 2041-08-01      | 2.0000%  | 0.0000% | $3699856.00        | $2105310.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4149 | 2049-09-01      | 3.0000%  | 0.0000% | $8735357.00        | $3879485.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3294 | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $58043.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3894 | 2055-12-01      | 4.0000%  | 0.0000% | $2513591.00        | $2346990.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ5772 | 2043-01-01      | 3.0000%  | 0.0000% | $55723.00          | $6786.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC9691 | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $852091.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6306 | 2055-10-01      | 6.0000%  | 0.0000% | $1042623.00        | $1071192.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $497059.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $9967078.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3025 | 2054-05-01      | 5.5000%  | 0.0000% | $9221511.00        | $8282536.93        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6893 | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1099587.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5000 | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1069148.96        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW2411 | 2055-12-01      | 4.0000%  | 0.0000% | $2013634.00        | $1877578.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2491 | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $80895.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  | 0.0000% | $21500000.00       | $4071555.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7295 | 2043-08-01      | 3.0000%  | 0.0000% | $200000.00         | $33586.57          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $25570.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $5222.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL945997 | 2037-09-01      | 6.0000%  | 0.0000% | $147342.00         | $1228.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $1025000.00        | $9480.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $97954.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9133 | 2051-10-01      | 3.0000%  | 0.0000% | $225000.00         | $124992.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8365 | 2051-07-01      | 2.5000%  | 0.0000% | $351000.00         | $181070.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7241 | 2050-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $526132.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7533 | 2040-09-01      | 5.0000%  | 0.0000% | $1565443.00        | $817506.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3840 | 2049-07-01      | 4.5000%  | 0.0000% | $7000.00           | $1422.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6179 | 2052-08-01      | 3.5000%  | 0.0000% | $325000.00         | $240058.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2667 | 2055-11-01      | 6.0000%  | 0.0000% | $4130625.00        | $3741218.63        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB3517 | 2037-03-01      | 1.5000%  | 0.0000% | $1521495.00        | $883994.86         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7588 | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6518.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6085 | 2053-10-01      | 6.5000%  | 0.0000% | $33415215.00       | $22722463.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $2804789.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5956 | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3478.20           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5431 | 2050-06-01      | 3.0000%  | 0.0000% | $230000.00         | $47523.83          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $53925.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6702 | 2056-04-01      | 5.5000%  | 0.0000% | $1134997.00        | $1149484.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $25091000.00       | $12241061.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $14672000.00       | $1877255.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3332 | 2048-01-01      | 3.5000%  | 0.0000% | $7621000.00        | $1368100.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7939 | 2048-11-01      | 4.5000%  | 0.0000% | $2070000.00        | $331473.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9208 | 2056-06-01      | 5.5000%  | 0.0000% | $1310000.00        | $1324631.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $89000.00          | $623.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9284 | 2056-05-01      | 5.5000%  | 0.0000% | $15052446.00       | $15221704.99       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3838 | 2055-11-01      | 4.0000%  | 0.0000% | $2724477.00        | $2539249.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $167000.00         | $23031.14          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7417 | 2040-04-01      | 5.0000%  | 0.0000% | $3675982.00        | $2817917.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $20852538.19       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7309 | 2046-06-01      | 3.5000%  | 0.0000% | $12500000.00       | $3098878.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $14999694.00       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $36521996.00       | $44717.02          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAU5928 | 2043-08-01      | 2.5000%  | 0.0000% | $202713.00         | $48581.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $674.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX4874 | 2044-12-01      | 3.5000%  | 0.0000% | $2300000.00        | $359976.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3634 | 2052-11-01      | 6.0000%  | 0.0000% | $24199305.00       | $23900134.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBW4289 | 2041-05-01      | 5.5000%  | 0.0000% | $1494879.00        | $1530767.72        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9844 | 2054-03-01      | 6.5000%  | 0.0000% | $39024000.00       | $23301072.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5648 | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $35777830.52       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7939 | 2056-05-01      | 5.5000%  | 0.0000% | $7554674.00        | $7659763.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0791 | 2040-07-01      | 6.5000%  | 0.0000% | $1632912.00        | $449322.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  | 0.0000% | $69000.00          | $8540.06           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6055 | 2056-05-01      | 6.0000%  | 0.0000% | $13148537.00       | $13391354.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-02-01      | 5.5000%  | 0.0000% | $283471.00         | $274939.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $2862499.00        | $29026.06          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5281 | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $417708.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9768 | 2054-12-01      | 4.5000%  | 0.0000% | $281000.00         | $254317.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9012 | 2056-01-01      | 4.5000%  | 0.0000% | $1327410.00        | $1271586.08        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  | 0.0000% | $15383913.00       | $10051377.89       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8291 | 2055-04-01      | 6.5000%  | 0.0000% | $1966300.00        | $1714519.12        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5366588.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | 0.0000% | $9125162.00        | $749852.42         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3948 | 2055-10-01      | 7.0000%  | 0.0000% | $34859452.00       | $30651004.48       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $59000.00          | $42267.76          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7880 | 2052-08-01      | 5.0000%  | 0.0000% | $4888515.00        | $4604269.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0733 | 2052-07-01      | 4.5000%  | 0.0000% | $47579.00          | $37025.93          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5118 | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $163775.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8592 | 2043-06-01      | 3.5000%  | 0.0000% | $710644.00         | $139841.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP4325 | 2042-11-01      | 3.0000%  | 0.0000% | $57462.00          | $7074.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9775 | 2037-06-01      | 3.5000%  | 0.0000% | $3239437.00        | $834681.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5921 | 2053-03-01      | 6.5000%  | 0.0000% | $5100000.00        | $2876102.07        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL952768 | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $879.50            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $47000.00          | $24148.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5905 | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $670959.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5609 | 2040-01-01      | 6.0000%  | 0.0000% | $26581.00          | $13180.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $14000.00          | $11472.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM6015 | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $64612.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1417613.75        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4382 | 2036-07-01      | 1.5000%  | 0.0000% | $254354.00         | $129213.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5441 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $146398.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $41000.00          | $32256.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB3985 | 2037-06-01      | 4.5000%  | 0.0000% | $365506.00         | $145113.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0165 | 2046-01-01      | 3.5000%  | 0.0000% | $29048349.00       | $6890333.80        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $4225000.00        | $754599.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5259 | 2054-01-01      | 4.5000%  | 0.0000% | $1910000.00        | $1626996.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930477 | 2039-01-01      | 5.0000%  | 0.0000% | $1086568.00        | $49879.17          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889650 | 2038-02-01      | 6.5000%  | 0.0000% | $1551965.00        | $10238.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0902 | 2043-07-01      | 3.5000%  | 0.0000% | $409829.00         | $237236.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3770 | 2035-07-01      | 3.0000%  | 0.0000% | $965000.00         | $269091.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $652258.35         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $44000.00          | $26736.25          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG5562 | 2041-03-01      | 6.0000%  | 0.0000% | $2297153.00        | $2364370.78        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $23174000.00       | $13914586.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7821 | 2056-04-01      | 5.0000%  | 0.0000% | $27157447.00       | $26766674.09       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $182000.00         | $13118.21          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  | 0.0000% | $140000.00         | $101553.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $9201556.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $87387.00          | $75314.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG0716 | 2041-01-01      | 4.0000%  | 0.0000% | $100380.00         | $96093.62          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3590 | 2055-11-01      | 6.0000%  | 0.0000% | $46602505.00       | $45847002.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $15568254.59       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7757 | 2054-01-01      | 6.5000%  | 0.0000% | $326123.00         | $217097.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930871 | 2039-04-01      | 5.0000%  | 0.0000% | $323782.00         | $2526.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  | 0.0000% | $22012470.00       | $298426.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2178 | 2056-03-01      | 4.5000%  | 0.0000% | $12854731.00       | $12362145.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $90000.00          | $963.69            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV1785 | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $578609.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8288 | 2055-04-01      | 6.5000%  | 0.0000% | $22428860.00       | $16089737.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8220 | 2040-04-01      | 5.0000%  | 0.0000% | $4717712.00        | $3121398.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3174 | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3645204.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL821864 | 2035-06-01      | 5.0000%  | 0.0000% | $404056.00         | $12728.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAL9993 | 2037-02-01      | 3.0000%  | 0.0000% | $5000000.00        | $1017351.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9419 | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1620438.35        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL557159 | 2030-11-01      | 8.0000%  | 0.0000% | $3625973.00        | $882.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $202752.51         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC9057 | 2055-05-01      | 7.5000%  | 0.0000% | $3531184.00        | $3542184.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2072018.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV7856 | 2037-07-01      | 2.5000%  | 0.0000% | $1303445.00        | $823635.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBW2538 | 2046-02-01      | 4.0000%  | 0.0000% | $2020713.00        | $1915443.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7576 | 2043-03-01      | 3.0000%  | 0.0000% | $100000.00         | $17467.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6559 | 2055-12-01      | 6.0000%  | 0.0000% | $4441344.00        | $4481118.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2608 | 2046-05-01      | 3.0000%  | 0.0000% | $35000.00          | $4205.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1108149.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1690 | 2055-12-01      | 5.5000%  | 0.0000% | $33692792.00       | $32999455.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0480 | 2040-05-01      | 6.0000%  | 0.0000% | $1713938.00        | $1023293.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $469000.00         | $398394.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5985 | 2036-02-01      | 4.5000%  | 0.0000% | $4021173.00        | $3821905.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $396000.00         | $4032.22           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  | 0.0000% | $1360097.00        | $747281.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCA6461 | 2040-07-01      | 2.5000%  | 0.0000% | $145467393.00      | $64154149.88       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $8864.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $221818.00         | $138884.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | 0.0000% | $26000.00          | $17528.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1215 | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $25671.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG0299 | 2041-01-01      | 4.0000%  | 0.0000% | $915814.00         | $861938.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2420 | 2052-07-01      | 3.5000%  | 0.0000% | $19648375.00       | $13060989.10       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8291 | 2056-05-01      | 4.5000%  | 0.0000% | $5253557.00        | $5059325.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $716.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH2006 | 2056-06-01      | 5.0000%  | 0.0000% | $7615496.00        | $7519235.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $386000.00         | $319879.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7846 | 2056-04-01      | 4.5000%  | 0.0000% | $1706500.00        | $1640510.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5895 | 2056-04-01      | 5.0000%  | 0.0000% | $1666540.00        | $1661396.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9399 | 2056-05-01      | 5.5000%  | 0.0000% | $4993445.00        | $5127749.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0762 | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1724609.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2600 | 2052-01-01      | 2.0000%  | 0.0000% | $164364.00         | $93360.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  | 0.0000% | $1010018.00        | $575369.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY1306 | 2045-03-01      | 3.5000%  | 0.0000% | $30000.00          | $3433.10           | Agency Mortgage-Backed Securities |

### Security 254: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I67T9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I67T9
- **C.18 - Value (incl. sponsor support):** $461000000.00
- **C.18.a - Value (excl. sponsor support):** $461000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $120923600.00      | $123354599.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $374064000.00      | $354174112.79      | U.S. Treasuries (including strips) |

### Security 255: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.650000%
- **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: ARP1I6C48, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1I6C48
- **C.18 - Value (incl. sponsor support):** $979000000.00
- **C.18.a - Value (excl. sponsor support):** $979000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 05.150 WAWA2538 | 2055-02-01      | 5.1500%  | 0.0000% | $4192014.00        | $4008352.60        | Agency Mortgage-Backed Securities         |
| FKAR 04.100 WNWN2205 | 2032-08-01      | 4.1000%  | 0.0000% | $3729000.00        | $3654389.75        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN3417 | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1987331.56        | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WNWN2623 | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $2975680.67        | Agency Mortgage-Backed Securities         |
| GNRA 2025-156 FD     | 2055-09-20      | 4.6951%  | 0.0000% | $93540615.00       | $88727842.02       | Agency Collateralized Mortgage Obligation |
| FKAR 03.600 WEWE5046 | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2078520.82        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYAN9508 | 2039-10-01      | 4.2900%  | 0.0000% | $3000000.00        | $2818700.00        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX H2AN3800 | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2453185.24        | Agency Mortgage-Backed Securities         |
| FKAR 02.650 WAWA3175 | 2036-12-01      | 2.6500%  | 0.0000% | $1000000.00        | $795440.74         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN5732 | 2032-06-01      | 3.2600%  | 0.0000% | $319000.00         | $299398.58         | Agency Mortgage-Backed Securities         |
| GNRA 2026-027 AF     | 2056-02-20      | 4.6251%  | 0.0000% | $255338911.00      | $249999999.50      | Agency Collateralized Mortgage Obligation |
| FKAR 04.500 WAWA4852 | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3742204.67        | Agency Mortgage-Backed Securities         |
| GNRA 2026-081 AF     | 2056-05-20      | 4.6438%  | 0.0000% | $200000000.00      | $203547190.60      | Agency Collateralized Mortgage Obligation |
| GNRA 2026-060 FN     | 2056-04-20      | 4.6251%  | 0.0000% | $100000000.00      | $98567943.91       | Agency Collateralized Mortgage Obligation |
| FKAR 05.250 WAWA4853 | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6038790.20        | Agency Mortgage-Backed Securities         |
| GNRA 2025-209 AF     | 2055-12-20      | 4.6251%  | 0.0000% | $256695033.00      | $249999999.72      | Agency Collateralized Mortgage Obligation |
| FKAR 04.750 WNWN0179 | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9513104.44        | Agency Mortgage-Backed Securities         |
| GNRA 2026-053 AF     | 2056-03-20      | 4.6251%  | 0.0000% | $100000000.00      | $96353799.79       | Agency Collateralized Mortgage Obligation |

### Security 256: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.750000%
- **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: ARP1I6CQ9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I6CQ9
- **C.18 - Value (incl. sponsor support):** $982000000.00
- **C.18.a - Value (excl. sponsor support):** $982000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-028 VF                                   | 2054-07-20      | 5.2751%  | 0.0000% | $100000000.00      | $55450945.47       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CTAD0838                               | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $4.62              | Agency Mortgage-Backed Securities         |
| GNRA 2025-083 YF                                   | 2055-04-20      | 5.3851%  | 0.0000% | $100000000.00      | $59579729.31       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $851.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0017                               | 2040-08-01      | 5.0000%  | 0.0000% | $1000.00           | $768.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1307.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599                               | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3081.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4909                               | 2037-06-01      | 2.5000%  | 0.0000% | $3000.00           | $1809.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3745                               | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $189.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3726                               | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2292.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3121                               | 2047-09-01      | 4.0000%  | 0.0000% | $23000.00          | $2435.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3637                               | 2049-04-01      | 3.5000%  | 0.0000% | $42000.00          | $2986.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3632                               | 2034-04-01      | 3.5000%  | 0.0000% | $4000.00           | $264.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3934                               | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $2936.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2078                               | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3046.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM9088                               | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $371.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1030                               | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1384.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA2938                               | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $298.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $6000.00           | $3507.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3306                               | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $217.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA1970                               | 2044-07-01      | 3.5000%  | 0.0000% | $175000.00         | $1926.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3149                               | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $112.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT922571                               | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $234.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468                               | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $347.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3712                               | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3385.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM0036                               | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $622.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL641519                               | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2048.56           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735648                               | 2034-02-01      | 6.2400%  | 0.0000% | $170000.00         | $1194.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL769481                               | 2034-02-01      | 5.5000%  | 0.0000% | $73438.00          | $1559.80           | Agency Mortgage-Backed Securities         |
| FNRM CL007QC R07F007                               | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $481504.05         | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX WS795297                               | 2044-07-01      | 4.9990%  | 0.0000% | $1000000.00        | $4485.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL756293                               | 2033-12-01      | 5.5000%  | 0.0000% | $2649390.00        | $4111.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $45.12             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ2881                               | 2030-08-01      | 3.5000%  | 0.0000% | $2000.00           | $182.29            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2042-09-25      | 4.1096%  | 0.0000% | $100000.00         | $1473.01           | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CIAS8291                               | 2031-11-01      | 2.0000%  | 0.0000% | $16000.00          | $2191.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV6368                               | 2029-01-01      | 3.5000%  | 0.0000% | $51000.00          | $840.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5333                               | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2327.65           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6373                               | 2047-04-01      | 5.8690%  | 0.0000% | $1000.00           | $129.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3870                               | 2049-07-01      | 4.0000%  | 0.0000% | $12000.00          | $1296.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4178                               | 2026-06-25      | 4.5000%  | 0.0000% | $1730000.00        | $120.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0738                               | 2051-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1810.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $10000.00          | $586.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1900                               | 2026-08-01      | 4.5000%  | 0.0000% | $1168000.00        | $43.09             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0393                               | 2041-06-01      | 4.5000%  | 0.0000% | $9000.00           | $462.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4432                               | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $42.12             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4148                               | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $0.01              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4074                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $126.62            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB817330                               | 2035-07-01      | 5.4980%  | 0.0000% | $160000.00         | $900.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL803851                               | 2034-12-01      | 5.5000%  | 0.0000% | $129327.00         | $463.61            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB821177                               | 2035-05-01      | 5.8380%  | 0.0000% | $1500000.00        | $4871.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5089                               | 2053-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2355.73           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4933                               | 2053-02-01      | 3.5000%  | 0.0000% | $6000.00           | $4465.31           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB823477                               | 2035-02-01      | 5.5860%  | 0.0000% | $10000.00          | $183.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR6514                               | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $768.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL848648                               | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $142.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6598                               | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1491.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9366                               | 2052-04-01      | 2.5000%  | 0.0000% | $6000.00           | $4412.62           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-03-25      | 1.5000%  | 0.0000% | $3000000.00        | $1448561.34        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $971480.86         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $901.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $4000.00           | $143.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX2187                               | 2029-11-01      | 3.5000%  | 0.0000% | $4000.00           | $288.38            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2040-12-25      | 2.0000%  | 0.0000% | $5000000.00        | $3455872.16        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CIAL1204                               | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $2.65              | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB817509                               | 2035-09-01      | 5.5380%  | 0.0000% | $50000.00          | $332.58            | Agency Mortgage-Backed Securities         |
| FNRM CL012GB R26F012                               | 2051-10-25      | 2.5000%  | 0.0000% | $28084224.00       | $24231904.23       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CT257163                               | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $742.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL780371                               | 2034-06-01      | 5.5000%  | 0.0000% | $43416.00          | $631.59            | Agency Mortgage-Backed Securities         |
| FNRM RC037L R26F037                                | 2055-03-25      | 4.5000%  | 0.0000% | $13238096.00       | $12076942.89       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 GO254484                               | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $282.38            | Agency Mortgage-Backed Securities         |
| FNRM CL028BC R13F028                               | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $465.77            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-02-15      | 3.0000%  | 0.0000% | $4236000.00        | $3603892.78        | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL253515                               | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $703.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $144025.00         | $1341.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157                               | 2051-07-01      | 3.0000%  | 0.0000% | $9000.00           | $4398.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1935                               | 2038-02-01      | 6.0000%  | 0.0000% | $2769.00           | $16.98             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U40194 G                               | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $1878.50           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3250                               | 2041-06-01      | 4.0000%  | 0.0000% | $45000.00          | $4559.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $1185.28           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256915                               | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1184.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $1778.02           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL252924                               | 2029-12-01      | 7.0000%  | 0.0000% | $306852.00         | $132.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP256776                               | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $576.40            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0478                               | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $442.31            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08699 G                               | 2046-03-01      | 4.0000%  | 0.0000% | $8000.00           | $805.79            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18713 G                               | 2033-11-01      | 3.5000%  | 0.0000% | $26000.00          | $2040.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2440                               | 2038-07-01      | 6.0000%  | 0.0000% | $230000.00         | $2994.53           | Agency Mortgage-Backed Securities         |
| FMAR 849254 G                                      | 2042-01-01      | 6.4240%  | 0.0000% | $161000.00         | $3228.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2053                               | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.92              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4525                               | 2043-08-01      | 3.0000%  | 0.0000% | $31500.00          | $4853.42           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08726 G                               | 2046-10-01      | 3.0000%  | 0.0000% | $24000.00          | $3574.45           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1693                               | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $962.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0840                               | 2031-12-01      | 6.5000%  | 0.0000% | $135449.00         | $845.06            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18527 G                               | 2029-10-01      | 3.0000%  | 0.0000% | $30000.00          | $1317.55           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0572                               | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $464.74            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18696 G                               | 2033-07-01      | 3.5000%  | 0.0000% | $12000.00          | $877.93            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08853 G                               | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $65.31             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2817                               | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3046.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2141                               | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $2868.36           | Agency Mortgage-Backed Securities         |
| FMAR 1G1227 G                                      | 2036-10-01      | 7.1450%  | 0.0000% | $2000000.00        | $4898.75           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2897                               | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $694.75            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0570                               | 2031-06-01      | 7.0000%  | 0.0000% | $2256.00           | $1.76              | Agency Mortgage-Backed Securities         |
| FMAR 849625 G                                      | 2045-01-01      | 6.1710%  | 0.0000% | $267000.00         | $4490.88           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0426                               | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $0.57              | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G30459 G                               | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $0.68              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3121                               | 2034-02-01      | 3.5000%  | 0.0000% | $15000.00          | $1064.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8004                               | 2049-08-01      | 3.0000%  | 0.0000% | $15000.00          | $1532.96           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0659                               | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $965.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4708                               | 2053-12-01      | 5.5000%  | 0.0000% | $4297.00           | $3214.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0566                               | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $13.63             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6946                               | 2049-05-01      | 4.0000%  | 0.0000% | $8000.00           | $593.07            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5580                               | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3394.55           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q57426 G                               | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $392.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1425                               | 2037-04-01      | 5.5000%  | 0.0000% | $825000.00         | $4570.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0452                               | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $2493.12           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8435                               | 2054-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1719.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8716                               | 2033-09-01      | 3.5000%  | 0.0000% | $16000.00          | $1151.65           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0515                               | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $2500.12           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7523                               | 2050-08-01      | 2.5000%  | 0.0000% | $1002.00           | $449.70            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U40176 G                               | 2027-02-01      | 3.0000%  | 0.0000% | $700000.00         | $3695.80           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8265                               | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1494.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA1033                               | 2049-07-01      | 3.0000%  | 0.0000% | $5000.00           | $660.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4781                               | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $82.67             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4657                               | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $164.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9472                               | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $291.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0607                               | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $12.88             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01098 G                               | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $334.67            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8096                               | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $21.52             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6650                               | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $0.00              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3100                               | 2035-02-01      | 5.5000%  | 0.0000% | $134895.00         | $2180.01           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07343 G                               | 2040-08-01      | 5.5000%  | 0.0000% | $2000.00           | $83.04             | Agency Mortgage-Backed Securities         |
| 02.500 FGPC T45023 G                               | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $3224.03           | Agency Mortgage-Backed Securities         |
| FMAR 786590 G                                      | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $822.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3729                               | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $124.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5453                               | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $113.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3486                               | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $599.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0824                               | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $721.42            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C09071 G                               | 2045-02-01      | 4.0000%  | 0.0000% | $5000.00           | $210.07            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08858 G                               | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $166.13            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G03581 G                               | 2037-11-01      | 6.0000%  | 0.0000% | $176207.00         | $1423.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3881                               | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $119.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2262                               | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $77.12             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2283                               | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1334.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5099                               | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $899.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ0103                               | 2040-06-01      | 5.5000%  | 0.0000% | $175000.00         | $2998.09           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09901 G                               | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $1935.84           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4636                               | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $131.91            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18578 G                               | 2030-12-01      | 3.0000%  | 0.0000% | $15000.00          | $1184.29           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08682 G                               | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $189.98            | Agency Mortgage-Backed Securities         |
| FMAR 1Q0379 G                                      | 2037-11-01      | 6.5130%  | 0.0000% | $1094000.00        | $2069.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS4267                               | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2209.66           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6891                               | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $1908.31           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68248 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $59806.00          | $118.54            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C91169 G                               | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $2398.32           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18692 G                               | 2033-06-01      | 3.5000%  | 0.0000% | $11000.00          | $858.38            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7694                               | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $78.73             | Agency Mortgage-Backed Securities         |
| FMAR 1B7789 G                                      | 2040-11-01      | 6.2730%  | 0.0000% | $125000.00         | $556.75            | Agency Mortgage-Backed Securities         |
| GNRM 2026-063 KL                                   | 2056-04-20      | 4.5000%  | 0.0000% | $6036448.00        | $5489461.30        | Agency Collateralized Mortgage Obligation |
| FMAR 848592 G                                      | 2036-05-01      | 6.1660%  | 0.0000% | $175000.00         | $4855.68           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18730 G                               | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $214.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6859                               | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $445.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7365                               | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $313.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5026                               | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $199.42            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6127                               | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3564.80           | Agency Mortgage-Backed Securities         |
| FMAR 789192 G                                      | 2032-04-01      | 5.7290%  | 0.0000% | $2000000.00        | $2458.32           | Agency Mortgage-Backed Securities         |
| GNRM 2025-039 G                                    | 2048-04-20      | 3.0000%  | 0.0000% | $27257280.00       | $21881986.32       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFM1367                               | 2049-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2020.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5530                               | 2050-11-01      | 4.0000%  | 0.0000% | $17000.00          | $4879.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7556                               | 2051-05-01      | 3.5000%  | 0.0000% | $12000.00          | $4188.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3093                               | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $133.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1114.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3384                               | 2048-06-01      | 4.0000%  | 0.0000% | $6000.00           | $470.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3563                               | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $123.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3392                               | 2033-06-01      | 3.5000%  | 0.0000% | $2000.00           | $153.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM4422                               | 2048-08-01      | 5.5000%  | 0.0000% | $6000.00           | $556.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3559                               | 2034-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1111.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3377                               | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $309.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM4681                               | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $237.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1404                               | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $809.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2157                               | 2052-06-01      | 4.5000%  | 0.0000% | $6000.00           | $3889.96           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL994641                               | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $167.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL976871                               | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $2881.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946008                               | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $411.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL969625                               | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $800.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995069                               | 2038-10-01      | 6.0000%  | 0.0000% | $22000.00          | $250.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953495                               | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1450.57           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1691.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL889996                               | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $52.83             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD888527                               | 2034-04-01      | 6.1140%  | 0.0000% | $20000.00          | $146.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL883115                               | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $899.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT932349                               | 2030-01-01      | 5.0000%  | 0.0000% | $691314.00         | $4911.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                               | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $1952.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1549                               | 2056-04-01      | 5.0000%  | 0.0000% | $2039.00           | $2031.70           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS4975                               | 2037-06-01      | 2.0000%  | 0.0000% | $8000.00           | $4939.41           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZA0995                               | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2339.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2281                               | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $4497.64           | Agency Mortgage-Backed Securities         |
| FMAR 846988 G                                      | 2032-02-01      | 5.9710%  | 0.0000% | $1000000.00        | $1042.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0760                               | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $498.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1918                               | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4502.72           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1256                               | 2048-11-01      | 4.5000%  | 0.0000% | $27000.00          | $923.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6578                               | 2048-08-01      | 4.5000%  | 0.0000% | $7000.00           | $368.88            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535347                               | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $218.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3257                               | 2032-11-01      | 3.5000%  | 0.0000% | $2000.00           | $438.53            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL560457                               | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $866.70            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS2673                               | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $805.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD5516                               | 2046-09-01      | 3.0000%  | 0.0000% | $13000.00          | $2092.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS9701                               | 2032-05-01      | 3.5000%  | 0.0000% | $43000.00          | $4565.84           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS4858                               | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3628.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM1498                               | 2042-03-01      | 3.0000%  | 0.0000% | $26000.00          | $4979.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ3865                               | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1742.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1200                               | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1501.31           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2960                               | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $90.17             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3305                               | 2048-03-01      | 3.5000%  | 0.0000% | $4000.00           | $494.76            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBH5928                               | 2047-07-01      | 6.2880%  | 0.0000% | $10000.00          | $483.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA0251                               | 2032-08-01      | 3.5000%  | 0.0000% | $3000.00           | $256.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3503                               | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1520.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $4000.00           | $172.03            | Agency Mortgage-Backed Securities         |
| FNMA REMIC TRUST 2003-W18      1-A-7  20430825 5.8 | 2043-08-25      | 5.8070%  | 0.0000% | $28500000.00       | $5917887.79        | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CTBM4279                               | 2027-07-01      | 7.0000%  | 0.0000% | $120335.00         | $3414.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669662                               | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $863.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745405                               | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $982.73            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB708664                               | 2033-05-01      | 6.0750%  | 0.0000% | $2000000.00        | $4740.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2596676                               | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $392.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9994                               | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $245.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAU1629                               | 2043-07-01      | 3.0000%  | 0.0000% | $21000.00          | $3035.92           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581979                               | 2031-08-01      | 7.0000%  | 0.0000% | $47858.00          | $25.63             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL0792                               | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $687.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545879                               | 2032-09-01      | 6.5000%  | 0.0000% | $2000000.00        | $1970.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1626                               | 2044-02-01      | 4.5000%  | 0.0000% | $3000.00           | $170.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0012                               | 2028-07-01      | 3.5000%  | 0.0000% | $2000.00           | $44.53             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH9222                               | 2054-01-01      | 6.5000%  | 0.0000% | $2928.00           | $2099.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT2087                               | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $180.38            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3944                               | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $758.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8025                               | 2049-11-01      | 3.5000%  | 0.0000% | $15993.00          | $1929.02           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ3945                               | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $320.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI0919                               | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1385.49           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ4817                               | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $170.39            | Agency Mortgage-Backed Securities         |
| FMAR 786921 G                                      | 2029-11-01      | 6.2830%  | 0.0000% | $1350000.00        | $776.60            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZL4361                               | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $462.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9251                               | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $103.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ6895                               | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2170.63           | Agency Mortgage-Backed Securities         |
| FMAR 1G3589 G                                      | 2037-04-01      | 5.6690%  | 0.0000% | $100000.00         | $2692.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6315                               | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $299.48            | Agency Mortgage-Backed Securities         |
| FMAR 1Q1467 G                                      | 2039-11-01      | 6.1950%  | 0.0000% | $333000.00         | $3853.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ0282                               | 2040-08-01      | 5.0000%  | 0.0000% | $1076.00           | $56.74             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189                               | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4731.77           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8019                               | 2049-10-01      | 4.5000%  | 0.0000% | $35000.00          | $4122.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6698                               | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $145.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3803                               | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $276.95            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2864                               | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $662.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8371                               | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $652.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8320                               | 2053-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1507.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6920                               | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $306.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI6912                               | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3736.79           | Agency Mortgage-Backed Securities         |
| GNRM 2026-044 DV                                   | 2037-04-20      | 4.5000%  | 0.0000% | $25568384.00       | $25084254.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2016-110 AC                                   | 2053-09-16      | 2.0500%  | 0.0000% | $62000.00          | $1038.57           | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LBAD4526                               | 2040-04-01      | 6.0600%  | 0.0000% | $832000.00         | $3538.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3466                               | 2048-09-01      | 3.5000%  | 0.0000% | $6000.00           | $532.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3537                               | 2048-12-01      | 4.5000%  | 0.0000% | $13000.00          | $887.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $24000.00          | $1936.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3218                               | 2032-12-01      | 3.0000%  | 0.0000% | $42000.00          | $4564.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3331                               | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $140.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2779                               | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $170.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3685                               | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.80             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB0061                               | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2655.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1600                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $741.32            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC0717                               | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1024.37           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA8517                               | 2053-01-01      | 3.0000%  | 0.0000% | $8000.00           | $1940.60           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1595                               | 2049-01-01      | 4.5000%  | 0.0000% | $18000.00          | $995.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3044                               | 2054-09-01      | 5.5000%  | 0.0000% | $1860.00           | $1309.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8034                               | 2049-11-01      | 5.0000%  | 0.0000% | $23470.00          | $2169.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8086                               | 2050-08-01      | 4.0000%  | 0.0000% | $14000.00          | $2771.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057                               | 2050-04-01      | 3.5000%  | 0.0000% | $16000.00          | $3034.59           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0096                               | 2034-05-01      | 3.5000%  | 0.0000% | $28000.00          | $3181.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0355                               | 2035-06-01      | 3.5000%  | 0.0000% | $24000.00          | $4451.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8003                               | 2049-07-01      | 4.0000%  | 0.0000% | $13000.00          | $1260.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1953                               | 2049-05-01      | 4.5000%  | 0.0000% | $34000.00          | $3006.31           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1546                               | 2048-12-01      | 4.5000%  | 0.0000% | $29000.00          | $1891.46           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08791 G                               | 2047-12-01      | 3.0000%  | 0.0000% | $22000.00          | $3107.32           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C00922 G                               | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $143.58            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0498                               | 2030-09-01      | 7.5000%  | 0.0000% | $10207638.00       | $1979.15           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0424                               | 2035-10-01      | 2.0000%  | 0.0000% | $4000.00           | $1527.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3882                               | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $155.81            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J17898 G                               | 2027-02-01      | 3.5000%  | 0.0000% | $5000.00           | $7.47              | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91738 G                               | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $774.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1244                               | 2041-02-01      | 4.5000%  | 0.0000% | $18000.00          | $479.90            | Agency Mortgage-Backed Securities         |
| FMAR 2B0180 G                                      | 2042-01-01      | 6.1200%  | 0.0000% | $101025.00         | $717.22            | Agency Mortgage-Backed Securities         |
| 02.000 FGPC G18675 G                               | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $2348.73           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08737 G                               | 2046-12-01      | 3.0000%  | 0.0000% | $13000.00          | $2185.38           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI0905                               | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $406.07            | Agency Mortgage-Backed Securities         |
| GNRM 2025-190 EQ                                   | 2052-04-20      | 5.0000%  | 0.0000% | $160269568.00      | $139386225.18      | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSL5164                               | 2054-08-01      | 6.5000%  | 0.0000% | $2297.00           | $2324.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937666                               | 2037-06-01      | 6.0000%  | 0.0000% | $310000.00         | $4885.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946222                               | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $2633.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1557                               | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $2914.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2161                               | 2029-12-01      | 3.5000%  | 0.0000% | $20000.00          | $1307.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA6579                               | 2056-02-01      | 6.5000%  | 0.0000% | $2153.00           | $2260.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS3563                               | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $623.22            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535916                               | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1087.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBX3198                               | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1396.74           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL366111                               | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $256.31            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES TR K-543    A-2    20300625 FLT | 2030-06-25      | 4.3290%  | 0.0000% | $4037000.00        | $4035038.02        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX WS555715                               | 2033-07-01      | 5.6840%  | 0.0000% | $130000.00         | $269.66            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535290                               | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $2631.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0907                               | 2028-11-01      | 3.5000%  | 0.0000% | $71000.00          | $1898.64           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5090                               | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2060.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2054                               | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $488.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3387                               | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $148.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5425                               | 2049-06-01      | 3.5000%  | 0.0000% | $17000.00          | $4425.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV8516                               | 2029-03-01      | 3.5000%  | 0.0000% | $10000.00          | $305.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2055                               | 2048-07-01      | 4.5000%  | 0.0000% | $11000.00          | $835.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1066                               | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $121.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $11000.00          | $49.32             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH3707                               | 2047-07-01      | 4.5000%  | 0.0000% | $30046.00          | $4323.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5528                               | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1741.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1598                               | 2049-02-01      | 4.0000%  | 0.0000% | $12000.00          | $963.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2672                               | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $34.61             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0012                               | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $828.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFM3464                               | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $0.03              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495                               | 2048-10-01      | 4.0000%  | 0.0000% | $9000.00           | $627.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3541                               | 2033-12-01      | 4.0000%  | 0.0000% | $39106.00          | $2798.33           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3656                               | 2029-05-01      | 3.5000%  | 0.0000% | $19000.00          | $888.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $154000.00         | $4604.11           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS555921                               | 2035-09-01      | 4.4350%  | 0.0000% | $250000.00         | $399.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256640                               | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $53.28             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL5588                               | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $0.12              | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS1382                               | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $1644.92           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-09-25      | 4.5000%  | 0.0000% | $7589936.00        | $6691113.01        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CIAL1953                               | 2027-01-01      | 4.5000%  | 0.0000% | $765000.00         | $25.11             | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-106       A-M    20300225 1.7 | 2030-02-25      | 1.7790%  | 0.0000% | $11000000.00       | $10023306.34       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1124.87           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-07-25      | 4.7251%  | 0.0000% | $53753600.00       | $54798517.01       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAS1758                               | 2029-02-01      | 3.5000%  | 0.0000% | $4000.00           | $126.18            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-07-25      | 4.6121%  | 0.0000% | $99502200.00       | $87113756.65       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLAL0045                               | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $3932.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL1318                               | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $358.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1756                               | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $26.54             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL0720                               | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $220.05            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-11-25      | 4.5000%  | 0.0000% | $21387872.00       | $19759442.20       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CTRB5111                               | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1104.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAY8790                               | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3464.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV2326                               | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $296.91            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS3595                               | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $2059.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6627                               | 2046-02-01      | 4.5000%  | 0.0000% | $4000.00           | $311.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1543                               | 2029-03-01      | 3.5000%  | 0.0000% | $13000.00          | $334.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI4291                               | 2041-06-01      | 4.5000%  | 0.0000% | $4000.00           | $237.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252497                               | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $2335.27           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2026-12-25      | 2.4822%  | 0.0000% | $24880000.00       | $12752142.87       | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL640996                               | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $703.01            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS029138                               | 2026-06-25      | 3.9900%  | 0.0000% | $900000.00         | $1.93              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-25      | 6.0000%  | 0.0000% | $463451.00         | $0.69              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252093                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $605.50            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS067697                               | 2028-11-01      | 4.0980%  | 0.0000% | $40800000.00       | $4882.34           | Agency Mortgage-Backed Securities         |
| FMAR 782785 G                                      | 2034-10-01      | 6.1060%  | 0.0000% | $140000.00         | $1321.20           | Agency Mortgage-Backed Securities         |
| FMAR 781530 G                                      | 2034-05-01      | 5.7550%  | 0.0000% | $100000.00         | $487.87            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL625666                               | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4263.43           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAI3571                               | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $1847.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL741592                               | 2033-10-01      | 5.5000%  | 0.0000% | $638753.00         | $2287.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $2000.00           | $182.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745154                               | 2036-01-01      | 6.0000%  | 0.0000% | $225000.00         | $1697.20           | Agency Mortgage-Backed Securities         |
| FMAR 782707 G                                      | 2036-06-01      | 6.2500%  | 0.0000% | $1100000.00        | $4797.37           | Agency Mortgage-Backed Securities         |
| FMAR 780870 G                                      | 2033-09-01      | 6.3570%  | 0.0000% | $440000.00         | $1451.52           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256994                               | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1001.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256928                               | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $403.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ256882                               | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $867.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL811131                               | 2035-03-01      | 5.5000%  | 0.0000% | $1000100.00        | $2033.42           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB844773                               | 2035-12-01      | 6.0040%  | 0.0000% | $175000.00         | $1008.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256715                               | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $1378.81           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB784365                               | 2034-05-01      | 5.6870%  | 0.0000% | $300000.00         | $3355.15           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256706                               | 2027-03-01      | 7.0000%  | 0.0000% | $1791713.00        | $3346.41           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL252244                               | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $36.14             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256555                               | 2027-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $1403.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL745355                               | 2036-03-01      | 5.0000%  | 0.0000% | $528750.00         | $4665.02           | Agency Mortgage-Backed Securities         |
| FNRM RC055HJ R17F055                               | 2046-11-25      | 3.0000%  | 0.0000% | $17056031.00       | $1246705.91        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX WS746335                               | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1721.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL782602                               | 2034-07-01      | 5.5000%  | 0.0000% | $580068.00         | $4369.89           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB675490                               | 2033-03-01      | 6.3130%  | 0.0000% | $325000.00         | $421.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL613142                               | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $2289.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190391                               | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $74.47             | Agency Mortgage-Backed Securities         |
| MNRA CL005A3 R22M005                               | 2034-01-25      | 2.3345%  | 0.0000% | $1814000.00        | $1552688.46        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLZJ5220                               | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $218.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8520                               | 2055-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2536.00           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4821                               | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $308.71            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243                               | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $726.65            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0962                               | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2028.13           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZK5173                               | 2028-03-01      | 2.0000%  | 0.0000% | $93521.00          | $2317.00           | Agency Mortgage-Backed Securities         |
| FMAR 781773 G                                      | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4202.80           | Agency Mortgage-Backed Securities         |
| FMAR 780163 G                                      | 2033-01-01      | 5.8480%  | 0.0000% | $1000000.00        | $2019.03           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS052597                               | 2027-07-01      | 4.1670%  | 0.0000% | $19660000.00       | $1139.36           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS048079                               | 2026-10-01      | 3.9900%  | 0.0000% | $225000.00         | $6.43              | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2027-11-25      | 3.1778%  | 0.0000% | $780000.00         | $552915.23         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8062                               | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $470.54            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0401                               | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $87.29             | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0646                               | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $796.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2009                               | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $1583.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8424                               | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3496.90           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U70048 G                               | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $2331.46           | Agency Mortgage-Backed Securities         |
| FMAR 420191 G                                      | 2030-06-01      | 4.6550%  | 0.0000% | $10000000.00       | $2035.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1037                               | 2049-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1383.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1245                               | 2041-02-01      | 4.5000%  | 0.0000% | $15000.00          | $478.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5718                               | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $703.69            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J40517 G                               | 2034-04-01      | 3.5000%  | 0.0000% | $16000.00          | $1883.95           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS037029                               | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $62.27             | Agency Mortgage-Backed Securities         |
| FMAR 782837 G                                      | 2034-11-01      | 5.8920%  | 0.0000% | $220000.00         | $2004.43           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS190012                               | 2027-11-01      | 4.7210%  | 0.0000% | $1087941.00        | $200.86            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5311                               | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $2914.58           | Agency Mortgage-Backed Securities         |
| FMAR 2B1056 G                                      | 2042-12-01      | 5.9000%  | 0.0000% | $25000.00          | $673.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0781                               | 2031-11-01      | 6.5000%  | 0.0000% | $3486.00           | $2.67              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0863                               | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1327.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0572                               | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $240.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3586                               | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $14.23             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0754                               | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $77.16             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0598                               | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $302.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICA3163                               | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $447.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4905                               | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $174.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL613024                               | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $1796.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6276                               | 2041-04-01      | 5.0000%  | 0.0000% | $123000.00         | $1767.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024                               | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $164.11            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL592488                               | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $2718.73           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4481                               | 2043-07-01      | 3.5000%  | 0.0000% | $10000.00          | $2966.24           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBH5968                               | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $1585.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5807                               | 2048-04-01      | 3.5000%  | 0.0000% | $8000.00           | $1066.85           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB689306                               | 2033-02-01      | 5.3120%  | 0.0000% | $4600000.00        | $3772.02           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB813174                               | 2035-02-01      | 6.0100%  | 0.0000% | $115000.00         | $137.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3350                               | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $919.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN4718                               | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2624.37           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL803857                               | 2034-12-01      | 5.5000%  | 0.0000% | $165988.00         | $1170.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3775                               | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $320.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5341                               | 2054-04-01      | 4.0000%  | 0.0000% | $4000.00           | $3351.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4993                               | 2032-03-01      | 3.5000%  | 0.0000% | $155000.00         | $4483.23           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4183                               | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4581.75           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1490                               | 2036-08-01      | 3.5000%  | 0.0000% | $12103.00          | $4631.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN0340                               | 2048-12-01      | 4.5000%  | 0.0000% | $6000.00           | $450.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM3784                               | 2045-06-01      | 5.0000%  | 0.0000% | $13000.00          | $1989.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3009                               | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $754.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3960                               | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $346.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7328                               | 2050-10-01      | 2.0000%  | 0.0000% | $2500.00           | $1266.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4371                               | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $722.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3000.00           | $945.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFM3463                               | 2036-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2195.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2093.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891805                               | 2036-06-01      | 6.0000%  | 0.0000% | $90000.00          | $642.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL962589                               | 2038-04-01      | 5.5000%  | 0.0000% | $50000.00          | $369.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995876                               | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $221.98            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB888502                               | 2033-06-01      | 5.5140%  | 0.0000% | $66000.00          | $693.77            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS888507                               | 2035-02-01      | 5.8350%  | 0.0000% | $251000.00         | $2342.35           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS889912                               | 2028-02-01      | 5.5400%  | 0.0000% | $18502703.00       | $292.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL976394                               | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $187.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946282                               | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $620.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL976853                               | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $3165.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995112                               | 2036-07-01      | 5.5000%  | 0.0000% | $169082.00         | $2323.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3275                               | 2052-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3423.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7890                               | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3867.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5605                               | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $861.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1886                               | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $424.45            | Agency Mortgage-Backed Securities         |
| GNRA 2017-130 LF                                   | 2047-08-16      | 4.0395%  | 0.0000% | $4446736.00        | $1006453.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-130 AB                                   | 2062-05-16      | 2.7500%  | 0.0000% | $31400000.00       | $25082104.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 NF                                   | 2054-01-20      | 4.7751%  | 0.0000% | $100000000.00      | $47727503.10       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-086 TA                                   | 2050-06-20      | 2.2500%  | 0.0000% | $52648896.00       | $20975534.46       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 U                                    | 2049-12-20      | 2.5000%  | 0.0000% | $97248256.00       | $21890634.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 HA                                   | 2051-06-20      | 4.5000%  | 0.0000% | $30677344.00       | $25219437.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-063 LM                                   | 2056-04-20      | 4.0000%  | 0.0000% | $1266940.00        | $1043733.19        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CIAS0338                               | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $1791.37           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBC9053                               | 2046-12-01      | 5.9400%  | 0.0000% | $20000.00          | $1453.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA2889                               | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $52.56             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6455                               | 2053-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2238.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKAS7661                               | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $1952.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB4243                               | 2037-07-01      | 3.5000%  | 0.0000% | $8000.00           | $4581.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL964720                               | 2038-08-01      | 6.0000%  | 0.0000% | $34646.00          | $1299.45           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB888375                               | 2037-11-01      | 5.6970%  | 0.0000% | $1076000.00        | $2376.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL952666                               | 2037-09-01      | 6.0000%  | 0.0000% | $491586.00         | $3020.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL995149                               | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $1879.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAE0442                               | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3266.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9944                               | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $677.31            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQX4634                               | 2055-01-01      | 7.5000%  | 0.0000% | $1712.00           | $1818.76           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAE0762                               | 2040-12-01      | 6.3800%  | 0.0000% | $257000.00         | $2959.01           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3077                               | 2054-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4536.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1571.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $647.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4781                               | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1425.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL948697                               | 2037-08-01      | 6.0000%  | 0.0000% | $532410.00         | $1973.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL960256                               | 2037-11-01      | 6.5000%  | 0.0000% | $490313.00         | $2785.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL932771                               | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2289.55           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB920961                               | 2037-01-01      | 5.5410%  | 0.0000% | $1055000.00        | $4301.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $11000.00          | $3346.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5725                               | 2055-05-01      | 3.5000%  | 0.0000% | $1000.00           | $865.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732                               | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $730.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5124                               | 2038-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2746.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5112                               | 2055-10-01      | 6.0000%  | 0.0000% | $5000.00           | $4158.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750                               | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $451.21            | Agency Mortgage-Backed Securities         |
| GNRM 2014-003 GL                                   | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $814.84            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-166 V                                    | 2034-05-16      | 2.5000%  | 0.0000% | $1187514.00        | $745070.68         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLTA6341                               | 2056-01-01      | 6.5000%  | 0.0000% | $1816.00           | $1899.33           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5000                               | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3231.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4528                               | 2051-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1631.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5131                               | 2053-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1566.23           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5467                               | 2054-09-01      | 4.0000%  | 0.0000% | $1000.00           | $854.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5494                               | 2054-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1755.05           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2405.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL983447                               | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1079.64           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS888509                               | 2033-06-01      | 5.9530%  | 0.0000% | $460000.00         | $4780.00           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB936591                               | 2037-04-01      | 5.1900%  | 0.0000% | $250000.00         | $1155.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918023                               | 2037-05-01      | 6.0000%  | 0.0000% | $80000.00          | $1338.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL889974                               | 2035-09-01      | 5.0000%  | 0.0000% | $141400.00         | $1835.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889643                               | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1438.05           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-749       A-2    20290325 FLT | 2029-03-25      | 2.1200%  | 0.0000% | $700000.00         | $663290.52         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-04-15      | 2.2500%  | 0.0000% | $27896704.00       | $1815581.93        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LBBC0442                               | 2045-12-01      | 6.0670%  | 0.0000% | $143000.00         | $3606.25           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-11-25      | 4.4945%  | 0.0000% | $3435008.00        | $3423086.43        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CT257371                               | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $94.13             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP256219                               | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $195.42            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $715000.00         | $723710.29         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 K2255538                               | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1741.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL257572                               | 2039-01-01      | 5.0000%  | 0.0000% | $118137.00         | $534.36            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256469                               | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $133.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $40000.00          | $3411.99           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-J49       A-2    20340625 FLT | 2034-06-25      | 4.8500%  | 0.0000% | $2327000.00        | $2355776.20        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCB5664                               | 2053-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2415.99           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAX5591                               | 2045-01-01      | 5.8400%  | 0.0000% | $126000.00         | $1546.85           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAV0968                               | 2026-12-01      | 2.0000%  | 0.0000% | $617626.00         | $2685.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV1823                               | 2028-12-01      | 3.5000%  | 0.0000% | $30000.00          | $1258.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2876                               | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $30.90             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455                               | 2053-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1641.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM6002                               | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1625.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2149.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICB7910                               | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1205.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $63.72             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3058                               | 2047-07-01      | 4.0000%  | 0.0000% | $8000.00           | $736.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3746                               | 2049-08-01      | 4.0000%  | 0.0000% | $7000.00           | $695.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAE0443                               | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $153.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2191.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7340                               | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $281.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM1507                               | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $4.37              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBX4573                               | 2053-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2170.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1982                               | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $3783.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7476                               | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1397.54           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G00598 G                               | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $41.77             | Agency Mortgage-Backed Securities         |
| FMAR 849169 G                                      | 2043-04-01      | 6.2140%  | 0.0000% | $196000.00         | $662.29            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J40419 G                               | 2034-03-01      | 3.5000%  | 0.0000% | $16000.00          | $1341.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7706                               | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1836.31           | Agency Mortgage-Backed Securities         |
| FMAR 848739 G                                      | 2035-09-01      | 6.4150%  | 0.0000% | $124000.00         | $3930.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5041                               | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $595.02            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N30991 G                               | 2033-07-01      | 5.0000%  | 0.0000% | $1375000.00        | $3120.21           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G15922 G                               | 2031-08-01      | 3.0000%  | 0.0000% | $15000.00          | $1524.80           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6837                               | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $0.02              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6362                               | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $14.28             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2417                               | 2038-10-01      | 6.0000%  | 0.0000% | $7000.00           | $113.45            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6318                               | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $39.57             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0646                               | 2037-03-01      | 2.5000%  | 0.0000% | $7000.00           | $4051.94           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1799                               | 2034-03-01      | 3.5000%  | 0.0000% | $16000.00          | $1180.65           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8501                               | 2035-08-01      | 2.0000%  | 0.0000% | $12000.00          | $4411.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6436                               | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.00              | Agency Mortgage-Backed Securities         |
| FMAR 1J1380 G                                      | 2036-03-01      | 6.8430%  | 0.0000% | $175000.00         | $156.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2078                               | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $400.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6397                               | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $35.12             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA7009                               | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3057.14           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01311 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $1027150.00        | $458.87            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T49005 G                               | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $125.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8164                               | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1079.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0378                               | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $371.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4791                               | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2001.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0944                               | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $69.00             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253                               | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $728.57            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4665                               | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $209.86            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS4263                               | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $413.71            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G30759 G                               | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $2734.15           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G60342 G                               | 2042-05-01      | 4.5000%  | 0.0000% | $33652.00          | $3789.76           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA3399                               | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $143.29            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE6678                               | 2052-08-01      | 4.0000%  | 0.0000% | $8590.00           | $3985.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL6468                               | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $0.06              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAO1130                               | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $980.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL6289                               | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $90.10             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL8113                               | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $496.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQG5124                               | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $706.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8081                               | 2031-02-01      | 3.5000%  | 0.0000% | $9000.00           | $43.76             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8238                               | 2030-08-01      | 3.5000%  | 0.0000% | $9000.00           | $461.64            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WC573667                               | 2030-06-01      | 5.1500%  | 0.0000% | $9050012.00        | $2723.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQAL7167                               | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $2520.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257575                               | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $3128.00           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL620611                               | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $278.85            | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 GF                                   | 2055-11-20      | 4.5751%  | 0.0000% | $13699056.00       | $12776371.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FG                                   | 2055-04-20      | 5.3251%  | 0.0000% | $100000000.00      | $59467047.59       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLZI4159                               | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $524.64            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0756                               | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $169.84            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0454                               | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $0.97              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZM6435                               | 2048-05-01      | 5.0000%  | 0.0000% | $21982.00          | $2226.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0713                               | 2048-10-01      | 4.5000%  | 0.0000% | $27000.00          | $2306.61           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0835                               | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $2463.35           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18710 G                               | 2033-10-01      | 3.5000%  | 0.0000% | $13000.00          | $890.66            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1952                               | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $78.23             | Agency Mortgage-Backed Securities         |
| FMAR 848661 G                                      | 2041-12-01      | 6.2450%  | 0.0000% | $104847.00         | $1357.77           | Agency Mortgage-Backed Securities         |
| FMAR 2B1638 G                                      | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $480.98            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J39815 G                               | 2033-11-01      | 3.5000%  | 0.0000% | $8000.00           | $1739.28           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ8819                               | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $3098.51           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0721                               | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $2364.51           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZA2629                               | 2026-06-25      | 4.0000%  | 0.0000% | $700000.00         | $45.12             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ6809                               | 2033-01-01      | 5.0000%  | 0.0000% | $187854.00         | $722.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3SZT0934                               | 2044-07-01      | 5.0000%  | 0.0000% | $6299.00           | $882.78            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0654                               | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $1891.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI7890                               | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $309.17            | Agency Mortgage-Backed Securities         |
| FMAR 847512 G                                      | 2036-01-01      | 6.2130%  | 0.0000% | $110000.00         | $631.31            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91975 G                               | 2038-02-01      | 3.0000%  | 0.0000% | $13000.00          | $1788.58           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7788                               | 2048-08-01      | 4.0000%  | 0.0000% | $377931.00         | $4989.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5019                               | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4189.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8670                               | 2032-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2507.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL4301                               | 2042-04-01      | 4.5000%  | 0.0000% | $4000.00           | $315.32            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAO5135                               | 2042-06-01      | 6.0260%  | 0.0000% | $1114598.00        | $4750.73           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996                               | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $3569.55           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAH1204                               | 2041-01-01      | 6.0650%  | 0.0000% | $125000.00         | $910.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $2000.00           | $19.38             | Agency Mortgage-Backed Securities         |
| MNRA CL013A2 R18M013                               | 2030-09-25      | 3.7513%  | 0.0000% | $1783000.00        | $1144539.76        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 GL252290                               | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $113.76            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB827871                               | 2035-03-01      | 5.7050%  | 0.0000% | $2000000.00        | $1231.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL779091                               | 2034-06-01      | 5.5000%  | 0.0000% | $423995.00         | $4599.88           | Agency Mortgage-Backed Securities         |
| FNRM CL072GY R13F072                               | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $6345661.59        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX AS074095                               | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1398.06           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL745955                               | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $679.10            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB796989                               | 2034-08-01      | 5.6430%  | 0.0000% | $300000.00         | $2368.29           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253397                               | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1388.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZL310048                               | 2038-02-01      | 6.5000%  | 0.0000% | $178614.00         | $2119.74           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS843997                               | 2035-11-01      | 5.6270%  | 0.0000% | $200000.00         | $1501.43           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB820607                               | 2035-03-01      | 5.6370%  | 0.0000% | $183493.00         | $2578.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP256576                               | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $2784.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL808413                               | 2035-01-01      | 5.5000%  | 0.0000% | $497908.00         | $3323.05           | Agency Mortgage-Backed Securities         |
| MNRM CL050A2 R20M050                               | 2030-10-25      | 1.2000%  | 0.0000% | $8000000.00        | $6111809.18        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL580402                               | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4279.08           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253480                               | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1246.82           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL1845                               | 2039-06-01      | 5.9230%  | 0.0000% | $156000.00         | $1597.07           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL545868                               | 2032-08-01      | 7.0000%  | 0.0000% | $1451000.00        | $4549.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL2616                               | 2041-11-01      | 4.5000%  | 0.0000% | $13000.00          | $703.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4898                               | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $0.12              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5876                               | 2042-01-01      | 4.5000%  | 0.0000% | $2000.00           | $130.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256628                               | 2027-01-01      | 6.5000%  | 0.0000% | $2689853.00        | $1975.85           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535164                               | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $546.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4016                               | 2041-10-01      | 4.0000%  | 0.0000% | $28000.00          | $2362.35           | Agency Mortgage-Backed Securities         |
| FNMS 08.500 CL253598                               | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2083.32           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2545191                               | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $307.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535895                               | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1260.46           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 GL252410                               | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $280.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH5583                               | 2041-02-01      | 4.5000%  | 0.0000% | $12000.00          | $357.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7746                               | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1355.35           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-02-25      | 4.0000%  | 0.0000% | $19924500.00       | $18913502.86       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL484754                               | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2229.18           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-11-25      | 1.0000%  | 0.0000% | $45000000.00       | $35815119.55       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL555528                               | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $329.88            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2056-05-25      | 4.6621%  | 0.0000% | $35243328.00       | $34975235.39       | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL545120                               | 2031-08-01      | 7.0000%  | 0.0000% | $87301.00          | $50.71             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS544848                               | 2030-04-01      | 4.4210%  | 0.0000% | $17615057.00       | $4871.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555657                               | 2030-08-01      | 6.5000%  | 0.0000% | $3000000.00        | $4207.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 GL252334                               | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $646.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571953                               | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $3723.18           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U70087 G                               | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $1283.76           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U59041 G                               | 2033-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4603.20           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI8041                               | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $1939.01           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1067                               | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $452.01            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8196                               | 2037-12-01      | 3.5000%  | 0.0000% | $6000.00           | $3350.26           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $581.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2586                               | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $18.84             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6807                               | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $399.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA2027                               | 2027-09-01      | 6.5000%  | 0.0000% | $1255000.00        | $4744.26           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0496                               | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $186.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS4228                               | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $530.08            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0486                               | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1362.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4751                               | 2048-01-01      | 3.5000%  | 0.0000% | $8000.00           | $954.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1687                               | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $863.89            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0649                               | 2030-01-01      | 7.0000%  | 0.0000% | $6624.00           | $3.09              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3831                               | 2030-08-01      | 2.5000%  | 0.0000% | $25023.00          | $2209.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0771                               | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $565.08            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8170                               | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1101.03           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0590                               | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $1700.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2324                               | 2035-02-01      | 5.5000%  | 0.0000% | $250000.00         | $4562.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3000                               | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $123.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2191                               | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1785.61           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8705                               | 2033-07-01      | 3.5000%  | 0.0000% | $67055.00          | $4900.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZT0799                               | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1250.82           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C71012 G                               | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $156.09            | Agency Mortgage-Backed Securities         |
| FMAR 847498 G                                      | 2034-06-01      | 6.2300%  | 0.0000% | $318536.00         | $1988.53           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08669 G                               | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $76.68             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0798                               | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $69.51             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3897                               | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1416.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995681                               | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $257.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889414                               | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $662.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $15000.00          | $322.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB5004                               | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $13.86             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3914                               | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $685.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL968252                               | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $959.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3528                               | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2778.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CI890400                               | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $59.40             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL924842                               | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $171.67            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAE0420                               | 2040-10-01      | 6.5650%  | 0.0000% | $129000.00         | $620.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7920                               | 2052-08-01      | 3.5000%  | 0.0000% | $5000.00           | $4221.83           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3694                               | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4345.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $182.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3609.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3826                               | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $649.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3415                               | 2048-07-01      | 4.0000%  | 0.0000% | $26000.00          | $2003.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4513                               | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4044.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1658                               | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $31.15             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4020                               | 2050-05-01      | 3.0000%  | 0.0000% | $5000.00           | $1174.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3358                               | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $336.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3905                               | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $166.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3658                               | 2034-05-01      | 3.5000%  | 0.0000% | $19000.00          | $1530.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3610                               | 2034-03-01      | 3.5000%  | 0.0000% | $14000.00          | $931.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2235                               | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1.18              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFM2875                               | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $0.63              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1449                               | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $550.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL905844                               | 2037-01-01      | 6.0000%  | 0.0000% | $74999.00          | $589.67            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1914850                               | 2037-04-01      | 5.7200%  | 0.0000% | $33610.00          | $356.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4084                               | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1803.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $7000.00           | $3065.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2519.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD7128                               | 2040-07-01      | 4.5000%  | 0.0000% | $20000.00          | $442.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3871                               | 2049-12-01      | 3.0000%  | 0.0000% | $18000.00          | $2886.68           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2488.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3747                               | 2049-08-01      | 4.5000%  | 0.0000% | $3000.00           | $270.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $21000.00          | $1267.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3897                               | 2035-01-01      | 3.0000%  | 0.0000% | $33647.00          | $4643.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3866                               | 2034-12-01      | 3.5000%  | 0.0000% | $2000.00           | $221.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4268                               | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1542.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM8543                               | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1885.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3239                               | 2048-01-01      | 4.0000%  | 0.0000% | $28010.00          | $3326.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3489                               | 2033-10-01      | 3.5000%  | 0.0000% | $36000.00          | $2274.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $69.70             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3569                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $702.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098                               | 2030-08-01      | 3.5000%  | 0.0000% | $45000.00          | $18.37             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3462                               | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $172.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3592                               | 2049-02-01      | 4.0000%  | 0.0000% | $52000.00          | $2772.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0587                               | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $59.79             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2920                               | 2047-03-01      | 3.0000%  | 0.0000% | $15000.00          | $3127.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2771                               | 2046-10-01      | 3.0000%  | 0.0000% | $19000.00          | $2942.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3890                               | 2040-01-01      | 3.0000%  | 0.0000% | $5000.00           | $776.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3340                               | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $92.19             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS725245                               | 2034-02-01      | 5.9470%  | 0.0000% | $170000.00         | $677.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735230                               | 2035-02-01      | 5.5000%  | 0.0000% | $251691.00         | $2045.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9638                               | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $567.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL807967                               | 2035-01-01      | 5.5000%  | 0.0000% | $30429.00          | $197.16            | Agency Mortgage-Backed Securities         |
| FMAR 783022 G                                      | 2035-02-01      | 5.8750%  | 0.0000% | $220000.00         | $1641.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5651                               | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $779.48            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS060679                               | 2028-01-01      | 4.3830%  | 0.0000% | $183776.00         | $26.73             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7033                               | 2054-06-01      | 5.5000%  | 0.0000% | $2538.00           | $2460.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1245                               | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $48.39             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $41452.00          | $4286.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771019                               | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3579.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL821507                               | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1131.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8992                               | 2044-07-01      | 4.5000%  | 0.0000% | $2000.00           | $189.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL797806                               | 2035-04-01      | 5.0000%  | 0.0000% | $348216.00         | $4964.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $29000.00          | $80.48             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB844000                               | 2035-11-01      | 5.9270%  | 0.0000% | $368000.00         | $2805.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $1300000.00        | $225.02            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB745169                               | 2036-01-01      | 6.4520%  | 0.0000% | $90000.00          | $399.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL800468                               | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $922.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256714                               | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $838.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NQ256182                               | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1676.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1160                               | 2054-08-01      | 5.5000%  | 0.0000% | $2695.00           | $1918.42           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323832                               | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $3032.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7800                               | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3299.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 K2255221                               | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $450.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257092                               | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1770.48           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-076       A-2    20280425 3.9 | 2028-04-25      | 3.9000%  | 0.0000% | $50000000.00       | $49800166.70       | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL256709                               | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $353.24            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6315                               | 2026-06-25      | 4.5000%  | 0.0000% | $680000.00         | $24.45             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0378                               | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1012.73           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-09-25      | 5.0000%  | 0.0000% | $28898272.00       | $27389287.72       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAJ3142                               | 2041-10-01      | 4.5000%  | 0.0000% | $19000.00          | $577.13            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2046-08-15      | 3.0000%  | 0.0000% | $8407000.00        | $5120163.70        | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL643859                               | 2032-05-01      | 7.0000%  | 0.0000% | $4128337.00        | $3342.09           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB809867                               | 2035-03-01      | 5.8750%  | 0.0000% | $5000000.00        | $4827.49           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB813844                               | 2035-01-01      | 5.7370%  | 0.0000% | $350000.00         | $2702.91           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-07-25      | 4.5000%  | 0.0000% | $7704272.00        | $7037567.41        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA2608                               | 2050-05-01      | 4.5000%  | 0.0000% | $5030.00           | $831.63            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $345.20            | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CT256868                               | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $593.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2040-11-25      | 1.5000%  | 0.0000% | $9312500.00        | $4313238.66        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8032                               | 2049-12-01      | 4.0000%  | 0.0000% | $31000.00          | $4252.27           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-07-25      | 5.0000%  | 0.0000% | $8575952.00        | $8036712.34        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLMA5207                               | 2053-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1619.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6867                               | 2053-08-01      | 5.5000%  | 0.0000% | $6000.00           | $4672.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5731                               | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $880.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW9888                               | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $3737.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO7222                               | 2050-01-01      | 4.0000%  | 0.0000% | $20000.00          | $3591.23           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6535                               | 2046-10-01      | 6.1760%  | 0.0000% | $1000.00           | $358.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAS1406                               | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $2808.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB7316                               | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1638.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2548                               | 2052-01-01      | 2.5000%  | 0.0000% | $5000.00           | $3119.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545993                               | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $361.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8805                               | 2050-04-01      | 3.0000%  | 0.0000% | $5000.00           | $1339.96           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS313371                               | 2029-08-01      | 4.3760%  | 0.0000% | $643602.00         | $138.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL578569                               | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $390.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL882043                               | 2036-05-01      | 7.5000%  | 0.0000% | $1421790.00        | $2505.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.04             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL4693                               | 2028-08-01      | 3.0000%  | 0.0000% | $545000.00         | $4848.82           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB745606                               | 2036-05-01      | 6.3930%  | 0.0000% | $75000.00          | $667.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9418                               | 2031-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1037.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ5614                               | 2027-02-01      | 3.0000%  | 0.0000% | $27250.00          | $178.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7387                               | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $222.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9708                               | 2041-04-01      | 4.5000%  | 0.0000% | $8000.00           | $1032.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1492                               | 2036-08-01      | 3.5000%  | 0.0000% | $11490.00          | $4209.24           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS072166                               | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $42.69             | Agency Mortgage-Backed Securities         |
| FMAR 420195 G                                      | 2030-11-01      | 5.4500%  | 0.0000% | $1500000.00        | $174.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 GO725851                               | 2034-07-01      | 7.0000%  | 0.0000% | $299056.00         | $191.94            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB816308                               | 2035-02-01      | 5.8580%  | 0.0000% | $100000.00         | $1966.90           | Agency Mortgage-Backed Securities         |
| FMAR 420192 G                                      | 2029-06-01      | 4.2260%  | 0.0000% | $4000000.00        | $1304.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL800105                               | 2034-12-01      | 5.5000%  | 0.0000% | $25375.00          | $109.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL803467                               | 2035-01-01      | 5.5000%  | 0.0000% | $175335.00         | $4347.73           | Agency Mortgage-Backed Securities         |
| FNRM RC018KY R11F018                               | 2041-03-25      | 4.0000%  | 0.0000% | $727282.00         | $143772.30         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL775695                               | 2034-05-01      | 5.5000%  | 0.0000% | $271188.00         | $1196.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 NP745593                               | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $1949.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL808077                               | 2035-02-01      | 5.5000%  | 0.0000% | $128551.00         | $722.05            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS781460                               | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3689.79           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252712                               | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $648.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8821                               | 2027-01-01      | 6.5000%  | 0.0000% | $5180000.00        | $1304.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2325                               | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $3544.57           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363                               | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2774.75           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q25332 G                               | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $129.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL623613                               | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $290.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2942                               | 2027-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $2038.77           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB806721                               | 2034-11-01      | 6.2150%  | 0.0000% | $260000.00         | $1659.56           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535425                               | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $1993.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH3256                               | 2041-01-01      | 4.0000%  | 0.0000% | $61046.00          | $4667.77           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-02-25      | 5.0000%  | 0.0000% | $23128300.00       | $22855550.93       | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL535041                               | 2029-12-01      | 7.0000%  | 0.0000% | $405300.00         | $208.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL504712                               | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $1344.50           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545562                               | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $2767.22           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS551026                               | 2028-09-01      | 5.2750%  | 0.0000% | $1922808.00        | $1881.10           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS573676                               | 2027-12-01      | 3.1500%  | 0.0000% | $11200202.00       | $2035.07           | Agency Mortgage-Backed Securities         |

### Security 257: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.640000%
- **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: ARP1I6ED6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I6ED6
- **C.18 - Value (incl. sponsor support):** $244000000.00
- **C.18.a - Value (excl. sponsor support):** $244000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $59832000.00       | $60946303.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $400.00            | $407.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $23300.00          | $23490.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $1251700.00        | $1195052.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $184092000.00      | $186714682.44      | U.S. Treasuries (including strips) |

### Security 258: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: ARP1I6HP6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I6HP6
- **C.18 - Value (incl. sponsor support):** $3674000000.00
- **C.18.a - Value (excl. sponsor support):** $3674000000.00
- **C.19 - Percentage of Net Assets:** 4.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $1941627.00        | $236649.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $203934.00         | $4615.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ4840 | 2050-10-01      | 3.0000%  | 0.0000% | $381000.00         | $113192.55         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1012628.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4633 | 2041-01-01      | 4.0000%  | 0.0000% | $1825328.00        | $42086.97          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9758 | 2055-01-01      | 5.5000%  | 0.0000% | $168000.00         | $138334.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5573 | 2055-03-01      | 6.5000%  | 0.0000% | $1583041.00        | $371436.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  | 0.0000% | $100000.00         | $19559.48          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4496 | 2051-02-01      | 2.0000%  | 0.0000% | $16600000.00       | $9190991.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0355 | 2040-09-01      | 6.0000%  | 0.0000% | $1045492.00        | $907529.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ1348 | 2050-08-01      | 3.0000%  | 0.0000% | $123660.00         | $50972.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $144000.00         | $1208.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL832437 | 2035-09-01      | 5.5000%  | 0.0000% | $550000.00         | $2201.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $43803688.00       | $41509711.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4590 | 2055-11-01      | 6.0000%  | 0.0000% | $2186660.00        | $2272035.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $69740784.70       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO1967 | 2034-10-01      | 2.5000%  | 0.0000% | $50000.00          | $9115.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  | 0.0000% | $420542.00         | $5136.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0863 | 2055-11-01      | 5.0000%  | 0.0000% | $1565099.00        | $1530104.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL843492 | 2035-10-01      | 6.0000%  | 0.0000% | $7000000.00        | $88118.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2178 | 2056-03-01      | 4.5000%  | 0.0000% | $30977174.00       | $29790147.72       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB7571 | 2054-07-01      | 7.0000%  | 0.0000% | $1053058.00        | $831489.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4833 | 2053-06-01      | 6.0000%  | 0.0000% | $600000.00         | $459595.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4760 | 2053-07-01      | 5.5000%  | 0.0000% | $275531.00         | $227010.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ0589 | 2050-11-01      | 2.5000%  | 0.0000% | $440000.00         | $234050.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2419 | 2040-11-01      | 5.0000%  | 0.0000% | $1027170.00        | $1000962.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  | 0.0000% | $806000.00         | $321684.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7586 | 2056-01-01      | 5.0000%  | 0.0000% | $1213819.00        | $1195866.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR8630 | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $13907.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $622288.00         | $372230.12         | Agency Mortgage-Backed Securities |
| FNMS 02.000 REBQ5447 | 2050-10-01      | 2.0000%  | 0.0000% | $3120000.00        | $1683917.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR9218 | 2043-03-01      | 3.0000%  | 0.0000% | $100000.00         | $14336.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4851 | 2052-10-01      | 4.5000%  | 0.0000% | $3250000.00        | $2437338.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7495 | 2045-10-01      | 3.5000%  | 0.0000% | $1404068.00        | $278346.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $3330000.00        | $28813.17          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1361353.12        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564126 | 2031-02-01      | 7.5000%  | 0.0000% | $148603.00         | $1685.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  | 0.0000% | $734000.00         | $1533.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0784 | 2055-10-01      | 5.5000%  | 0.0000% | $13712000.00       | $12954316.81       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2766 | 2052-02-01      | 2.0000%  | 0.0000% | $74996.00          | $45920.51          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $546701.00         | $265278.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7835 | 2040-08-01      | 6.0000%  | 0.0000% | $877716.00         | $726886.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0844 | 2051-06-01      | 2.5000%  | 0.0000% | $24128266.00       | $15665116.70       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4373 | 2055-09-01      | 6.5000%  | 0.0000% | $1934531.00        | $1608910.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7543 | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $9400950.52        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2193 | 2055-07-01      | 6.5000%  | 0.0000% | $21314607.00       | $18959155.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE3410 | 2040-06-01      | 6.5000%  | 0.0000% | $1049173.00        | $881443.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE1934 | 2040-06-01      | 5.0000%  | 0.0000% | $1008489.00        | $872803.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL776587 | 2034-05-01      | 5.0000%  | 0.0000% | $255000.00         | $1570.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6448 | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $68004.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1042471.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL828678 | 2035-07-01      | 5.0000%  | 0.0000% | $1025302.00        | $3419.86           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $1268140.00        | $12605.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6975 | 2041-01-01      | 5.5000%  | 0.0000% | $1469928.00        | $1477143.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL812247 | 2035-03-01      | 6.0000%  | 0.0000% | $83829.00          | $2334.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4568 | 2055-08-01      | 5.0000%  | 0.0000% | $1081126.00        | $1057273.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2731 | 2055-08-01      | 5.5000%  | 0.0000% | $24905713.00       | $24047509.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5973 | 2040-07-01      | 6.0000%  | 0.0000% | $1373227.00        | $1228715.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7414 | 2040-04-01      | 5.0000%  | 0.0000% | $1798665.00        | $1538892.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL704664 | 2033-04-01      | 5.5000%  | 0.0000% | $34000.00          | $4262.90           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826466 | 2035-07-01      | 5.0000%  | 0.0000% | $142509.00         | $2377.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE3880 | 2040-12-01      | 4.5000%  | 0.0000% | $981011.00         | $922530.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6384 | 2040-08-01      | 4.5000%  | 0.0000% | $4156268.00        | $3557664.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5201 | 2048-12-01      | 5.5000%  | 0.0000% | $1870000.00        | $272737.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL702449 | 2033-06-01      | 6.0000%  | 0.0000% | $326200.00         | $628.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $13512420.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1464 | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2183753.34        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBU8681 | 2037-05-01      | 1.5000%  | 0.0000% | $105360.00         | $57845.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV5859 | 2045-07-01      | 6.0000%  | 0.0000% | $2563548.00        | $2578224.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $489595.71         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3286 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $50536.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7331 | 2054-07-01      | 6.0000%  | 0.0000% | $13434049.00       | $9827021.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  | 0.0000% | $1567000.00        | $741124.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738 | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $16760131.26       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3565 | 2052-05-01      | 2.5000%  | 0.0000% | $683542.00         | $416647.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $3802770.00        | $2324082.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6395 | 2055-12-01      | 5.0000%  | 0.0000% | $2122505.00        | $2089083.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2694 | 2055-10-01      | 5.5000%  | 0.0000% | $1178146.00        | $1193531.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3096 | 2052-03-01      | 2.5000%  | 0.0000% | $792546.00         | $491849.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9442 | 2055-09-01      | 6.5000%  | 0.0000% | $1098739.00        | $617105.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1742 | 2055-10-01      | 4.5000%  | 0.0000% | $600231.00         | $574765.59         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7742 | 2055-06-01      | 7.0000%  | 0.0000% | $1049930.00        | $1105345.93        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  | 0.0000% | $575000.00         | $341611.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $912499.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6397 | 2055-09-01      | 4.5000%  | 0.0000% | $3147550.00        | $3001865.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9498 | 2055-09-01      | 5.5000%  | 0.0000% | $2211239.00        | $2222429.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | 0.0000% | $45000.00          | $31102.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8044 | 2042-07-01      | 3.5000%  | 0.0000% | $1125000.00        | $137815.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  | 0.0000% | $171638706.00      | $39204906.08       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1740 | 2055-10-01      | 4.5000%  | 0.0000% | $1174516.00        | $1110493.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $21743491.00       | $19146363.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $460079.00         | $373463.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $41114716.00       | $32744594.48       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $2321690.00        | $2107465.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDH1994 | 2056-06-01      | 4.5000%  | 0.0000% | $1175818.00        | $1131773.03        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | 0.0000% | $2336960.00        | $1689102.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNBV6122 | 2035-09-01      | 5.5000%  | 0.0000% | $754285.00         | $512146.35         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH2449 | 2056-06-01      | 6.5000%  | 0.0000% | $6034886.00        | $6322958.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH2340 | 2056-06-01      | 6.0000%  | 0.0000% | $3040573.00        | $3176135.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH1945 | 2056-06-01      | 6.5000%  | 0.0000% | $5181561.00        | $5416749.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFA0168 | 2039-12-01      | 4.5000%  | 0.0000% | $229093.00         | $176215.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $163000.00         | $132947.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $3221244.00        | $2965827.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH2423 | 2056-06-01      | 6.0000%  | 0.0000% | $2630890.00        | $2717782.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1071 | 2040-03-01      | 5.5000%  | 0.0000% | $200048.00         | $148191.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9548 | 2056-02-01      | 5.0000%  | 0.0000% | $69006.00          | $67881.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7265 | 2056-02-01      | 5.0000%  | 0.0000% | $1247700.00        | $1234672.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5776 | 2053-02-01      | 6.0000%  | 0.0000% | $24689629.00       | $17698073.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6004 | 2053-04-01      | 5.5000%  | 0.0000% | $690777.00         | $548530.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1233 | 2036-07-01      | 3.5000%  | 0.0000% | $482109.00         | $189934.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $24158.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4228 | 2037-07-01      | 2.5000%  | 0.0000% | $1366152.00        | $846539.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9679 | 2056-05-01      | 5.0000%  | 0.0000% | $1065787.00        | $1055601.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9210 | 2056-05-01      | 5.5000%  | 0.0000% | $2062050.00        | $2087297.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  | 0.0000% | $17320000.00       | $7601101.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $76242343.00       | $60049019.29       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBU1292 | 2042-02-01      | 2.0000%  | 0.0000% | $6014524.00        | $3753424.49        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $6828000.00        | $3430230.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $1224000.00        | $201678.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  | 0.0000% | $5000.00           | $793.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3361 | 2038-05-01      | 4.0000%  | 0.0000% | $25838.00          | $2665.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $17453338.00       | $2108844.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $1254986.00        | $95360.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4512 | 2050-04-01      | 3.5000%  | 0.0000% | $95363.00          | $34643.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1164.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  | 0.0000% | $2257304.00        | $427750.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $23000.00          | $5404.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5545 | 2041-03-01      | 4.5000%  | 0.0000% | $2496033.00        | $2458858.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $300000.00         | $256524.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $90000.00          | $821.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1865 | 2052-05-01      | 3.5000%  | 0.0000% | $1098000.00        | $737788.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $1065000.00        | $771611.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3587 | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $12869982.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0144 | 2056-01-01      | 5.0000%  | 0.0000% | $3446684.00        | $3404631.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $193340.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1085.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1238 | 2052-03-01      | 3.5000%  | 0.0000% | $962950.00         | $572857.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2759 | 2052-02-01      | 3.0000%  | 0.0000% | $5785000.00        | $3516408.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | 0.0000% | $38000000.00       | $30597553.90       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2756 | 2037-08-01      | 2.5000%  | 0.0000% | $6963819.00        | $4046619.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0898 | 2052-02-01      | 3.0000%  | 0.0000% | $50000.00          | $30512.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7658 | 2049-02-01      | 3.0000%  | 0.0000% | $100000.00         | $43317.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $33000.00          | $9935.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | 0.0000% | $3616000.00        | $1514690.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8215 | 2051-03-01      | 2.5000%  | 0.0000% | $2500000.00        | $1262601.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8384 | 2048-11-01      | 3.0000%  | 0.0000% | $9002000.00        | $4318058.77        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0887 | 2055-08-01      | 6.5000%  | 0.0000% | $198448.00         | $188736.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1815 | 2056-01-01      | 4.5000%  | 0.0000% | $9979186.00        | $9275621.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $412978.00         | $205768.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $3546742.00        | $1698469.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1311 | 2040-10-01      | 5.0000%  | 0.0000% | $2733734.00        | $2349310.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1394 | 2055-11-01      | 6.0000%  | 0.0000% | $448751.00         | $443213.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4442 | 2036-10-01      | 2.0000%  | 0.0000% | $400000.00         | $208528.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3981 | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $232442.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4032 | 2050-04-01      | 5.5000%  | 0.0000% | $1201687.00        | $187632.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $897.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $2483385.00        | $1217793.59        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  | 0.0000% | $10157875.00       | $4513546.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1815.30           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1314 | 2040-10-01      | 5.0000%  | 0.0000% | $2516706.00        | $2427090.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  | 0.0000% | $5973777.00        | $4699220.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889339 | 2028-12-01      | 6.5000%  | 0.0000% | $1014394.00        | $6955.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1154 | 2055-10-01      | 5.0000%  | 0.0000% | $94108.00          | $91138.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6649 | 2050-07-01      | 3.0000%  | 0.0000% | $2938188.00        | $1386347.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5545 | 2035-12-01      | 2.5000%  | 0.0000% | $299000.00         | $92579.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890097 | 2038-10-01      | 6.0000%  | 0.0000% | $1700000.00        | $15641.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC2696 | 2056-05-01      | 6.0000%  | 0.0000% | $97405218.00       | $100884197.50      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8114 | 2051-06-01      | 2.0000%  | 0.0000% | $1159889.00        | $725003.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0581 | 2052-02-01      | 2.5000%  | 0.0000% | $197297.00         | $129064.76         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8448 | 2051-07-01      | 2.0000%  | 0.0000% | $25000.00          | $13925.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9905 | 2051-12-01      | 2.5000%  | 0.0000% | $1200000.00        | $822187.24         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  | 0.0000% | $5000000.00        | $2412932.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $739350.00         | $521987.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7886 | 2056-04-01      | 5.5000%  | 0.0000% | $5010025.00        | $5096444.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3657 | 2034-05-01      | 3.0000%  | 0.0000% | $5509000.00        | $413617.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5384 | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $245514.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3222 | 2040-06-01      | 6.0000%  | 0.0000% | $13532159.00       | $11478152.60       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3416 | 2056-05-01      | 4.5000%  | 0.0000% | $1056299.00        | $1017696.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $172814.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $9811.00           | $7337.56           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3154 | 2052-03-01      | 2.0000%  | 0.0000% | $124578.00         | $78180.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3607 | 2056-05-01      | 4.5000%  | 0.0000% | $4355964.00        | $4197916.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3194 | 2056-03-01      | 5.5000%  | 0.0000% | $3318140.00        | $3357033.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3251 | 2052-11-01      | 6.0000%  | 0.0000% | $72259.00          | $45244.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2696 | 2051-12-01      | 3.0000%  | 0.0000% | $5650000.00        | $3465734.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA6020 | 2036-02-01      | 5.5000%  | 0.0000% | $134010.00         | $131842.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  | 0.0000% | $61325602.00       | $58924014.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0723 | 2035-12-01      | 6.5000%  | 0.0000% | $6332022.00        | $149794.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1353593.00        | $1324667.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  | 0.0000% | $215537.00         | $143064.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $159667.00         | $134817.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $73848658.00       | $69901523.51       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAD0752 | 2039-01-01      | 7.0000%  | 0.0000% | $545000.00         | $9933.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5918 | 2040-12-01      | 6.0000%  | 0.0000% | $83197.00          | $70004.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | 0.0000% | $300000.00         | $182367.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1500 | 2055-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $1932941.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6650 | 2053-06-01      | 5.5000%  | 0.0000% | $555000.00         | $465272.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4461 | 2039-03-01      | 5.0000%  | 0.0000% | $105664.00         | $589.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6360 | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2371501.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB5375 | 2037-12-01      | 5.5000%  | 0.0000% | $1934136.00        | $1012564.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $144000.00         | $92353.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL899946 | 2037-12-01      | 6.0000%  | 0.0000% | $156294.00         | $980.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAA7234 | 2047-08-01      | 5.0000%  | 0.0000% | $7825909.00        | $110275.57         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL929567 | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2065.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888433 | 2035-12-01      | 6.0000%  | 0.0000% | $125000.00         | $1186.61           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC2409 | 2056-04-01      | 6.5000%  | 0.0000% | $3548180.00        | $3739466.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6893 | 2053-08-01      | 4.5000%  | 0.0000% | $2153514.00        | $1702757.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH9677 | 2041-04-01      | 5.0000%  | 0.0000% | $137958.00         | $6251.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $4550000.00        | $3020663.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6895 | 2056-01-01      | 6.0000%  | 0.0000% | $1050365.00        | $868782.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $395000.00         | $261721.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5698 | 2040-12-01      | 5.0000%  | 0.0000% | $1097680.00        | $1096472.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $835.41            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $10191000.00       | $8042109.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0406 | 2055-10-01      | 4.5000%  | 0.0000% | $4278678.00        | $4086812.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB8312 | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2055659.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $33000.00          | $4813.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $8773571.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH5139 | 2041-02-01      | 5.0000%  | 0.0000% | $400000.00         | $27755.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $6493295.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $2766460.00        | $89133.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6459380.00        | $5987216.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  | 0.0000% | $351881.00         | $310151.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8855 | 2055-07-01      | 6.0000%  | 0.0000% | $1189248.00        | $833196.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  | 0.0000% | $365379.00         | $33271.07          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8764 | 2054-08-01      | 6.5000%  | 0.0000% | $10051338.00       | $8005394.69        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE5388 | 2055-07-01      | 7.5000%  | 0.0000% | $301022.00         | $321955.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4632 | 2040-08-01      | 5.5000%  | 0.0000% | $1644372.00        | $784443.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $18868309.00       | $12515538.28       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1712.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $60000.00          | $48206.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $362509.00         | $263527.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888034 | 2036-08-01      | 6.5000%  | 0.0000% | $2188838.00        | $24682.70          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $2792000.00        | $36241.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929828 | 2038-08-01      | 5.5000%  | 0.0000% | $15619101.00       | $158109.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM6372 | 2050-03-01      | 5.0000%  | 0.0000% | $584078.00         | $132841.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $7000.00           | $4828.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5902 | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $520694.23         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDG9961 | 2056-05-01      | 7.0000%  | 0.0000% | $3731857.00        | $3974481.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $50736.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $2000.00           | $560.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL954900 | 2037-11-01      | 6.5000%  | 0.0000% | $1451221.00        | $4675.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $304986.00         | $222532.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $6776000.00        | $4587257.84        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $182787.00         | $111375.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG9815 | 2056-05-01      | 6.5000%  | 0.0000% | $2989900.00        | $3127836.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $7295131.00        | $4393457.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $347000.00         | $224853.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG4267 | 2056-03-01      | 4.5000%  | 0.0000% | $1195702.00        | $1148182.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4676 | 2052-07-01      | 3.0000%  | 0.0000% | $5000.00           | $4298.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3966 | 2050-09-01      | 4.5000%  | 0.0000% | $7618518.00        | $6889716.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4147 | 2056-01-01      | 5.0000%  | 0.0000% | $800000.00         | $785744.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3035 | 2052-02-01      | 2.0000%  | 0.0000% | $14674007.00       | $11352007.59       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  | 0.0000% | $60000.00          | $42337.25          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $60430.00          | $49065.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  | 0.0000% | $7739653.00        | $5400681.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG5144 | 2041-03-01      | 4.0000%  | 0.0000% | $2387936.00        | $2303727.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8902 | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $293264.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9801 | 2054-11-01      | 5.5000%  | 0.0000% | $875000.00         | $702867.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4556 | 2052-09-01      | 4.5000%  | 0.0000% | $17500000.00       | $13325042.07       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2371 | 2052-11-01      | 4.5000%  | 0.0000% | $16490604.00       | $14470066.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  | 0.0000% | $61000.00          | $46810.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3765 | 2055-09-01      | 6.0000%  | 0.0000% | $57820473.00       | $55633621.78       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3273 | 2055-10-01      | 6.5000%  | 0.0000% | $58787737.00       | $58364252.81       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6421 | 2055-11-01      | 5.5000%  | 0.0000% | $2424736.00        | $2357994.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAE0205 | 2030-03-01      | 5.0000%  | 0.0000% | $447600.00         | $2452.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4456 | 2054-08-01      | 5.5000%  | 0.0000% | $16779213.00       | $15909115.98       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9026 | 2054-08-01      | 6.5000%  | 0.0000% | $950000.00         | $697971.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5191 | 2046-07-01      | 3.5000%  | 0.0000% | $990000.00         | $189182.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5545 | 2053-01-01      | 6.5000%  | 0.0000% | $245000.00         | $130513.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2840 | 2053-11-01      | 3.0000%  | 0.0000% | $42000.00          | $35254.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $14145000.00       | $10167440.55       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4672 | 2052-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $1035387.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $227615.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0568 | 2053-05-01      | 6.0000%  | 0.0000% | $50734.00          | $33224.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1082 | 2031-09-01      | 3.0000%  | 0.0000% | $110000.00         | $11543.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $853832.43         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9456 | 2054-11-01      | 4.5000%  | 0.0000% | $200075.00         | $185402.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5259 | 2052-12-01      | 4.5000%  | 0.0000% | $23276351.00       | $16659416.39       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7702 | 2046-09-01      | 3.5000%  | 0.0000% | $400000.00         | $108900.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6094 | 2053-04-01      | 6.0000%  | 0.0000% | $4209120.00        | $2822407.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  | 0.0000% | $20000000.00       | $1553925.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4890 | 2046-08-01      | 3.5000%  | 0.0000% | $175000.00         | $22663.01          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $140410.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0777 | 2046-03-01      | 3.5000%  | 0.0000% | $2430000.00        | $278885.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5358 | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $5945.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0482 | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $27907.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE4467 | 2046-11-01      | 3.5000%  | 0.0000% | $91563.00          | $21212.99          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3926 | 2055-08-01      | 6.5000%  | 0.0000% | $67019449.00       | $65810259.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0624 | 2047-10-01      | 3.5000%  | 0.0000% | $2565000.00        | $318440.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3681 | 2055-11-01      | 5.5000%  | 0.0000% | $25192106.00       | $24773133.27       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA0250 | 2032-05-01      | 3.0000%  | 0.0000% | $230358.00         | $25712.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0879 | 2040-01-01      | 6.0000%  | 0.0000% | $1883124.00        | $1539835.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2626 | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2641541.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3934 | 2055-08-01      | 6.5000%  | 0.0000% | $35562579.00       | $35154394.59       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9905 | 2052-10-01      | 4.5000%  | 0.0000% | $1100000.00        | $722965.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3958 | 2054-09-01      | 6.0000%  | 0.0000% | $40042925.00       | $34734376.91       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0680 | 2047-11-01      | 3.5000%  | 0.0000% | $248349.00         | $65081.09          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4560 | 2055-04-01      | 7.0000%  | 0.0000% | $1990021.00        | $2133022.53        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFA5535 | 2055-01-01      | 7.5000%  | 0.0000% | $1032613.00        | $1037679.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  | 0.0000% | $370000.00         | $27594.52          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2987 | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $5892960.67        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5849 | 2054-11-01      | 4.0000%  | 0.0000% | $65131926.00       | $61390885.66       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1651 | 2033-05-01      | 3.5000%  | 0.0000% | $24116768.00       | $3779232.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4788 | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1034904.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9005 | 2053-03-01      | 6.0000%  | 0.0000% | $46000.00          | $22346.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP5720 | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $557140.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255899 | 2035-09-01      | 5.5000%  | 0.0000% | $503000.00         | $4579.21           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $7876840.00        | $2528538.46        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB4941 | 2054-06-01      | 7.0000%  | 0.0000% | $1119120.00        | $669654.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6526 | 2040-12-01      | 5.5000%  | 0.0000% | $1197424.00        | $1195734.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBV6379 | 2045-11-01      | 4.5000%  | 0.0000% | $2037273.00        | $1814473.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV4919 | 2052-04-01      | 3.5000%  | 0.0000% | $1242657.00        | $941256.03         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9188 | 2052-04-01      | 3.0000%  | 0.0000% | $869565.00         | $599999.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2340 | 2046-06-01      | 3.5000%  | 0.0000% | $2597560.00        | $856641.04         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC0209 | 2054-08-01      | 5.0000%  | 0.0000% | $2921579.00        | $2801154.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB6791 | 2038-07-01      | 2.5000%  | 0.0000% | $1356603.00        | $1036617.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $24730.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $1415000.00        | $317803.79         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $10216444.03       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $22597.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2694 | 2035-03-01      | 3.0000%  | 0.0000% | $100000.00         | $24765.76          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $1359999.00        | $1023998.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3353 | 2043-08-01      | 3.0000%  | 0.0000% | $1020116.00        | $132041.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK7618 | 2048-09-01      | 5.0000%  | 0.0000% | $5000.00           | $831.30            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4527 | 2053-08-01      | 6.5000%  | 0.0000% | $1904017.00        | $956409.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $2773000.00        | $331718.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4833 | 2055-11-01      | 4.0000%  | 0.0000% | $240000.00         | $223295.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3919 | 2055-10-01      | 6.5000%  | 0.0000% | $24203891.00       | $22600325.18       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3449 | 2053-07-01      | 2.5000%  | 0.0000% | $7129773.00        | $5761683.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4857 | 2056-03-01      | 5.5000%  | 0.0000% | $43559581.00       | $43426001.87       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3800 | 2055-10-01      | 6.0000%  | 0.0000% | $31886451.00       | $31385713.09       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4638 | 2051-03-01      | 4.5000%  | 0.0000% | $7742050.00        | $7375047.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2714 | 2056-04-01      | 4.5000%  | 0.0000% | $1026020.00        | $994210.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA2750 | 2039-08-01      | 6.5000%  | 0.0000% | $30994846.00       | $25756449.43       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDG7344 | 2056-04-01      | 4.0000%  | 0.0000% | $1962326.00        | $1833320.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5619 | 2056-04-01      | 6.0000%  | 0.0000% | $3038290.00        | $3148267.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9792 | 2050-12-01      | 4.5000%  | 0.0000% | $2907974.00        | $2337488.66        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9013 | 2052-06-01      | 3.0000%  | 0.0000% | $165056.00         | $129627.69         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG6298 | 2056-05-01      | 6.5000%  | 0.0000% | $1130989.00        | $1195182.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9437 | 2053-05-01      | 3.5000%  | 0.0000% | $405860.00         | $324975.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8682 | 2051-08-01      | 3.0000%  | 0.0000% | $50000.00          | $29658.12          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $210600843.00      | $167977332.01      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0884 | 2055-03-01      | 6.0000%  | 0.0000% | $800000.00         | $587657.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  | 0.0000% | $73929276.00       | $66785960.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $5520.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH1154 | 2056-05-01      | 5.5000%  | 0.0000% | $1823673.00        | $1848089.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $364494.00         | $196516.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $37749.00          | $22029.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6052 | 2056-05-01      | 4.5000%  | 0.0000% | $117264931.00      | $112633504.12      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH1563 | 2056-06-01      | 5.0000%  | 0.0000% | $1947460.00        | $1928645.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $24664397.00       | $17684071.40       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $9977407.00        | $9350429.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $1093000.00        | $826483.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $12860690.00       | $11580429.62       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG8231 | 2056-04-01      | 6.5000%  | 0.0000% | $2356722.00        | $2472096.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8289 | 2051-05-01      | 4.5000%  | 0.0000% | $5471344.00        | $5267411.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0050 | 2050-10-25      | 3.5000%  | 0.0000% | $44417.00          | $33920.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $2400000.00        | $1734261.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0494 | 2040-05-01      | 6.5000%  | 0.0000% | $3928689.00        | $586237.71         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0287 | 2055-04-01      | 6.5000%  | 0.0000% | $1326907.00        | $832881.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $50000.00          | $38144.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5908 | 2053-03-01      | 5.5000%  | 0.0000% | $354000.00         | $292813.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3902 | 2056-01-01      | 6.0000%  | 0.0000% | $1298337.00        | $1332934.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3224 | 2055-07-01      | 5.5000%  | 0.0000% | $10224336.00       | $10086209.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $85000.00          | $3782.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  | 0.0000% | $16591067.00       | $14386010.10       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL7079 | 2035-07-01      | 4.0000%  | 0.0000% | $3319735.00        | $437494.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE7530 | 2040-09-01      | 4.5000%  | 0.0000% | $1366760.00        | $1122133.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $14000.00          | $1688.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  | 0.0000% | $15000.00          | $1417.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9390 | 2055-09-01      | 6.5000%  | 0.0000% | $9151296.00        | $6200911.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545762 | 2032-07-01      | 6.5000%  | 0.0000% | $7968299.00        | $8445.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL255112 | 2034-02-01      | 6.0000%  | 0.0000% | $1943000.00        | $17088.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $10811436.48       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI5034 | 2041-06-01      | 5.0000%  | 0.0000% | $193249.00         | $15250.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAH0936 | 2040-12-01      | 3.5000%  | 0.0000% | $13394.00          | $733.92            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $9174.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL9569 | 2044-08-01      | 5.0000%  | 0.0000% | $800000.00         | $124729.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $540000.00         | $276138.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1626 | 2052-04-01      | 2.5000%  | 0.0000% | $80000.00          | $49324.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0027 | 2051-11-01      | 2.5000%  | 0.0000% | $157000.00         | $91387.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9983 | 2036-12-01      | 2.5000%  | 0.0000% | $828965.00         | $447059.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL988334 | 2038-08-01      | 6.0000%  | 0.0000% | $537410.00         | $7769.68           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL992249 | 2038-11-01      | 7.0000%  | 0.0000% | $1230000.00        | $29586.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $4268872.00        | $3733147.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $3710.08           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545490 | 2032-03-01      | 7.5000%  | 0.0000% | $1600000.00        | $712.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS1083 | 2043-07-01      | 3.5000%  | 0.0000% | $2042580.00        | $136828.15         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $32000.00          | $22269.16          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4679 | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $399080.18         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7941 | 2050-11-01      | 3.0000%  | 0.0000% | $500000.00         | $364319.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA1976 | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $60661.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $104354.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $3373665.00        | $2317897.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  | 0.0000% | $1008836.00        | $961330.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $47000.00          | $40202.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $11195336.00       | $6775199.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $144000.00         | $70786.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $403397.00         | $28120.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6934 | 2042-11-01      | 3.5000%  | 0.0000% | $593492.00         | $101866.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5533 | 2039-11-01      | 4.0000%  | 0.0000% | $109765.00         | $86567.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5754 | 2040-06-01      | 3.5000%  | 0.0000% | $4447873.00        | $3887494.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $33000.00          | $11517.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2489 | 2048-10-01      | 4.5000%  | 0.0000% | $9452000.00        | $694998.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $21252379.00       | $11888620.00       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4602 | 2037-05-01      | 2.0000%  | 0.0000% | $565344.00         | $326891.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $44000.00          | $6214.76           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $35006.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA6097 | 2050-06-01      | 3.5000%  | 0.0000% | $6917000.00        | $1860614.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3016379.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $5500000.00        | $1227974.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $13000.00          | $1643.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $618750.00         | $558751.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAB1228 | 2040-07-01      | 5.0000%  | 0.0000% | $300000.00         | $12117.24          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL956026 | 2037-12-01      | 6.0000%  | 0.0000% | $1079612.00        | $8870.33           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL937182 | 2037-05-01      | 5.5000%  | 0.0000% | $9350000.00        | $9239.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1475 | 2055-05-01      | 5.0000%  | 0.0000% | $675000.00         | $630812.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8882 | 2056-01-01      | 5.5000%  | 0.0000% | $1459719.00        | $1447127.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $82063.00          | $61338.92          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL955183 | 2037-11-01      | 7.0000%  | 0.0000% | $2612794.00        | $74906.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $49389.00          | $4053.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $8487856.00        | $7251620.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2344.06           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5933 | 2055-11-01      | 7.5000%  | 0.0000% | $467496.00         | $499142.64         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA5553 | 2037-04-01      | 1.5000%  | 0.0000% | $18976108.00       | $16883084.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1300 | 2034-07-01      | 3.0000%  | 0.0000% | $1517708.00        | $299008.28         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3373 | 2053-07-01      | 2.5000%  | 0.0000% | $260000.00         | $211877.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | 0.0000% | $3035367.00        | $2565435.94        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5473 | 2052-04-01      | 2.5000%  | 0.0000% | $7191325.00        | $6095124.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6058 | 2041-05-01      | 3.5000%  | 0.0000% | $335600.00         | $320190.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3806 | 2055-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $9574609.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA6004 | 2041-03-01      | 5.0000%  | 0.0000% | $3269110.00        | $3143531.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4040 | 2053-02-01      | 5.0000%  | 0.0000% | $6266000.00        | $4379701.20        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8941 | 2042-08-01      | 2.0000%  | 0.0000% | $825000.00         | $608579.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3314 | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3191434.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4750 | 2052-08-01      | 3.5000%  | 0.0000% | $140686.00         | $111803.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5752 | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $8520.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5174 | 2053-06-01      | 6.0000%  | 0.0000% | $115363029.00      | $76217967.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  | 0.0000% | $927000.00         | $630047.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6445 | 2053-10-01      | 5.0000%  | 0.0000% | $720000.00         | $564162.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7025 | 2050-09-01      | 2.5000%  | 0.0000% | $2310000.00        | $1075349.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $133000.00         | $14694.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $656858.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $40926.00          | $19354.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0551 | 2055-12-01      | 5.5000%  | 0.0000% | $1054205.00        | $1074679.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  | 0.0000% | $480751.00         | $355080.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $679.93            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $230000.00         | $115274.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5766 | 2056-03-01      | 5.5000%  | 0.0000% | $3571471.00        | $3619774.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7144 | 2056-05-01      | 5.0000%  | 0.0000% | $1750417.00        | $1730645.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6259 | 2056-05-01      | 5.0000%  | 0.0000% | $1057899.00        | $1055337.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8752 | 2054-06-01      | 5.0000%  | 0.0000% | $1200000.00        | $1051816.76        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8198 | 2054-03-01      | 7.0000%  | 0.0000% | $15169.00          | $7729.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM5830 | 2034-04-01      | 3.5000%  | 0.0000% | $29000.00          | $4589.40           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3930 | 2035-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $324924.89         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $130000.00         | $66750.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8487 | 2054-05-01      | 5.5000%  | 0.0000% | $3075070.00        | $2424270.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3789 | 2056-03-01      | 5.5000%  | 0.0000% | $3786555.00        | $3829707.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $290000.00         | $85972.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $358415.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $88000.00          | $55623.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $413000.00         | $74133.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ9430 | 2051-01-01      | 2.5000%  | 0.0000% | $7500000.00        | $4234527.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0984 | 2040-10-01      | 6.0000%  | 0.0000% | $1304334.00        | $1219088.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL817416 | 2035-08-01      | 5.0000%  | 0.0000% | $4000400.00        | $7279.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8471 | 2052-09-01      | 4.5000%  | 0.0000% | $7162275.00        | $5260488.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA5078 | 2038-11-01      | 6.0000%  | 0.0000% | $842815.00         | $211402.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7942 | 2056-05-01      | 5.5000%  | 0.0000% | $10436934.00       | $10695140.91       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDG9958 | 2056-05-01      | 7.0000%  | 0.0000% | $4033118.00        | $4297976.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL844610 | 2035-12-01      | 6.0000%  | 0.0000% | $3170000.00        | $25461.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $12465.00          | $2177.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BM7888 | 2059-01-01      | 4.5000%  | 0.0000% | $1176206.00        | $1064604.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826057 | 2035-07-01      | 5.0000%  | 0.0000% | $1007615.00        | $20990.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9223 | 2056-05-01      | 5.5000%  | 0.0000% | $1134650.00        | $1152720.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $33853.12          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1333 | 2052-11-01      | 5.0000%  | 0.0000% | $10282503.00       | $7173575.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $10229129.00       | $7988748.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  | 0.0000% | $70000.00          | $4866.41           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0236 | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6168881.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9780 | 2055-08-01      | 6.0000%  | 0.0000% | $1666755.00        | $1358328.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1898 | 2048-06-01      | 4.5000%  | 0.0000% | $63162.00          | $11738.33          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  | 0.0000% | $403340.00         | $401931.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1424 | 2031-09-01      | 2.5000%  | 0.0000% | $1185000.00        | $120098.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6895 | 2040-11-01      | 5.0000%  | 0.0000% | $3273760.00        | $3207526.51        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8743 | 2055-10-01      | 7.5000%  | 0.0000% | $3523085.00        | $2734610.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8380 | 2055-05-01      | 6.0000%  | 0.0000% | $1677350.00        | $1587517.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4537 | 2040-07-01      | 5.0000%  | 0.0000% | $1541952.00        | $1353753.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8419 | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8803012.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  | 0.0000% | $758000.00         | $149581.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $1429.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3909 | 2056-01-01      | 4.0000%  | 0.0000% | $1003881.00        | $938789.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0175 | 2057-01-01      | 2.5000%  | 0.0000% | $125000.00         | $51021.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  | 0.0000% | $40000.00          | $5173.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $26544.00          | $979.39            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL740361 | 2033-10-01      | 5.0000%  | 0.0000% | $503418.00         | $2852.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7589 | 2046-07-01      | 3.5000%  | 0.0000% | $9350000.00        | $1899444.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD4206 | 2040-02-01      | 6.0000%  | 0.0000% | $2002992.00        | $1190033.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1282 | 2043-07-01      | 3.0000%  | 0.0000% | $32185.00          | $6828.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1100 | 2047-04-01      | 3.5000%  | 0.0000% | $55900.00          | $10619.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX5565 | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $48890.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0327 | 2049-11-01      | 3.5000%  | 0.0000% | $4106742.00        | $1503122.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $90000.00          | $15654.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2285 | 2045-06-01      | 3.5000%  | 0.0000% | $390000.00         | $83232.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $37581914.00       | $3307180.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $16913.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB2874 | 2038-11-01      | 6.0000%  | 0.0000% | $1900906.00        | $25608.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL928030 | 2037-01-01      | 6.0000%  | 0.0000% | $362448.00         | $4780.51           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $35000.00          | $1929.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1345.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $247000.00         | $164274.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $741.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $4944052.00        | $3478373.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5368 | 2053-07-01      | 6.0000%  | 0.0000% | $20000.00          | $10653.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6019 | 2053-02-01      | 5.5000%  | 0.0000% | $30594046.00       | $21629208.95       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  | 0.0000% | $37000.00          | $26773.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $31158000.00       | $10835029.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM0047 | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $35472.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $321453.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3339 | 2033-04-01      | 3.0000%  | 0.0000% | $46000.00          | $4564.40           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8878 | 2054-07-01      | 6.5000%  | 0.0000% | $28000000.00       | $18292093.37       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7520 | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $41979127.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $2759533.00        | $337142.44         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $105000.00         | $66893.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3597 | 2049-02-01      | 3.5000%  | 0.0000% | $25000.00          | $1793.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $103594.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2632 | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $99613.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $11000.00          | $4793.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3885 | 2056-01-01      | 5.0000%  | 0.0000% | $209346.00         | $194706.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG1521 | 2041-02-01      | 4.5000%  | 0.0000% | $1142077.00        | $1121634.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC9290 | 2041-04-01      | 5.0000%  | 0.0000% | $3709020.00        | $256176.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0263 | 2058-05-01      | 3.5000%  | 0.0000% | $9862124.00        | $3711381.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0552 | 2056-01-01      | 4.5000%  | 0.0000% | $100000.00         | $91131.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0016 | 2056-01-01      | 5.0000%  | 0.0000% | $1068459.00        | $1050522.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5119 | 2047-08-01      | 3.5000%  | 0.0000% | $34000.00          | $4485.82           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8872 | 2054-07-01      | 6.5000%  | 0.0000% | $93000.00          | $67617.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH1898 | 2056-06-01      | 6.0000%  | 0.0000% | $2437350.00        | $2549252.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5975 | 2041-02-01      | 3.5000%  | 0.0000% | $15569921.00       | $14561671.13       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH1541 | 2056-06-01      | 5.0000%  | 0.0000% | $3510657.00        | $3484031.79        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $121000.00         | $97994.73          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0002 | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $13772678.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0483 | 2040-05-01      | 6.0000%  | 0.0000% | $8126413.00        | $6576413.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1333 | 2040-10-01      | 6.0000%  | 0.0000% | $1754966.00        | $1764343.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDH0858 | 2056-05-01      | 4.5000%  | 0.0000% | $4767303.00        | $4588581.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1009 | 2055-09-01      | 5.5000%  | 0.0000% | $158491246.00      | $155721438.65      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  | 0.0000% | $750000.00         | $599489.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3034 | 2033-10-01      | 3.0000%  | 0.0000% | $7000.00           | $1292.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2708 | 2056-05-01      | 5.0000%  | 0.0000% | $114210445.00      | $112583004.17      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0412 | 2055-05-01      | 6.5000%  | 0.0000% | $15057756.00       | $13865829.89       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $6319838.00        | $4218442.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6110 | 2055-09-01      | 5.0000%  | 0.0000% | $953943.00         | $864186.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $85000.00          | $22308.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  | 0.0000% | $269537.00         | $176487.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5990 | 2055-07-01      | 5.5000%  | 0.0000% | $904630.00         | $744069.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV7888 | 2037-07-01      | 2.5000%  | 0.0000% | $245680.00         | $76727.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $13839758.99       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBY8004 | 2054-05-01      | 7.5000%  | 0.0000% | $2193912.00        | $590785.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $7835167.00        | $5360060.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4844 | 2035-12-01      | 2.0000%  | 0.0000% | $240000.00         | $100968.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7167 | 2053-09-01      | 5.5000%  | 0.0000% | $2003678.00        | $1838759.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD9543 | 2040-10-01      | 5.0000%  | 0.0000% | $5924574.00        | $5709547.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4544 | 2050-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $935602.75         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  | 0.0000% | $147000.00         | $21207.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | 0.0000% | $21000.00          | $7210.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6990 | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $26177.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA0599 | 2032-10-01      | 4.0000%  | 0.0000% | $58000.00          | $8859.84           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $10000.00          | $1215.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7392 | 2051-05-01      | 2.5000%  | 0.0000% | $826244.00         | $519736.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0352 | 2052-01-01      | 2.0000%  | 0.0000% | $205000.00         | $121141.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  | 0.0000% | $313644812.00      | $67530812.94       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $544932.00         | $365307.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $235000.00         | $165246.28         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5939 | 2055-08-01      | 7.0000%  | 0.0000% | $4406425.00        | $4068632.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5613 | 2055-07-01      | 6.0000%  | 0.0000% | $5512891.00        | $4984813.35        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $674077.00         | $182175.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4546 | 2049-11-01      | 3.0000%  | 0.0000% | $80000.00          | $22649.46          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  | 0.0000% | $300000.00         | $152726.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  | 0.0000% | $184411.00         | $41784.69          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8368 | 2051-08-01      | 2.0000%  | 0.0000% | $262000.00         | $153460.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  | 0.0000% | $130000.00         | $18304.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1774 | 2037-05-01      | 3.5000%  | 0.0000% | $500000.00         | $204667.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1445 | 2033-03-01      | 3.5000%  | 0.0000% | $25000000.00       | $4264338.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM6355 | 2050-08-01      | 4.5000%  | 0.0000% | $15000.00          | $3895.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2245547.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0361 | 2055-09-01      | 6.0000%  | 0.0000% | $3070058.00        | $3124969.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6340 | 2055-11-01      | 6.0000%  | 0.0000% | $1582382.00        | $1626867.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2802 | 2056-04-01      | 5.5000%  | 0.0000% | $2474725.00        | $2542659.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1350895.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0815 | 2055-10-01      | 5.0000%  | 0.0000% | $2599350.00        | $2549584.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5463 | 2045-07-01      | 3.5000%  | 0.0000% | $15000.00          | $1656.25           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0374 | 2055-09-01      | 5.5000%  | 0.0000% | $4414245.00        | $3890203.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ6625 | 2042-12-01      | 3.0000%  | 0.0000% | $62328.00          | $4481.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0299 | 2055-02-01      | 4.0000%  | 0.0000% | $913696.00         | $808611.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3279 | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $304467.40         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBX9454 | 2038-03-01      | 4.0000%  | 0.0000% | $850569.00         | $550646.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8093 | 2054-09-01      | 5.5000%  | 0.0000% | $2600117.00        | $1688161.75        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ0922 | 2047-10-01      | 3.0000%  | 0.0000% | $1521685.00        | $169866.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6000 | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1051201.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7118 | 2047-04-01      | 3.5000%  | 0.0000% | $310000.00         | $53593.57          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBW1982 | 2037-07-01      | 4.5000%  | 0.0000% | $226693.00         | $110156.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW7332 | 2052-09-01      | 3.5000%  | 0.0000% | $208445.00         | $176115.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV6617 | 2052-04-01      | 3.5000%  | 0.0000% | $5425981.00        | $4025195.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6736 | 2054-06-01      | 5.0000%  | 0.0000% | $1744269.00        | $1522658.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1067 | 2037-04-01      | 2.5000%  | 0.0000% | $500000.00         | $303659.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $3000.00           | $1790.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $47000.00          | $30471.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1040 | 2049-06-01      | 3.5000%  | 0.0000% | $395000.00         | $225672.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2459 | 2052-02-01      | 3.0000%  | 0.0000% | $500000.00         | $307093.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1993 | 2037-06-01      | 3.0000%  | 0.0000% | $300000.00         | $148648.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $23691.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $184599.00         | $3794.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAB0200 | 2039-01-01      | 5.5000%  | 0.0000% | $185000.00         | $6860.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLAB0460 | 2037-02-01      | 5.5000%  | 0.0000% | $74000.00          | $2238.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL990040 | 2038-09-01      | 6.0000%  | 0.0000% | $170086.00         | $733.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1611 | 2037-04-01      | 2.5000%  | 0.0000% | $699569.00         | $348659.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  | 0.0000% | $18000.00          | $12425.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4047 | 2042-12-01      | 3.5000%  | 0.0000% | $300000.00         | $212715.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA9592 | 2039-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $64954.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $741000.00         | $14468.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $28666.61          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0361 | 2039-09-01      | 6.0000%  | 0.0000% | $3900000.00        | $58402.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $260942.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $229953.00         | $3570.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $172000.00         | $36513.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $1200000.00        | $337900.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1709 | 2048-05-01      | 4.5000%  | 0.0000% | $5009028.00        | $353077.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0703 | 2056-01-01      | 6.5000%  | 0.0000% | $1127671.00        | $930921.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG3407 | 2056-04-01      | 6.0000%  | 0.0000% | $1602467.00        | $1670172.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $54000.00          | $11089.31          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $27915325.00       | $4802427.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM4186 | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $12410.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $14205000.00       | $4031869.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3628 | 2048-03-01      | 3.5000%  | 0.0000% | $22818420.00       | $5909935.77        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $10769482.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5658 | 2056-04-01      | 5.5000%  | 0.0000% | $1155170.00        | $1168900.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5302 | 2046-06-01      | 3.5000%  | 0.0000% | $62000.00          | $13863.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $26500.00          | $6286.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH1156 | 2056-05-01      | 5.5000%  | 0.0000% | $1689220.00        | $1711020.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDH2443 | 2041-06-01      | 6.5000%  | 0.0000% | $2031605.00        | $2129787.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL902126 | 2036-10-01      | 6.0000%  | 0.0000% | $738540.00         | $5483.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL931044 | 2039-04-01      | 5.0000%  | 0.0000% | $433865.00         | $14848.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH2190 | 2056-06-01      | 6.0000%  | 0.0000% | $1373500.00        | $1437849.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDH2445 | 2041-06-01      | 6.5000%  | 0.0000% | $1360493.00        | $1428663.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0853 | 2052-08-01      | 3.5000%  | 0.0000% | $17209724.00       | $14147761.53       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL969454 | 2038-01-01      | 5.0000%  | 0.0000% | $585000.00         | $3308.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH1907 | 2056-06-01      | 6.5000%  | 0.0000% | $2214916.00        | $2340631.43        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3964 | 2052-01-01      | 2.0000%  | 0.0000% | $11092430.00       | $8662429.03        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1584 | 2035-09-01      | 2.5000%  | 0.0000% | $3459656.00        | $2760496.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $1771286.00        | $1523492.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $16054794.00       | $14569672.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6197 | 2053-11-01      | 6.5000%  | 0.0000% | $116000.00         | $68373.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF2776 | 2041-03-01      | 4.0000%  | 0.0000% | $256716.00         | $247001.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $92361138.00       | $79740166.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8862 | 2047-02-01      | 3.5000%  | 0.0000% | $306968.00         | $34094.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4953 | 2030-05-01      | 3.0000%  | 0.0000% | $30000.00          | $1874.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7925 | 2056-05-01      | 5.0000%  | 0.0000% | $7550760.00        | $7481438.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3278 | 2047-12-01      | 5.0000%  | 0.0000% | $190000.00         | $35199.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1576897.41        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2940 | 2045-09-01      | 3.5000%  | 0.0000% | $255762.00         | $27016.42          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3930 | 2056-03-01      | 6.5000%  | 0.0000% | $1403837.00        | $1489426.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6422 | 2050-07-01      | 3.0000%  | 0.0000% | $404000.00         | $116819.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  | 0.0000% | $545205.00         | $590.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3639 | 2049-06-01      | 4.0000%  | 0.0000% | $228824.00         | $41747.11          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8525 | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $255550.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0268 | 2055-09-01      | 6.5000%  | 0.0000% | $10269116.00       | $9849339.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $148978.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3382 | 2051-08-01      | 2.0000%  | 0.0000% | $85000.00          | $53589.48          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8737 | 2036-04-01      | 2.0000%  | 0.0000% | $1100000.00        | $588404.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6669 | 2055-08-01      | 6.0000%  | 0.0000% | $9088599.00        | $9363559.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $16145000.00       | $3119738.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6894 | 2040-11-01      | 5.0000%  | 0.0000% | $1273000.00        | $1254354.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3992 | 2053-02-01      | 5.5000%  | 0.0000% | $140308589.00      | $94369562.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6888 | 2040-11-01      | 5.5000%  | 0.0000% | $2625745.00        | $2537399.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3204 | 2056-02-01      | 5.0000%  | 0.0000% | $1280750.00        | $1266536.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4646 | 2056-05-01      | 5.0000%  | 0.0000% | $2153102.00        | $2127018.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1840 | 2056-03-01      | 5.0000%  | 0.0000% | $8359480.00        | $8167281.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5150 | 2041-03-01      | 4.5000%  | 0.0000% | $1003524.00        | $985420.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7198 | 2056-05-01      | 5.0000%  | 0.0000% | $2665065.00        | $2642081.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG6722 | 2056-04-01      | 6.5000%  | 0.0000% | $1327232.00        | $1392705.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBQ7467 | 2052-01-01      | 3.5000%  | 0.0000% | $1747351.00        | $1467266.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8462 | 2056-05-01      | 5.0000%  | 0.0000% | $20241978.00       | $19975308.38       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6799 | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $582558.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  | 0.0000% | $7697962.00        | $36770.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7665 | 2056-04-01      | 4.5000%  | 0.0000% | $1582537.00        | $1523902.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  | 0.0000% | $59298179.00       | $24480873.49       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $383587.00         | $176688.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  | 0.0000% | $1525000.00        | $889328.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3141 | 2050-04-01      | 4.0000%  | 0.0000% | $31856591.00       | $19611926.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $5034000.00        | $3638814.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $31950588.00       | $7019724.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  | 0.0000% | $993411.00         | $582067.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0487 | 2040-10-01      | 5.0000%  | 0.0000% | $1156528.00        | $1089669.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $150805263.00      | $134616735.10      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $49000.00          | $27558.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $17000.00          | $1813.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2912 | 2056-04-01      | 5.0000%  | 0.0000% | $3069008.00        | $3026466.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9682 | 2056-01-01      | 6.0000%  | 0.0000% | $2703587.00        | $2780720.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3239 | 2050-08-01      | 3.5000%  | 0.0000% | $90000.00          | $57671.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8229 | 2055-08-01      | 5.0000%  | 0.0000% | $1804619.00        | $1729886.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9757 | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1026563.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0005 | 2052-07-01      | 3.5000%  | 0.0000% | $358893.00         | $303374.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9204 | 2056-02-01      | 6.0000%  | 0.0000% | $1108028.00        | $1149327.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1878 | 2056-02-01      | 4.5000%  | 0.0000% | $2010802.00        | $1928433.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $59658.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1573 | 2047-07-01      | 3.5000%  | 0.0000% | $36884514.00       | $8244204.47        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5115.91           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBM7882 | 2049-11-01      | 3.0000%  | 0.0000% | $1488614.00        | $1262539.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7442 | 2040-04-01      | 5.0000%  | 0.0000% | $814561.00         | $717377.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3065 | 2047-12-01      | 3.5000%  | 0.0000% | $345000.00         | $38870.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $288221.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4970 | 2040-04-01      | 5.0000%  | 0.0000% | $3400384.00        | $1753631.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0021 | 2055-06-01      | 6.0000%  | 0.0000% | $1443176.00        | $1087740.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1281048.00        | $1272535.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9062 | 2040-05-01      | 4.5000%  | 0.0000% | $70138.00          | $56124.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1441200.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8888 | 2054-12-01      | 5.5000%  | 0.0000% | $1123521.00        | $888726.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1105891.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0551 | 2040-05-01      | 6.0000%  | 0.0000% | $1999206.00        | $1708638.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $1420000.00        | $182919.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2562 | 2055-02-01      | 6.0000%  | 0.0000% | $2363468.00        | $2294855.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8287 | 2055-04-01      | 6.5000%  | 0.0000% | $6736988.00        | $5754439.54        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD2587 | 2055-01-01      | 4.0000%  | 0.0000% | $1208034.00        | $1112520.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $6357092.00        | $5097958.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0104 | 2055-06-01      | 6.0000%  | 0.0000% | $5542367.00        | $5325183.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC5674 | 2039-10-01      | 6.0000%  | 0.0000% | $1149193.00        | $703868.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4944 | 2046-09-01      | 3.5000%  | 0.0000% | $146539.00         | $11106.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1128 | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $46270.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6562 | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $15422.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  | 0.0000% | $5500000.00        | $1395602.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  | 0.0000% | $657591.00         | $65653.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $61376.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6340 | 2045-12-01      | 3.5000%  | 0.0000% | $1200000.00        | $215853.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD3343 | 2040-04-01      | 6.0000%  | 0.0000% | $1100000.00        | $40523.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $1844000.00        | $148769.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3246 | 2033-01-01      | 2.5000%  | 0.0000% | $75000.00          | $9333.19           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $25000000.00       | $1766130.79        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  | 0.0000% | $14300000.00       | $10634622.24       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9993 | 2054-03-01      | 6.5000%  | 0.0000% | $2466200.00        | $1893415.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8788 | 2054-08-01      | 6.5000%  | 0.0000% | $9570879.00        | $6320371.15        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $800000.00         | $540970.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0137 | 2055-01-25      | 6.5000%  | 0.0000% | $400811.00         | $266751.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $8000.00           | $1658.68           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4422 | 2050-10-01      | 2.5000%  | 0.0000% | $150000.00         | $54835.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4339.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5154 | 2052-03-01      | 3.5000%  | 0.0000% | $14222525.00       | $12921014.07       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $37718.00          | $1006.75           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0852 | 2056-01-01      | 5.5000%  | 0.0000% | $4643558.00        | $4692277.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $180227.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  | 0.0000% | $232700.00         | $3152.03           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $755000.00         | $417749.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1037 | 2032-04-01      | 3.0000%  | 0.0000% | $1475000.00        | $78911.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $690000.00         | $159123.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $11000.00          | $6812.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1555 | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $63498.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8210 | 2050-04-01      | 3.0000%  | 0.0000% | $240000.00         | $112247.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8673 | 2051-09-01      | 3.0000%  | 0.0000% | $1728724.00        | $1027370.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $2677481.00        | $1076703.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1587 | 2052-04-01      | 3.0000%  | 0.0000% | $1495000.00        | $971653.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1270 | 2052-03-01      | 3.5000%  | 0.0000% | $50000.00          | $32357.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9745 | 2036-11-01      | 2.5000%  | 0.0000% | $391289.00         | $207461.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8593 | 2056-01-01      | 5.5000%  | 0.0000% | $3416022.00        | $3402357.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3777 | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $853474.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $14498.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3521 | 2052-09-01      | 3.0000%  | 0.0000% | $4989000.00        | $4229600.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9345 | 2056-01-01      | 4.5000%  | 0.0000% | $1235831.00        | $1183942.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $147000.00         | $14830.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH0861 | 2056-05-01      | 5.0000%  | 0.0000% | $1433750.00        | $1415036.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8918 | 2056-05-01      | 5.0000%  | 0.0000% | $25184383.00       | $24983282.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $277000.00         | $135675.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9764 | 2056-06-01      | 6.0000%  | 0.0000% | $4016541.00        | $4188242.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG7633 | 2056-04-01      | 6.0000%  | 0.0000% | $3958284.00        | $4082854.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6017 | 2056-04-01      | 5.0000%  | 0.0000% | $3242757.00        | $3216528.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $41606.00          | $24752.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7364 | 2056-04-01      | 5.5000%  | 0.0000% | $1269966.00        | $1299090.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2617 | 2040-10-01      | 6.0000%  | 0.0000% | $1786621.00        | $52509.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $499433.00         | $74506.59          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640045 | 2032-06-01      | 7.5000%  | 0.0000% | $130732.00         | $2568.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT7096 | 2043-05-01      | 3.5000%  | 0.0000% | $104126.00         | $13229.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2770 | 2040-06-01      | 6.0000%  | 0.0000% | $1684750.00        | $1350656.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9543 | 2037-05-01      | 3.5000%  | 0.0000% | $5202228.00        | $532379.09         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4472 | 2054-08-01      | 6.5000%  | 0.0000% | $1942265.00        | $1633270.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $53751404.00       | $12612157.78       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7571 | 2045-01-01      | 3.5000%  | 0.0000% | $7000.00           | $615.52            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3938 | 2033-04-01      | 3.5000%  | 0.0000% | $6547.00           | $1200.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8774 | 2055-11-01      | 6.5000%  | 0.0000% | $7162702.00        | $6825019.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX1649 | 2044-10-01      | 3.5000%  | 0.0000% | $11750000.00       | $1957008.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $1649553.00        | $1210429.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAT0238 | 2043-03-01      | 2.5000%  | 0.0000% | $1334106.00        | $204928.22         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8487 | 2046-12-01      | 3.0000%  | 0.0000% | $9000.00           | $2244.35           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $1728425.00        | $18581.09          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $101000.00         | $10419.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $253000.00         | $1345.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL820341 | 2035-09-01      | 5.0000%  | 0.0000% | $3000000.00        | $14906.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL704509 | 2033-05-01      | 6.0000%  | 0.0000% | $5949442.00        | $109197.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $92721.00          | $82889.27          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  | 0.0000% | $6106822.00        | $5158674.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3372 | 2052-04-01      | 3.5000%  | 0.0000% | $2867983.00        | $2119842.95        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7696 | 2050-11-01      | 1.5000%  | 0.0000% | $150000.00         | $75916.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $54000.00          | $33876.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7877 | 2054-04-01      | 6.5000%  | 0.0000% | $15820000.00       | $9078097.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG9977 | 2056-05-01      | 4.5000%  | 0.0000% | $1682360.00        | $1619111.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB4042 | 2039-05-01      | 6.0000%  | 0.0000% | $1571104.00        | $837554.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6459 | 2054-03-01      | 5.5000%  | 0.0000% | $16059253.00       | $14595843.26       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9934 | 2056-05-01      | 6.0000%  | 0.0000% | $12869929.00       | $13264639.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX8612 | 2038-03-01      | 4.5000%  | 0.0000% | $136793.00         | $51464.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH0860 | 2056-05-01      | 5.0000%  | 0.0000% | $643642.00         | $635241.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5341 | 2049-03-01      | 4.5000%  | 0.0000% | $1195000.00        | $114985.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5575 | 2055-02-01      | 5.5000%  | 0.0000% | $2443592.00        | $2169715.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1916 | 2052-02-01      | 3.0000%  | 0.0000% | $6267923.00        | $4025498.06        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $100731.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7534 | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5164251.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH1576 | 2056-06-01      | 6.0000%  | 0.0000% | $1805602.00        | $1886597.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH2176 | 2056-06-01      | 6.5000%  | 0.0000% | $2525500.00        | $2688896.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $45000.00          | $29158.45          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA4987 | 2038-02-01      | 6.5000%  | 0.0000% | $1394537.00        | $663422.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $168000.00         | $132211.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ5895 | 2050-11-01      | 3.0000%  | 0.0000% | $1081050.00        | $839835.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1666 | 2051-09-01      | 2.5000%  | 0.0000% | $98009.00          | $58533.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0745 | 2036-06-01      | 2.5000%  | 0.0000% | $2041486.00        | $970929.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7956 | 2035-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2403114.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $70000.00          | $44465.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3677.18           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7587 | 2050-11-01      | 1.5000%  | 0.0000% | $305000.00         | $158570.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $39072065.00       | $24554610.08       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9148 | 2036-02-01      | 2.5000%  | 0.0000% | $200000.00         | $86940.13          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2948 | 2037-02-01      | 2.0000%  | 0.0000% | $63745193.00       | $34733781.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7367 | 2054-03-01      | 5.5000%  | 0.0000% | $245000.00         | $186330.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3395 | 2051-12-01      | 2.0000%  | 0.0000% | $191686.00         | $111718.18         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4515 | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $225647.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL9679 | 2035-06-01      | 4.0000%  | 0.0000% | $3659696.00        | $804675.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2550 | 2055-07-01      | 5.5000%  | 0.0000% | $2344535.00        | $2345601.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDE6934 | 2040-12-01      | 4.0000%  | 0.0000% | $238347.00         | $213774.11         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCB0232 | 2041-04-01      | 3.0000%  | 0.0000% | $8643733.00        | $5219888.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $24613052.00       | $24072726.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4634 | 2040-08-01      | 5.5000%  | 0.0000% | $1275095.00        | $1197293.12        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8090 | 2050-12-01      | 1.5000%  | 0.0000% | $70000.00          | $37063.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9428 | 2055-09-01      | 5.5000%  | 0.0000% | $821237.00         | $770574.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2676 | 2055-11-01      | 6.0000%  | 0.0000% | $5200307.00        | $5061939.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9515 | 2046-07-01      | 3.5000%  | 0.0000% | $545000.00         | $113342.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6027 | 2040-08-01      | 6.0000%  | 0.0000% | $96862.00          | $96259.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4737 | 2040-07-01      | 5.5000%  | 0.0000% | $1309639.00        | $1190288.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9697 | 2055-09-01      | 5.5000%  | 0.0000% | $8719145.00        | $8489470.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6307 | 2050-07-01      | 2.5000%  | 0.0000% | $25000.00          | $9644.68           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0204 | 2055-09-01      | 6.0000%  | 0.0000% | $1799969.00        | $1852561.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5976 | 2040-07-01      | 6.0000%  | 0.0000% | $68634.00          | $51732.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1766 | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2037288.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3543 | 2046-02-01      | 4.5000%  | 0.0000% | $291000.00         | $56094.23          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD9090 | 2055-05-01      | 4.0000%  | 0.0000% | $1050633.00        | $938787.25         | Agency Mortgage-Backed Securities |

### Security 259: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.640000%
- **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: ARP1I6LN6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I6LN6
- **C.18 - Value (incl. sponsor support):** $2645000000.00
- **C.18.a - Value (excl. sponsor support):** $2645000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CL697161                               | 2033-04-01      | 5.5000%  | 0.0000% | $35372.00          | $707.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL710653                               | 2033-05-01      | 5.0000%  | 0.0000% | $33391.00          | $59.75             | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 4.9658%  | 0.0000% | $200000.00         | $4141.67           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAW0744                               | 2044-03-01      | 4.5000%  | 0.0000% | $4000.00           | $108.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8992                               | 2044-07-01      | 4.5000%  | 0.0000% | $3000.00           | $284.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8196                               | 2044-02-01      | 4.5000%  | 0.0000% | $13451.00          | $860.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL678914                               | 2033-01-01      | 6.0000%  | 0.0000% | $2477188.00        | $4635.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3008                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $325.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5922                               | 2029-09-01      | 6.0000%  | 0.0000% | $31595.00          | $173.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL704869                               | 2033-01-01      | 5.5000%  | 0.0000% | $129372.00         | $123.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL9073                               | 2029-09-01      | 6.0000%  | 0.0000% | $48364.00          | $870.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $48000.00          | $2813.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL1443                               | 2029-10-01      | 5.5000%  | 0.0000% | $280558.00         | $816.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5369                               | 2044-05-01      | 4.5000%  | 0.0000% | $2000.00           | $75.20             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2660                               | 2055-11-01      | 5.5000%  | 0.0000% | $2918500.00        | $2939816.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $25000.00          | $2585.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831604                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $107.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL827953                               | 2035-05-01      | 6.0000%  | 0.0000% | $25540.00          | $384.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5848                               | 2053-03-01      | 5.5000%  | 0.0000% | $35899648.00       | $26443247.41       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL790968                               | 2034-09-01      | 4.5000%  | 0.0000% | $179093.00         | $3965.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL727201                               | 2033-08-01      | 4.5000%  | 0.0000% | $243000.00         | $1868.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6108                               | 2053-01-01      | 5.5000%  | 0.0000% | $2365732.00        | $1725833.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5152                               | 2054-11-01      | 5.5000%  | 0.0000% | $1499000.00        | $1396192.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8403                               | 2054-02-01      | 6.5000%  | 0.0000% | $9900.00           | $3940.37           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90690 G                               | 2042-06-01      | 3.5000%  | 0.0000% | $5735000.00        | $662818.59         | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL252926                               | 2029-12-01      | 8.0000%  | 0.0000% | $50000.00          | $18.03             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55740 G                               | 2030-01-01      | 7.0000%  | 0.0000% | $402542.00         | $653.11            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G                               | 2045-01-01      | 3.5000%  | 0.0000% | $11000.00          | $884.27            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614978                               | 2031-12-01      | 7.0000%  | 0.0000% | $111000.00         | $489.82            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313363                               | 2027-02-01      | 7.5000%  | 0.0000% | $82990000.00       | $2544.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $255000.00         | $431.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256752                               | 2027-06-01      | 6.0000%  | 0.0000% | $35000.00          | $54.53             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256962                               | 2027-11-01      | 6.0000%  | 0.0000% | $2050000.00        | $3794.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257452                               | 2028-11-01      | 6.0000%  | 0.0000% | $1692901.00        | $4876.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU0954                               | 2043-08-01      | 3.5000%  | 0.0000% | $32807.00          | $3414.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257339                               | 2048-07-01      | 6.0000%  | 0.0000% | $163882.00         | $959.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $575000.00         | $99.53             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL779381                               | 2034-06-01      | 5.5000%  | 0.0000% | $1210240.00        | $3211.98           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253037                               | 2030-02-01      | 7.5000%  | 0.0000% | $525000.00         | $262.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256676                               | 2027-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $709.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0442                               | 2043-03-01      | 3.0000%  | 0.0000% | $25639.00          | $3110.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125                               | 2028-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $2448.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256516                               | 2026-12-01      | 5.5000%  | 0.0000% | $1221265.00        | $397.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252570                               | 2029-07-01      | 6.5000%  | 0.0000% | $125300.00         | $73.37             | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $237.35            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CT256275                               | 2026-06-25      | 6.0000%  | 0.0000% | $558469.00         | $0.83              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254902                               | 2033-08-01      | 6.0000%  | 0.0000% | $50000.00          | $220.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL255554                               | 2034-12-04      | 5.5000%  | 0.0000% | $297435.00         | $2646.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256896                               | 2027-09-01      | 5.5000%  | 0.0000% | $465000.00         | $211.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256490                               | 2026-11-01      | 5.5000%  | 0.0000% | $1719742.00        | $509.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $250000.00         | $2327.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253836                               | 2031-06-01      | 6.0000%  | 0.0000% | $5779042.00        | $3730.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257367                               | 2028-09-01      | 5.5000%  | 0.0000% | $2174824.00        | $4751.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $70383.00          | $96.26             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH4095                               | 2047-10-01      | 4.0000%  | 0.0000% | $23155.00          | $2902.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7296                               | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $237.74            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL695533                               | 2027-06-01      | 8.0000%  | 0.0000% | $250000.00         | $405.90            | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $84.84             | Agency Collateralized Mortgage Obligation |
| FNRM RC064QH R01F064                               | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $3918.48           | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL644591                               | 2032-05-01      | 7.0000%  | 0.0000% | $212090.00         | $39.15             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5646                               | 2055-04-01      | 5.5000%  | 0.0000% | $3209052.00        | $3052630.99        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL641249                               | 2032-06-01      | 7.0000%  | 0.0000% | $104430.00         | $600.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672820                               | 2032-10-01      | 6.5000%  | 0.0000% | $46568.00          | $107.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL675815                               | 2032-12-01      | 5.5000%  | 0.0000% | $42689.00          | $815.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL749047                               | 2033-10-01      | 6.0000%  | 0.0000% | $1661084.00        | $4350.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL699381                               | 2033-04-01      | 5.5000%  | 0.0000% | $314961.00         | $2380.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL748115                               | 2033-10-01      | 6.0000%  | 0.0000% | $400000.00         | $2543.06           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HABL7244                               | 2030-06-01      | 4.3940%  | 0.0000% | $2999000.00        | $3004405.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL729713                               | 2033-08-01      | 4.5000%  | 0.0000% | $231304.00         | $2186.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY4301                               | 2044-12-01      | 4.0000%  | 0.0000% | $1600.00           | $396.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL730510                               | 2033-08-01      | 4.5000%  | 0.0000% | $89320.00          | $498.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711445                               | 2033-05-01      | 5.5000%  | 0.0000% | $5676.00           | $337.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL658351                               | 2033-05-01      | 6.0000%  | 0.0000% | $89266.00          | $645.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735126                               | 2034-12-01      | 6.5000%  | 0.0000% | $30000.00          | $247.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5665                               | 2043-09-01      | 4.5000%  | 0.0000% | $24038.00          | $1895.29           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL432061                               | 2028-06-01      | 7.0000%  | 0.0000% | $103993.00         | $2442.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL794633                               | 2034-10-01      | 5.5000%  | 0.0000% | $380038.00         | $4636.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257424                               | 2028-10-01      | 5.5000%  | 0.0000% | $1557860.00        | $2881.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252645                               | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $6.87              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254092                               | 2031-12-01      | 6.5000%  | 0.0000% | $92799.00          | $121.48            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL370777                               | 2027-06-01      | 7.5000%  | 0.0000% | $63176.00          | $28.77             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831679                               | 2036-08-01      | 6.5000%  | 0.0000% | $750000.00         | $3523.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323812                               | 2029-07-01      | 6.0000%  | 0.0000% | $7000.00           | $3.67              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW2045                               | 2044-04-01      | 4.5000%  | 0.0000% | $20178.00          | $1509.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $589617.00         | $1063.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $35000.00          | $1251.50           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254180                               | 2032-01-01      | 7.5000%  | 0.0000% | $4000400.00        | $359.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670551                               | 2032-08-01      | 6.5000%  | 0.0000% | $1489615.00        | $1690.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882533                               | 2036-05-01      | 6.0000%  | 0.0000% | $9101.00           | $21.57             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $13867.00          | $681.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL773597                               | 2034-08-01      | 6.5000%  | 0.0000% | $28279.00          | $607.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL252569                               | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $6.84              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL374459                               | 2027-03-01      | 6.5000%  | 0.0000% | $185700.00         | $5.42              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAX3613                               | 2045-01-01      | 3.0000%  | 0.0000% | $2000.00           | $307.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6367                               | 2056-03-01      | 6.0000%  | 0.0000% | $4821816.00        | $4971574.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5469                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $873.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC0746                               | 2039-09-01      | 5.0000%  | 0.0000% | $36583.00          | $898.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9751                               | 2045-01-01      | 6.0000%  | 0.0000% | $2261252.00        | $2088754.07        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0176                               | 2052-01-01      | 2.5000%  | 0.0000% | $750000.00         | $452731.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA4668                               | 2056-01-01      | 5.0000%  | 0.0000% | $1001.00           | $886.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2831                               | 2054-11-01      | 6.5000%  | 0.0000% | $3274000.00        | $2934081.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3077                               | 2054-12-01      | 5.5000%  | 0.0000% | $1022.00           | $871.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2909                               | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $881.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8719                               | 2039-12-01      | 4.5000%  | 0.0000% | $4415.00           | $132.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3386                               | 2048-06-01      | 5.0000%  | 0.0000% | $350000.00         | $22867.21          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA3484                               | 2048-08-01      | 6.0000%  | 0.0000% | $6897.00           | $509.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0494                               | 2030-08-01      | 5.0000%  | 0.0000% | $67000.00          | $1275.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2031                               | 2054-09-01      | 5.5000%  | 0.0000% | $5762904.00        | $5519903.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA8729                               | 2039-06-01      | 6.0000%  | 0.0000% | $160000.00         | $4158.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8517                               | 2039-12-01      | 5.0000%  | 0.0000% | $100000.00         | $3728.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9236                               | 2040-07-01      | 4.5000%  | 0.0000% | $27000.00          | $204.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510                               | 2043-07-01      | 4.0000%  | 0.0000% | $20888.00          | $2843.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2041.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1658                               | 2040-08-01      | 4.5000%  | 0.0000% | $14632.00          | $145.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7595                               | 2040-07-01      | 5.0000%  | 0.0000% | $428673.00         | $4274.31           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5143                               | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $2554.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1548                               | 2053-08-01      | 5.5000%  | 0.0000% | $1025.00           | $895.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD3650                               | 2040-03-01      | 5.0000%  | 0.0000% | $48000.00          | $1528.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4377                               | 2040-05-01      | 4.5000%  | 0.0000% | $2162.00           | $46.75             | Agency Mortgage-Backed Securities         |
| GNMI SF 589745 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $25511.00          | $191.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4584                               | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $619.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 737426 X                                   | 2040-09-15      | 4.0000%  | 0.0000% | $75000.00          | $2170.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 740435 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $4569.00           | $98.98             | Agency Mortgage-Backed Securities         |
| GNMI SF 485521 X                                   | 2031-06-15      | 6.0000%  | 0.0000% | $237000.00         | $473.07            | Agency Mortgage-Backed Securities         |
| GNMI SF 722513 X                                   | 2040-01-15      | 5.0000%  | 0.0000% | $25725.00          | $2040.50           | Agency Mortgage-Backed Securities         |
| GNRA 2025-101 LF                                   | 2055-06-20      | 4.8751%  | 0.0000% | $55000000.00       | $46041687.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-078 FE                                   | 2056-04-20      | 4.4751%  | 0.0000% | $82624768.00       | $81683733.90       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $380220.00         | $3871.55           | Agency Mortgage-Backed Securities         |
| GNRA 2026-026 KF                                   | 2056-02-20      | 4.5251%  | 0.0000% | $65206016.00       | $64494186.81       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAD6083                               | 2040-06-01      | 4.5000%  | 0.0000% | $14478.00          | $427.09            | Agency Mortgage-Backed Securities         |
| GNII SF CI7932 C                                   | 2051-11-20      | 2.5000%  | 0.0000% | $997000.00         | $570468.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7859                               | 2040-06-01      | 5.0000%  | 0.0000% | $25000.00          | $611.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE9319                               | 2040-12-01      | 4.5000%  | 0.0000% | $1396.00           | $37.95             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA3648                               | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $312.31            | Agency Mortgage-Backed Securities         |
| GNII SF MB0482 M                                   | 2055-07-20      | 4.0000%  | 0.0000% | $183343616.00      | $167795712.94      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4841                               | 2055-09-01      | 5.5000%  | 0.0000% | $1029.00           | $1009.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3508                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $789.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 744018 X                                   | 2041-01-15      | 5.0000%  | 0.0000% | $256922.00         | $2180.82           | Agency Mortgage-Backed Securities         |
| GNMI SF 717070 X                                   | 2039-05-15      | 5.0000%  | 0.0000% | $67541.00          | $2022.72           | Agency Mortgage-Backed Securities         |
| GNMI SP 783716 X                                   | 2043-02-15      | 3.0000%  | 0.0000% | $9059872.00        | $3201710.64        | Agency Mortgage-Backed Securities         |
| GNMI SF 606864 X                                   | 2033-10-15      | 6.0000%  | 0.0000% | $39524.00          | $93.85             | Agency Mortgage-Backed Securities         |
| GNMI SF 572493 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $161.29            | Agency Mortgage-Backed Securities         |
| GNMI SF 582153 X                                   | 2032-06-15      | 6.0000%  | 0.0000% | $70000.00          | $162.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 569801 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $66050.00          | $176.43            | Agency Mortgage-Backed Securities         |
| GNMI SF 580837 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $40000.00          | $705.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 579420 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $25000.00          | $136.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 603093 X                                   | 2033-09-15      | 5.0000%  | 0.0000% | $450000.00         | $2378.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 738240 X                                   | 2041-04-15      | 5.0000%  | 0.0000% | $109231.00         | $3074.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 723746 X                                   | 2040-04-15      | 5.0000%  | 0.0000% | $45000.00          | $1757.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 737898 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $25301.00          | $2346.76           | Agency Mortgage-Backed Securities         |
| GNII SF 757196 C                                   | 2040-12-20      | 4.0000%  | 0.0000% | $2996924.00        | $528996.99         | Agency Mortgage-Backed Securities         |
| GNMI SF 595077 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $146763.00         | $380.71            | Agency Mortgage-Backed Securities         |
| GNMI SF 577638 X                                   | 2032-08-15      | 6.0000%  | 0.0000% | $50000.00          | $82.33             | Agency Mortgage-Backed Securities         |
| GNMI SF 749747 X                                   | 2041-02-15      | 5.0000%  | 0.0000% | $20000.00          | $4133.11           | Agency Mortgage-Backed Securities         |
| GNAR AF 082478 M                                   | 2040-02-20      | 5.0000%  | 0.0000% | $1518998.00        | $38522.34          | Agency Mortgage-Backed Securities         |
| GNMI SF 740881 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $7147.00           | $854.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 736066 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $109701.00         | $1172.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M                                   | 2052-05-20      | 4.5000%  | 0.0000% | $100000000.00      | $68658925.86       | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01197 G                               | 2031-07-01      | 6.5000%  | 0.0000% | $216718.00         | $108.10            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55711 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $1108904.00        | $3034.09           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C09071 G                               | 2045-02-01      | 4.0000%  | 0.0000% | $15000.00          | $630.22            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08715 G                               | 2046-08-01      | 3.0000%  | 0.0000% | $28930.00          | $4251.59           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4650                               | 2046-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1058.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4657                               | 2046-03-01      | 4.5000%  | 0.0000% | $195000.00         | $16029.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8857                               | 2027-12-01      | 6.0000%  | 0.0000% | $8874932.00        | $17057.54          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01458 G                               | 2032-11-01      | 7.0000%  | 0.0000% | $142444.00         | $162.48            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3955                               | 2042-10-01      | 3.5000%  | 0.0000% | $67466.00          | $3543.41           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7781                               | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $198.27            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3106                               | 2042-05-01      | 3.5000%  | 0.0000% | $8000.00           | $940.99            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8576                               | 2048-10-01      | 4.0000%  | 0.0000% | $14000.00          | $945.35            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9012                               | 2045-02-01      | 4.0000%  | 0.0000% | $22886.00          | $3310.74           | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G                               | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $295.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4100                               | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1314.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1626                               | 2044-02-01      | 4.5000%  | 0.0000% | $86000.00          | $4883.69           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAT2297                               | 2043-03-01      | 2.5000%  | 0.0000% | $1125.00           | $287.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR4150                               | 2043-02-01      | 3.0000%  | 0.0000% | $25086.00          | $4311.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555000                               | 2032-10-01      | 6.0000%  | 0.0000% | $37825.00          | $232.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL608187                               | 2031-12-01      | 6.0000%  | 0.0000% | $184488.00         | $1289.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566834                               | 2031-07-01      | 6.5000%  | 0.0000% | $58528.00          | $65.65             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6276                               | 2041-04-01      | 5.0000%  | 0.0000% | $206000.00         | $2959.88           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL562328                               | 2031-01-01      | 7.0000%  | 0.0000% | $504874.00         | $191.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL479081                               | 2029-01-01      | 6.0000%  | 0.0000% | $1352134.00        | $759.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL567182                               | 2031-03-01      | 6.5000%  | 0.0000% | $40000.00          | $6.47              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL435082                               | 2028-07-01      | 6.0000%  | 0.0000% | $100000.00         | $238.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535136                               | 2029-10-01      | 6.0000%  | 0.0000% | $8000.00           | $5.26              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581157                               | 2031-04-01      | 6.5000%  | 0.0000% | $182298.00         | $84.89             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL609648                               | 2031-11-01      | 6.5000%  | 0.0000% | $89840.00          | $140.33            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL603617                               | 2031-09-01      | 7.0000%  | 0.0000% | $109771.00         | $20.40             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535300                               | 2030-05-01      | 6.5000%  | 0.0000% | $292499.00         | $118.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL615364                               | 2031-11-01      | 6.0000%  | 0.0000% | $50466.00          | $1162.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580077                               | 2031-09-01      | 6.5000%  | 0.0000% | $4691.00           | $0.20              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL627702                               | 2032-02-01      | 6.5000%  | 0.0000% | $49000.00          | $117.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579463                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002841.00        | $277.59            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581806                               | 2031-07-01      | 7.0000%  | 0.0000% | $254000.00         | $85.73             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4131                               | 2033-05-01      | 3.5000%  | 0.0000% | $33750000.00       | $7573245.33        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBL9574                               | 2027-12-01      | 1.0000%  | 0.0000% | $2000.00           | $1758.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3191                               | 2047-11-01      | 4.0000%  | 0.0000% | $45228.00          | $4597.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBM1257                               | 2037-04-01      | 2.5000%  | 0.0000% | $8750000.00        | $1528486.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL479502                               | 2029-04-01      | 6.5000%  | 0.0000% | $226503.00         | $58.07             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575645                               | 2031-03-01      | 6.0000%  | 0.0000% | $380000.00         | $29.63             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535154                               | 2030-01-01      | 7.0000%  | 0.0000% | $219323.00         | $54.56             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1983                               | 2040-12-01      | 4.0000%  | 0.0000% | $48948.00          | $2458.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4594                               | 2048-02-01      | 3.5000%  | 0.0000% | $30000.00          | $3701.58           | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $271.17            | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBL3335                               | 2029-09-01      | 2.9200%  | 0.0000% | $2000.00           | $1919.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1030                               | 2056-02-01      | 5.5000%  | 0.0000% | $5642240.00        | $5667394.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8485                               | 2054-05-01      | 5.5000%  | 0.0000% | $279677.00         | $241230.30         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $50000.00          | $4958.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735503                               | 2035-04-01      | 6.0000%  | 0.0000% | $449987072.00      | $3546118.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759090                               | 2034-01-01      | 6.0000%  | 0.0000% | $1543746.00        | $3935.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745514                               | 2036-01-01      | 6.5000%  | 0.0000% | $35000.00          | $463.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745283                               | 2036-01-01      | 5.5000%  | 0.0000% | $28000.00          | $328.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL673928                               | 2032-10-01      | 6.5000%  | 0.0000% | $109908.00         | $1773.37           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL648385                               | 2031-10-01      | 7.0000%  | 0.0000% | $209000.00         | $1901.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL740345                               | 2033-10-01      | 4.5000%  | 0.0000% | $27000.00          | $203.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL804556                               | 2034-12-01      | 4.5000%  | 0.0000% | $228300.00         | $2148.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL653359                               | 2032-09-01      | 6.5000%  | 0.0000% | $221003.00         | $312.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKBR6312                               | 2051-04-01      | 2.0000%  | 0.0000% | $6417032.00        | $4026422.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL673591                               | 2033-01-01      | 5.5000%  | 0.0000% | $38288.00          | $315.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL781300                               | 2034-07-01      | 6.5000%  | 0.0000% | $109994.00         | $259.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL733743                               | 2033-09-01      | 6.0000%  | 0.0000% | $1132212.00        | $1785.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831936                               | 2036-11-01      | 6.0000%  | 0.0000% | $144000.00         | $744.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $3000.00           | $129.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL814522                               | 2035-04-01      | 4.5000%  | 0.0000% | $117960.00         | $1390.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL610107                               | 2031-10-01      | 6.5000%  | 0.0000% | $26035.00          | $1.24              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX1611                               | 2044-08-01      | 3.5000%  | 0.0000% | $2141730.00        | $341351.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAW9153                               | 2044-07-01      | 5.0000%  | 0.0000% | $38000.00          | $4326.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY8351                               | 2045-05-01      | 4.0000%  | 0.0000% | $7000.00           | $183.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL652825                               | 2032-09-01      | 5.5000%  | 0.0000% | $48875.00          | $1581.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL651463                               | 2032-07-01      | 6.5000%  | 0.0000% | $108956.00         | $580.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555202                               | 2033-01-01      | 6.5000%  | 0.0000% | $479000.00         | $480.03            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL602391                               | 2031-08-01      | 7.0000%  | 0.0000% | $117315.00         | $257.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604845                               | 2031-05-01      | 6.0000%  | 0.0000% | $53789.00          | $464.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL676654                               | 2033-01-01      | 5.5000%  | 0.0000% | $1377000.00        | $2671.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505614                               | 2029-07-01      | 6.5000%  | 0.0000% | $260000.00         | $184.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8419                               | 2046-05-01      | 4.5000%  | 0.0000% | $24000.00          | $1904.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL563097                               | 2030-09-01      | 6.5000%  | 0.0000% | $280000.00         | $226.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL482402                               | 2029-02-01      | 6.0000%  | 0.0000% | $998617.00         | $2.73              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566818                               | 2031-05-01      | 6.5000%  | 0.0000% | $145800.00         | $169.44            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL597418                               | 2031-09-01      | 7.0000%  | 0.0000% | $116037.00         | $142.88            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606764                               | 2031-10-01      | 7.0000%  | 0.0000% | $240298.00         | $376.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL584932                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000100.00        | $860.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724940                               | 2033-06-01      | 5.5000%  | 0.0000% | $31160.00          | $437.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689416                               | 2033-02-01      | 5.5000%  | 0.0000% | $30614.00          | $35.74             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL651895                               | 2032-08-01      | 6.0000%  | 0.0000% | $1246000.00        | $1304.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL654871                               | 2032-08-01      | 6.5000%  | 0.0000% | $314398.00         | $102.51            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL648565                               | 2031-04-01      | 7.5000%  | 0.0000% | $681214.00         | $3223.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL684977                               | 2033-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $7614.15           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS2358                               | 2044-05-01      | 4.5000%  | 0.0000% | $21241.00          | $1070.53           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL616609                               | 2031-11-01      | 7.0000%  | 0.0000% | $114950.00         | $331.37            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3520                               | 2050-09-01      | 2.0000%  | 0.0000% | $3600.00           | $1662.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4371                               | 2045-02-01      | 3.5000%  | 0.0000% | $7000.00           | $1036.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL602518                               | 2031-09-01      | 6.0000%  | 0.0000% | $500000.00         | $248.86            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3944                               | 2053-05-01      | 4.5000%  | 0.0000% | $5466272.00        | $4144695.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL585061                               | 2031-10-01      | 6.5000%  | 0.0000% | $36788.00          | $122.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL601433                               | 2031-12-01      | 6.0000%  | 0.0000% | $60276.00          | $1421.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310138                               | 2040-06-01      | 5.0000%  | 0.0000% | $4000.00           | $279.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4223                               | 2053-10-01      | 6.5000%  | 0.0000% | $11761024.00       | $6928446.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256946                               | 2027-10-01      | 6.5000%  | 0.0000% | $1432911.00        | $2481.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL427832                               | 2028-05-01      | 6.0000%  | 0.0000% | $264148.00         | $312.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442263                               | 2028-10-01      | 6.0000%  | 0.0000% | $717125.00         | $1142.01           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q00093 G                               | 2041-04-01      | 4.0000%  | 0.0000% | $4657.00           | $275.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0822                               | 2041-10-01      | 4.5000%  | 0.0000% | $55000.00          | $3870.36           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323705                               | 2029-04-01      | 7.5000%  | 0.0000% | $1250000.00        | $293.80            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U91327 G                               | 2043-04-01      | 3.5000%  | 0.0000% | $27661720.00       | $3563934.47        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL595797                               | 2031-09-01      | 7.0000%  | 0.0000% | $226543.00         | $118.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535831                               | 2031-04-01      | 6.5000%  | 0.0000% | $478440.00         | $252.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580063                               | 2031-08-01      | 6.0000%  | 0.0000% | $10035812.00       | $4793.04           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8274                               | 2050-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2419.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7632                               | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $944.98            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80697 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $12270.00          | $105.84            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289                               | 2053-01-01      | 5.5000%  | 0.0000% | $2560.00           | $1770.72           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4289                               | 2053-11-01      | 5.5000%  | 0.0000% | $5709.00           | $4207.77           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9578                               | 2053-08-01      | 6.0000%  | 0.0000% | $29511872.00       | $17951790.70       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH6699                               | 2053-12-01      | 5.5000%  | 0.0000% | $8959040.00        | $5625657.32        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA9734                               | 2053-08-01      | 3.0000%  | 0.0000% | $4841.00           | $3712.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTRB1174                               | 2045-06-01      | 6.5000%  | 0.0000% | $4383704.00        | $3812872.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB1125                               | 2044-09-01      | 5.0000%  | 0.0000% | $1365460.00        | $1254883.39        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01383 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $344414.00         | $608.41            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3119                               | 2042-05-01      | 3.5000%  | 0.0000% | $3000.00           | $408.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3904                               | 2047-08-01      | 3.5000%  | 0.0000% | $19118.00          | $2708.65           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09070 G                               | 2037-09-01      | 6.5000%  | 0.0000% | $299674.00         | $751.71            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1359                               | 2056-04-01      | 5.0000%  | 0.0000% | $1002.00           | $998.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB0269                               | 2056-04-01      | 6.0000%  | 0.0000% | $2209732.00        | $2324277.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB5126                               | 2056-06-01      | 5.5000%  | 0.0000% | $3031.00           | $3078.27           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB3343                               | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1017.84           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A82829 G                               | 2038-11-01      | 6.0000%  | 0.0000% | $13396.00          | $45.00             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01186 G                               | 2031-06-01      | 6.0000%  | 0.0000% | $300000.00         | $218.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD5220                               | 2040-06-01      | 5.0000%  | 0.0000% | $35874.00          | $804.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2180                               | 2055-04-01      | 6.5000%  | 0.0000% | $1544006.00        | $1109993.84        | Agency Mortgage-Backed Securities         |
| GNII SF CK9592 C                                   | 2052-06-20      | 4.0000%  | 0.0000% | $597000.00         | $390397.66         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793                               | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1536.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8026                               | 2054-02-01      | 6.5000%  | 0.0000% | $230000.00         | $109662.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT929054                               | 2028-01-01      | 6.0000%  | 0.0000% | $183702.00         | $559.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ8650                               | 2048-01-01      | 3.5000%  | 0.0000% | $17000.00          | $4415.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0012                               | 2052-07-01      | 3.5000%  | 0.0000% | $5000.00           | $4143.60           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3429                               | 2032-04-01      | 4.4500%  | 0.0000% | $1000.00           | $1002.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3851                               | 2049-11-01      | 4.5000%  | 0.0000% | $18000.00          | $2038.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3478                               | 2056-01-01      | 6.0000%  | 0.0000% | $2055076.00        | $2112271.95        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4874                               | 2050-11-01      | 2.5000%  | 0.0000% | $808000.00         | $385940.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3076                               | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $862.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4527                               | 2055-04-01      | 5.5000%  | 0.0000% | $87740672.00       | $87263103.36       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4906                               | 2030-09-01      | 4.7100%  | 0.0000% | $1000.00           | $1013.65           | Agency Mortgage-Backed Securities         |
| 2.875 TVBD 27 A                                    | 2027-02-01      | 2.8750%  | 0.0000% | $3000.00           | $3008.42           | Agency Debentures and Agency Strips       |
| GNMI SF 606481 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $70000.00          | $1188.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 588142 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $83990.00          | $178.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 590477 X                                   | 2032-09-15      | 6.0000%  | 0.0000% | $45000.00          | $54.33             | Agency Mortgage-Backed Securities         |
| GNII SF DO4931 C                                   | 2056-01-20      | 6.0000%  | 0.0000% | $86459136.00       | $89280606.33       | Agency Mortgage-Backed Securities         |
| GNMI SF 569900 X                                   | 2032-06-15      | 6.0000%  | 0.0000% | $115236.00         | $339.13            | Agency Mortgage-Backed Securities         |
| GNMI SF 587345 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $61688.00          | $609.74            | Agency Mortgage-Backed Securities         |
| GNMI SF 579633 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $64000.00          | $100.35            | Agency Mortgage-Backed Securities         |
| GNMI SF 592889 X                                   | 2036-06-15      | 5.0000%  | 0.0000% | $40106.00          | $3278.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 569899 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $570000.00         | $584.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 572602 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $87131.00          | $199.74            | Agency Mortgage-Backed Securities         |
| GNMI SF 585123 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $75441.00          | $636.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 596673 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $85000.00          | $103.65            | Agency Mortgage-Backed Securities         |
| GNII SF DN8153 C                                   | 2055-10-20      | 5.0000%  | 0.0000% | $3416624.00        | $3136572.07        | Agency Mortgage-Backed Securities         |
| GNII SF MB0872 M                                   | 2056-01-20      | 5.5000%  | 0.0000% | $108017152.00      | $107847742.08      | Agency Mortgage-Backed Securities         |
| GNRA 2026-083 FA                                   | 2056-05-20      | 4.5945%  | 0.0000% | $189149952.00      | $188874478.27      | Agency Collateralized Mortgage Obligation |
| GNMI SF 588138 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $148323.00         | $667.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 605593 X                                   | 2034-12-15      | 5.0000%  | 0.0000% | $250000.00         | $1339.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 579138 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $118000.00         | $330.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 463251 X                                   | 2037-02-15      | 5.5000%  | 0.0000% | $23736.00          | $114.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 734434 X                                   | 2041-05-15      | 5.0000%  | 0.0000% | $66707.00          | $1794.45           | Agency Mortgage-Backed Securities         |
| GNMI SF 523001 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $75823.00          | $110.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4098                               | 2056-01-01      | 5.0000%  | 0.0000% | $26811000.00       | $26403292.85       | Agency Mortgage-Backed Securities         |
| FMAR 8D0247 G                                      | 2052-07-01      | 4.4330%  | 0.0000% | $1000.00           | $636.69            | Agency Mortgage-Backed Securities         |
| GNII SF DQ3793 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $2810244.00        | $2823827.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB3906                               | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9133                               | 2039-08-01      | 4.5000%  | 0.0000% | $25924.00          | $1641.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA9611                               | 2039-07-01      | 4.0000%  | 0.0000% | $58854.00          | $1207.15           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB3467                               | 2035-02-01      | 4.5000%  | 0.0000% | $300000000.00      | $5618535.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT995700                               | 2027-03-01      | 6.5000%  | 0.0000% | $5836772.00        | $469.43            | Agency Mortgage-Backed Securities         |
| GNMI SF 580869 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $138899.00         | $198.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2161                               | 2029-12-01      | 3.5000%  | 0.0000% | $11000.00          | $719.12            | Agency Mortgage-Backed Securities         |
| GNII SF AQ6679 C                                   | 2045-10-20      | 3.5000%  | 0.0000% | $3074000.00        | $673362.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD6378                               | 2040-05-01      | 5.5000%  | 0.0000% | $3000.00           | $187.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE7536                               | 2040-10-01      | 4.5000%  | 0.0000% | $30000.00          | $823.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 705633 X                                   | 2038-12-15      | 6.0000%  | 0.0000% | $4000000.00        | $31093.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1428                               | 2040-08-01      | 4.5000%  | 0.0000% | $6947.00           | $156.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD5524                               | 2040-05-01      | 4.5000%  | 0.0000% | $6720.00           | $439.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437                               | 2040-06-01      | 5.0000%  | 0.0000% | $39000.00          | $1535.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB4247                               | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2513                               | 2052-07-01      | 4.0000%  | 0.0000% | $1845000.00        | $1279117.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8476                               | 2056-03-01      | 5.5000%  | 0.0000% | $4721120.00        | $4751482.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1994                               | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0392                               | 2055-12-01      | 5.5000%  | 0.0000% | $19932704.00       | $19029470.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7472                               | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $989.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992033                               | 2038-10-01      | 6.0000%  | 0.0000% | $540000.00         | $777.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA8781                               | 2039-06-01      | 4.0000%  | 0.0000% | $49582.00          | $3990.05           | Agency Mortgage-Backed Securities         |
| GNII SF DR3190 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $10650368.00       | $10810025.29       | Agency Mortgage-Backed Securities         |
| GNMI SF 599762 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $65000.00          | $476.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2698                               | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2033.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1847                               | 2049-01-01      | 4.0000%  | 0.0000% | $7556400.00        | $4560918.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083                               | 2056-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4740.50           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1890                               | 2056-04-01      | 5.5000%  | 0.0000% | $1948268.00        | $1988254.77        | Agency Mortgage-Backed Securities         |
| GNRA 2023-103 FG                                   | 2053-07-20      | 4.6751%  | 0.0000% | $101610880.00      | $51112924.51       | Agency Collateralized Mortgage Obligation |
| GNMI SF 570675 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $25000.00          | $408.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA5192 M                                   | 2048-05-20      | 4.0000%  | 0.0000% | $7790368.00        | $630918.03         | Agency Mortgage-Backed Securities         |
| GNMI SF 600618 X                                   | 2037-01-15      | 5.5000%  | 0.0000% | $38142.00          | $2407.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 580979 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $50000.00          | $132.87            | Agency Mortgage-Backed Securities         |
| GNMI SF 585059 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $170000.00         | $150.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 605760 X                                   | 2034-11-15      | 5.0000%  | 0.0000% | $30000.00          | $1067.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 585099 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $65204.00          | $149.86            | Agency Mortgage-Backed Securities         |
| GNMI SF 569215 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $25000.00          | $64.31             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL447629                               | 2028-10-01      | 6.0000%  | 0.0000% | $54751.00          | $8.04              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL433663                               | 2028-10-01      | 6.0000%  | 0.0000% | $444387.00         | $607.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456791                               | 2029-01-01      | 6.0000%  | 0.0000% | $203492.00         | $32.96             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $241.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH1172                               | 2047-05-01      | 4.5000%  | 0.0000% | $3000.00           | $555.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL454969                               | 2029-01-01      | 6.0000%  | 0.0000% | $29446.00          | $34.30             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL437394                               | 2028-09-01      | 6.5000%  | 0.0000% | $30000.00          | $28.88             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL567640                               | 2031-02-01      | 6.0000%  | 0.0000% | $6500000.00        | $1131.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL496250                               | 2029-04-01      | 6.5000%  | 0.0000% | $200000.00         | $115.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535157                               | 2030-02-01      | 6.5000%  | 0.0000% | $22000.00          | $14.94             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5696                               | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $166.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $8000.00           | $781.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL7924                               | 2028-12-01      | 6.0000%  | 0.0000% | $13251.00          | $0.19              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7755                               | 2034-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1506.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMB0289                               | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3439.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1849                               | 2048-05-01      | 4.0000%  | 0.0000% | $1011736.00        | $500616.77         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ6497                               | 2038-02-01      | 4.8800%  | 0.0000% | $1000.00           | $1005.35           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8521                               | 2036-09-01      | 2.0000%  | 0.0000% | $1641000.00        | $838159.71         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5325                               | 2030-10-01      | 4.2900%  | 0.0000% | $1006.00           | $1003.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV1710                               | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $166.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8749                               | 2044-07-01      | 4.5000%  | 0.0000% | $3970.00           | $193.07            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9299                               | 2033-09-01      | 4.5800%  | 0.0000% | $1010.00           | $975.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $33000.00          | $147.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8312                               | 2055-03-01      | 6.5000%  | 0.0000% | $4055072.00        | $3182006.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD1594                               | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $4210.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6895                               | 2040-06-01      | 4.5000%  | 0.0000% | $5472.00           | $176.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $116000.00         | $2685.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0859                               | 2047-12-01      | 3.5000%  | 0.0000% | $22000.00          | $2947.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5540                               | 2050-04-01      | 3.0000%  | 0.0000% | $5911000.00        | $2228144.45        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC1329                               | 2039-03-01      | 4.5000%  | 0.0000% | $190206.00         | $1606.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7441                               | 2055-11-01      | 5.5000%  | 0.0000% | $1012.00           | $1007.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE8783                               | 2040-12-01      | 4.0000%  | 0.0000% | $49765.00          | $4824.19           | Agency Mortgage-Backed Securities         |
| GNRA 2024-205 AB                                   | 2064-03-16      | 3.0000%  | 0.0000% | $70254080.00       | $59792782.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-096 A                                    | 2039-01-16      | 2.2500%  | 0.0000% | $15511472.00       | $11550142.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-124 GE                                   | 2064-01-16      | 3.2500%  | 0.0000% | $97515392.00       | $82271224.34       | Agency Collateralized Mortgage Obligation |
| GNMI SF 582430 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $28845.00          | $178.34            | Agency Mortgage-Backed Securities         |
| GNMI SF 569681 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $125000.00         | $620.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995628                               | 2029-02-01      | 5.5000%  | 0.0000% | $145000.00         | $295.61            | Agency Mortgage-Backed Securities         |
| GNMI SF 571286 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $25000.00          | $71.90             | Agency Mortgage-Backed Securities         |
| GNMI SF 582403 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $125000.00         | $525.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA2139                               | 2039-01-01      | 5.0000%  | 0.0000% | $39433.00          | $278.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 577734 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $89658.00          | $45.12             | Agency Mortgage-Backed Securities         |
| GNMI SF 577982 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $48237.00          | $960.74            | Agency Mortgage-Backed Securities         |
| GNMI SF 581642 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $53080.00          | $1170.62           | Agency Mortgage-Backed Securities         |
| GNMI SF 591304 X                                   | 2032-09-15      | 6.0000%  | 0.0000% | $99986.00          | $547.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1288                               | 2052-06-01      | 4.0000%  | 0.0000% | $24799936.00       | $16045944.06       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1468                               | 2046-11-01      | 3.0000%  | 0.0000% | $5250000.00        | $1602536.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6528                               | 2046-01-01      | 4.0000%  | 0.0000% | $3186332.00        | $2618068.71        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.1073%  | 0.0000% | $1000000.00        | $807.67            | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA3384                               | 2050-08-01      | 3.0000%  | 0.0000% | $8000.00           | $2410.19           | Agency Mortgage-Backed Securities         |
| GNMI SF 603341 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $77.59             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3527                               | 2048-11-01      | 5.0000%  | 0.0000% | $20000.00          | $1538.66           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80852 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $15952.00          | $290.36            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H01774 G                               | 2037-09-01      | 6.5000%  | 0.0000% | $1205000.00        | $2172.87           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01364 G                               | 2032-06-01      | 6.5000%  | 0.0000% | $374963.00         | $463.79            | Agency Mortgage-Backed Securities         |
| FEPC 09.500 CLZI1642                               | 2027-09-01      | 9.5000%  | 0.0000% | $400000.00         | $3218.38           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01306 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $217000.00         | $223.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7171                               | 2054-12-01      | 5.5000%  | 0.0000% | $168000.00         | $151811.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6742                               | 2054-06-01      | 5.5000%  | 0.0000% | $1504.00           | $1164.54           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543                               | 2051-08-01      | 2.5000%  | 0.0000% | $3352568.00        | $1881146.54        | Agency Mortgage-Backed Securities         |
| GNRA 2026-083 BF                                   | 2055-06-20      | 4.4251%  | 0.0000% | $92098688.00       | $92614098.28       | Agency Collateralized Mortgage Obligation |
| GNII SF DI6708 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $210529.00         | $219461.79         | Agency Mortgage-Backed Securities         |
| GNMI SF 596763 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $180000.00         | $538.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7923                               | 2052-09-01      | 4.5000%  | 0.0000% | $1005.00           | $703.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL661968                               | 2032-10-01      | 6.5000%  | 0.0000% | $122806.00         | $365.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692                               | 2043-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1080.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7170                               | 2046-05-01      | 3.5000%  | 0.0000% | $555000.00         | $44696.91          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH0304                               | 2047-04-01      | 4.5000%  | 0.0000% | $19415.00          | $980.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0178                               | 2046-01-01      | 4.5000%  | 0.0000% | $32931.00          | $2472.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL763527                               | 2034-02-01      | 6.5000%  | 0.0000% | $170000.00         | $1871.66           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL747417                               | 2033-10-01      | 6.0000%  | 0.0000% | $1168627.00        | $2325.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL674952                               | 2032-12-01      | 5.5000%  | 0.0000% | $157861.00         | $1456.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254199                               | 2032-01-01      | 6.5000%  | 0.0000% | $94500.00          | $117.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729535                               | 2033-07-01      | 5.5000%  | 0.0000% | $41207.00          | $114.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255771                               | 2035-06-01      | 6.0000%  | 0.0000% | $316769.00         | $4943.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745092                               | 2035-07-01      | 6.5000%  | 0.0000% | $207900.00         | $2234.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL659325                               | 2032-10-01      | 5.5000%  | 0.0000% | $30142.00          | $594.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3839                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $215.84            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254379                               | 2032-07-01      | 7.0000%  | 0.0000% | $626645.00         | $1303.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639625                               | 2032-02-01      | 6.0000%  | 0.0000% | $23585.00          | $678.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256600                               | 2027-02-01      | 5.5000%  | 0.0000% | $850000.00         | $546.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI4291                               | 2041-06-01      | 4.5000%  | 0.0000% | $5000.00           | $297.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL613922                               | 2031-12-01      | 6.0000%  | 0.0000% | $110000.00         | $461.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL596460                               | 2031-08-01      | 6.0000%  | 0.0000% | $148431.00         | $1675.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL629224                               | 2032-02-01      | 5.5000%  | 0.0000% | $31791.00          | $625.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8157                               | 2046-10-01      | 4.5000%  | 0.0000% | $17000.00          | $2243.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL656871                               | 2032-08-01      | 6.5000%  | 0.0000% | $90000.00          | $270.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX4887                               | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $233.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL667972                               | 2032-10-01      | 5.5000%  | 0.0000% | $24129.00          | $460.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL629303                               | 2032-02-01      | 6.0000%  | 0.0000% | $77750.00          | $136.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL731793                               | 2033-09-01      | 6.5000%  | 0.0000% | $120000.00         | $131.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL767378                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $3018.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $54000.00          | $4918.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745875                               | 2036-09-01      | 6.5000%  | 0.0000% | $830000.00         | $4795.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL772103                               | 2033-09-01      | 6.0000%  | 0.0000% | $1049028.00        | $3397.54           | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $645.11            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL745408                               | 2036-01-01      | 6.5000%  | 0.0000% | $30631.00          | $374.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1059                               | 2041-06-01      | 4.5000%  | 0.0000% | $91000.00          | $2436.94           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $63.86             | Agency Collateralized Mortgage Obligation |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1568.45           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2030-11-15      | 4.2073%  | 0.0000% | $46200000.00       | $170.08            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CNRD5261                               | 2035-09-01      | 5.5000%  | 0.0000% | $8690576.00        | $7017398.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9635                               | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $722.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252439                               | 2029-04-01      | 6.5000%  | 0.0000% | $58500.00          | $31.34             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253642                               | 2031-02-01      | 7.0000%  | 0.0000% | $346401.00         | $275.01            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2621                               | 2050-05-01      | 4.0000%  | 0.0000% | $22000.00          | $3626.07           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0426                               | 2045-11-01      | 3.5000%  | 0.0000% | $25000.00          | $3654.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524                               | 2055-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3950.82           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347                               | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $804.94            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347                               | 2053-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1609.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494                               | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1576.68           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4628                               | 2047-10-01      | 3.5000%  | 0.0000% | $14903.00          | $4127.38           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1037                               | 2049-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1383.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190370                               | 2036-06-01      | 6.0000%  | 0.0000% | $43000.00          | $309.61            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $337.92            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLZI8285                               | 2038-11-01      | 5.5000%  | 0.0000% | $22159900.00       | $108117.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408                               | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1402.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL824324                               | 2035-06-01      | 6.0000%  | 0.0000% | $3551.00           | $14.98             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL751182                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $4258.59           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09117 G                               | 2037-11-01      | 6.5000%  | 0.0000% | $300000.00         | $878.24            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01310 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $49100.00          | $65.03             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7894                               | 2044-03-01      | 4.5000%  | 0.0000% | $106000.00         | $3268.73           | Agency Mortgage-Backed Securities         |
| FMAR 2B1620 G                                      | 2043-08-01      | 6.3900%  | 0.0000% | $1000.00           | $38.69             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01188 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $300634.00         | $132.37            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09098 G                               | 2037-10-01      | 6.5000%  | 0.0000% | $401000.00         | $846.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636846                               | 2032-03-01      | 6.5000%  | 0.0000% | $306000.00         | $470.45            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL596270                               | 2031-08-01      | 7.5000%  | 0.0000% | $876866.00         | $2573.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM4146                               | 2029-12-01      | 5.5000%  | 0.0000% | $37135.00          | $208.90            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0808                               | 2034-04-01      | 4.7200%  | 0.0000% | $1000.00           | $1010.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1053                               | 2048-01-01      | 3.5000%  | 0.0000% | $29000.00          | $3999.42           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $1886.56           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL825940                               | 2035-07-01      | 6.0000%  | 0.0000% | $30622.00          | $305.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL822508                               | 2035-05-01      | 6.5000%  | 0.0000% | $27000.00          | $85.36             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL836456                               | 2035-10-01      | 6.0000%  | 0.0000% | $25551.00          | $101.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3954                               | 2030-03-01      | 3.0000%  | 0.0000% | $1020000.00        | $94249.98          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4141                               | 2049-09-01      | 3.0000%  | 0.0000% | $2280000.00        | $646283.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA2688                               | 2048-04-01      | 3.0000%  | 0.0000% | $27000.00          | $4949.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2190                               | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $145.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5632                               | 2053-09-01      | 5.5000%  | 0.0000% | $1554000.00        | $1284266.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB4816                               | 2056-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6258                               | 2034-01-01      | 4.5000%  | 0.0000% | $7271032.00        | $3553768.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4981                               | 2053-08-01      | 5.0000%  | 0.0000% | $25866912.00       | $25137589.39       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0756                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $722.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5945                               | 2056-01-01      | 5.5000%  | 0.0000% | $24334144.00       | $23430968.32       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988936                               | 2038-08-01      | 6.0000%  | 0.0000% | $161746.00         | $1150.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7937                               | 2037-01-01      | 4.5000%  | 0.0000% | $20623.00          | $207.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC1921                               | 2039-09-01      | 4.0000%  | 0.0000% | $8217.00           | $277.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA9762                               | 2039-07-01      | 5.5000%  | 0.0000% | $30872.00          | $675.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCB9056                               | 2044-08-01      | 6.5000%  | 0.0000% | $1945306.00        | $1331694.83        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3222                               | 2039-04-01      | 4.0000%  | 0.0000% | $34795.00          | $2150.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9154                               | 2039-08-01      | 4.5000%  | 0.0000% | $25013.00          | $2231.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4434                               | 2042-02-01      | 3.5000%  | 0.0000% | $13200000.00       | $1956585.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL987000                               | 2038-07-01      | 5.0000%  | 0.0000% | $1198884.00        | $4694.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC7260                               | 2039-09-01      | 4.0000%  | 0.0000% | $50498.00          | $3519.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7681                               | 2039-06-01      | 4.5000%  | 0.0000% | $14000.00          | $149.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9960                               | 2055-02-01      | 5.0000%  | 0.0000% | $55796736.00       | $50777820.03       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HIBZ6757                               | 2041-04-01      | 4.9200%  | 0.0000% | $4000.00           | $4040.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2701                               | 2054-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3762.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5088                               | 2055-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2821.83           | Agency Mortgage-Backed Securities         |
| FMAR 8D0240 G                                      | 2052-06-01      | 3.9300%  | 0.0000% | $1000.00           | $674.54            | Agency Mortgage-Backed Securities         |
| GNII SF DO0913 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $903034.00         | $932523.04         | Agency Mortgage-Backed Securities         |
| GNRA 2021-175 DF                                   | 2051-10-20      | 3.5000%  | 0.0000% | $2040000.00        | $1445128.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-107 WX                                   | 2039-07-20      | 6.4584%  | 0.0000% | $13406832.00       | $928748.69         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CTAE0213                               | 2029-12-01      | 5.5000%  | 0.0000% | $492433.00         | $2215.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138                               | 2053-09-01      | 5.5000%  | 0.0000% | $1280.00           | $896.67            | Agency Mortgage-Backed Securities         |
| GNRM 2021-030 KC                                   | 2051-02-20      | 1.5000%  | 0.0000% | $136872704.00      | $73904709.50       | Agency Collateralized Mortgage Obligation |
| GNMI SF 582401 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $152110.00         | $484.08            | Agency Mortgage-Backed Securities         |
| GNMI SF 580684 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $125000.00         | $676.20            | Agency Mortgage-Backed Securities         |
| GNMI SF 606128 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $334734.00         | $2365.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $11000.00          | $1099.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 580982 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $57566.00          | $445.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 591280 X                                   | 2032-08-15      | 6.0000%  | 0.0000% | $53409.00          | $245.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAB8142                               | 2037-10-01      | 5.0000%  | 0.0000% | $1351308.00        | $55346.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0706                               | 2031-04-01      | 4.5000%  | 0.0000% | $200000.00         | $3969.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 721292 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $67300.00          | $3301.76           | Agency Mortgage-Backed Securities         |
| GNMI SF 733801 X                                   | 2040-07-15      | 5.0000%  | 0.0000% | $47429.00          | $3988.71           | Agency Mortgage-Backed Securities         |
| GNMI SF 721542 X                                   | 2040-04-15      | 5.0000%  | 0.0000% | $9600.00           | $697.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 737989 X                                   | 2040-12-15      | 4.0000%  | 0.0000% | $25000.00          | $1543.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 740090 X                                   | 2040-11-15      | 4.0000%  | 0.0000% | $25000.00          | $4170.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL453863                               | 2028-12-01      | 6.0000%  | 0.0000% | $590000.00         | $248.57            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL398337                               | 2028-04-01      | 7.5000%  | 0.0000% | $91000.00          | $116.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL434957                               | 2028-07-01      | 6.0000%  | 0.0000% | $670000.00         | $159.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL413212                               | 2028-03-01      | 6.0000%  | 0.0000% | $494627.00         | $70.94             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759                               | 2032-07-01      | 6.5000%  | 0.0000% | $3287953.00        | $4025.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL440738                               | 2028-12-01      | 6.0000%  | 0.0000% | $224818.00         | $82.59             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL481162                               | 2029-01-01      | 6.0000%  | 0.0000% | $54008.00          | $16.71             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL429544                               | 2028-06-01      | 6.0000%  | 0.0000% | $122000.00         | $88.56             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4128.49           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL508677                               | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $2041.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $8000.00           | $1427.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL452026                               | 2028-11-01      | 6.5000%  | 0.0000% | $33000.00          | $3.41              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL8062                               | 2029-06-01      | 5.5000%  | 0.0000% | $133067.00         | $42.59             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535475                               | 2029-03-01      | 6.0000%  | 0.0000% | $120330.00         | $47.07             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535823                               | 2031-04-01      | 6.5000%  | 0.0000% | $113070.00         | $53.28             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL405865                               | 2027-11-01      | 7.5000%  | 0.0000% | $57000.00          | $59.08             | Agency Mortgage-Backed Securities         |
| GNII SF DR6687 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $3825308.00        | $3887227.41        | Agency Mortgage-Backed Securities         |
| GNMI SF 471296 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $25000.00          | $191.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 429788 X                                   | 2033-12-15      | 6.0000%  | 0.0000% | $25000.00          | $14.53             | Agency Mortgage-Backed Securities         |
| GNMI SF 740068 X                                   | 2040-09-15      | 4.0000%  | 0.0000% | $25000.00          | $2849.45           | Agency Mortgage-Backed Securities         |
| GNMI SF 595079 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $100000.00         | $835.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 577422 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $70000.00          | $239.30            | Agency Mortgage-Backed Securities         |
| GNMI SF 603325 X                                   | 2032-12-15      | 5.5000%  | 0.0000% | $25000.00          | $57.06             | Agency Mortgage-Backed Securities         |
| GNMI SF 575246 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $100192.00         | $448.10            | Agency Mortgage-Backed Securities         |
| GNII SF DN7807 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $680096.00         | $727099.49         | Agency Mortgage-Backed Securities         |
| GNII SF DP3111 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $9000000.00        | $9107876.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTB2286                               | 2056-05-01      | 6.5000%  | 0.0000% | $1001.00           | $1051.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8603                               | 2056-03-01      | 5.5000%  | 0.0000% | $1036658.00        | $1046239.58        | Agency Mortgage-Backed Securities         |
| GNMI SF 585098 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $50005.00          | $217.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2647                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2241                               | 2056-05-01      | 5.5000%  | 0.0000% | $1002.00           | $1015.53           | Agency Mortgage-Backed Securities         |
| GNPL PN DO7373                                     | 2061-05-15      | 4.9500%  | 0.0000% | $20733536.00       | $20889700.99       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $10000.00          | $240.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 711221 X                                   | 2040-03-15      | 4.5000%  | 0.0000% | $3119008.00        | $311988.01         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT888281                               | 2027-04-01      | 6.0000%  | 0.0000% | $450000.00         | $287.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT985603                               | 2027-03-01      | 5.5000%  | 0.0000% | $1075366.00        | $1782.40           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2080                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.80            | Agency Mortgage-Backed Securities         |
| GNMI SF 592593 X                                   | 2033-02-15      | 6.0000%  | 0.0000% | $103626.00         | $497.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL633323                               | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $2040.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $108000.00         | $3228.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL4323                               | 2043-11-01      | 4.5000%  | 0.0000% | $9969.00           | $611.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579160                               | 2031-04-01      | 6.5000%  | 0.0000% | $660000.00         | $540.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL8209                               | 2028-11-01      | 6.0000%  | 0.0000% | $225191.00         | $719.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628193                               | 2032-02-01      | 6.5000%  | 0.0000% | $141800.00         | $148.62            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254416                               | 2032-06-01      | 7.5000%  | 0.0000% | $2099702.00        | $2138.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL632768                               | 2032-02-01      | 6.5000%  | 0.0000% | $60000.00          | $208.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8204                               | 2046-03-01      | 4.5000%  | 0.0000% | $8756.00           | $205.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9432                               | 2046-10-01      | 3.0000%  | 0.0000% | $1368000.00        | $318680.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8854                               | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $1976.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8932                               | 2041-04-01      | 4.5000%  | 0.0000% | $128000.00         | $3080.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5930                               | 2043-01-01      | 4.5000%  | 0.0000% | $13000.00          | $1057.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636758                               | 2032-05-01      | 6.5000%  | 0.0000% | $154000.00         | $84.10             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256517                               | 2026-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $332.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ8203                               | 2042-01-01      | 4.5000%  | 0.0000% | $36000.00          | $3248.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545998                               | 2032-11-01      | 6.0000%  | 0.0000% | $42864.00          | $72.05             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL576868                               | 2031-06-01      | 6.0000%  | 0.0000% | $2000000.00        | $4748.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZL310113                               | 2042-01-01      | 4.0000%  | 0.0000% | $9817.00           | $309.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545762                               | 2032-07-01      | 6.5000%  | 0.0000% | $1669933.00        | $1769.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL637274                               | 2032-05-01      | 6.5000%  | 0.0000% | $17000.00          | $164.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQAL7167                               | 2041-01-01      | 4.0000%  | 0.0000% | $72514.00          | $4150.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL572221                               | 2031-03-01      | 6.0000%  | 0.0000% | $2012204.00        | $1317.06           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL7800                               | 2030-11-01      | 2.5000%  | 0.0000% | $4000.00           | $339.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1405                               | 2041-09-01      | 4.0000%  | 0.0000% | $37832.00          | $2489.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH4068                               | 2041-02-01      | 4.5000%  | 0.0000% | $5429.00           | $186.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579800                               | 2031-05-01      | 6.0000%  | 0.0000% | $4004343.00        | $4281.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1319                               | 2041-10-01      | 4.5000%  | 0.0000% | $170000.00         | $4215.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9031                               | 2046-08-01      | 3.0000%  | 0.0000% | $3380.00           | $702.05            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313182                               | 2026-10-01      | 7.5000%  | 0.0000% | $64420.00          | $0.42              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4133                               | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $121.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB7818                               | 2054-08-01      | 5.0000%  | 0.0000% | $1065744.00        | $961408.17         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4441                               | 2051-07-01      | 2.0000%  | 0.0000% | $7127120.00        | $4191284.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3401                               | 2054-05-01      | 5.5000%  | 0.0000% | $488644.00         | $383372.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8206                               | 2043-01-01      | 4.5000%  | 0.0000% | $11000.00          | $1260.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0846                               | 2054-03-01      | 6.0000%  | 0.0000% | $2004524.00        | $1594309.69        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP4887                               | 2042-09-01      | 3.5000%  | 0.0000% | $73780.00          | $3594.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6745                               | 2044-08-01      | 4.0000%  | 0.0000% | $3000.00           | $333.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $1210000.00        | $1112.79           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAH9719                               | 2041-04-01      | 4.5000%  | 0.0000% | $54000.00          | $2493.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $41000.00          | $4611.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8217                               | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1400.63           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD3089                               | 2051-11-01      | 3.5000%  | 0.0000% | $1444130.00        | $263648.52         | Agency Mortgage-Backed Securities         |
| FKAR WV0196                                        | 2032-12-01      | 4.1680%  | 0.0000% | $1000.00           | $1001.37           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA5511                               | 2049-12-01      | 2.5000%  | 0.0000% | $4079.00           | $1106.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5297                               | 2054-04-01      | 6.0000%  | 0.0000% | $325000.00         | $243356.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128                               | 2053-06-01      | 5.0000%  | 0.0000% | $2018.00           | $1645.75           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01437 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $106365.00         | $286.24            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0296                               | 2050-03-01      | 4.0000%  | 0.0000% | $81424800.00       | $15320099.51       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599                               | 2045-01-01      | 3.5000%  | 0.0000% | $18000.00          | $1445.18           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4626                               | 2045-08-01      | 3.5000%  | 0.0000% | $34000.00          | $3100.94           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01325 G                               | 2032-01-01      | 7.5000%  | 0.0000% | $26711.00          | $38.51             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08775 G                               | 2047-08-01      | 4.0000%  | 0.0000% | $3000.00           | $310.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE9432                               | 2040-12-01      | 4.0000%  | 0.0000% | $346316.00         | $2711.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0227                               | 2034-05-01      | 5.5000%  | 0.0000% | $26000.00          | $232.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0947                               | 2038-10-01      | 6.0000%  | 0.0000% | $1145544.00        | $19718.83          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD7140                               | 2040-07-01      | 5.5000%  | 0.0000% | $53808.00          | $2012.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBW7629                               | 2042-08-01      | 4.0000%  | 0.0000% | $1136758.00        | $768857.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFM1196                               | 2029-09-01      | 6.0000%  | 0.0000% | $10303.00          | $247.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM1819                               | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $3671657.00        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5361                               | 2030-10-01      | 4.2850%  | 0.0000% | $1000.00           | $997.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $3000.00           | $191.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 REAC5864                               | 2040-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $1475.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $206.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT3434                               | 2043-10-01      | 3.0000%  | 0.0000% | $28463.00          | $1140.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8963                               | 2046-11-01      | 3.0000%  | 0.0000% | $24000.00          | $4204.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1670                               | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $88.74             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5241                               | 2044-02-01      | 4.5000%  | 0.0000% | $6165.00           | $242.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU7258                               | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $170.95            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTCB7266                               | 2043-10-01      | 7.0000%  | 0.0000% | $1070256.00        | $993267.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU0992                               | 2043-09-01      | 4.5000%  | 0.0000% | $3033.00           | $146.30            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $2925.96           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-02-15      | 2.0000%  | 0.0000% | $3100000.00        | $2090.72           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBV6227                               | 2055-10-01      | 5.5000%  | 0.0000% | $2576590.00        | $2445944.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL869081                               | 2036-05-01      | 6.0000%  | 0.0000% | $15000.00          | $447.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257372                               | 2028-09-01      | 6.0000%  | 0.0000% | $949132.00         | $2343.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257522                               | 2028-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $1731.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256395                               | 2026-09-01      | 6.0000%  | 0.0000% | $650000.00         | $84.42             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323640                               | 2029-04-01      | 7.5000%  | 0.0000% | $870000.00         | $121.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6031                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $558.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1665                               | 2044-02-01      | 4.5000%  | 0.0000% | $20660.00          | $266.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256677                               | 2027-04-01      | 6.0000%  | 0.0000% | $722745.00         | $697.20            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $30000.00          | $2558.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5944                               | 2045-10-01      | 3.5000%  | 0.0000% | $29000.00          | $4478.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9028                               | 2047-04-01      | 4.0000%  | 0.0000% | $1282.00           | $97.11             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3955                               | 2044-12-01      | 4.0000%  | 0.0000% | $5000.00           | $308.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE6503                               | 2047-01-01      | 4.5000%  | 0.0000% | $30000.00          | $385.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $91000.00          | $1954.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $7000.00           | $1169.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAB0218                               | 2029-02-01      | 5.5000%  | 0.0000% | $795033.00         | $406.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0311                               | 2046-03-01      | 4.5000%  | 0.0000% | $33024.00          | $1585.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8459                               | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1365.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281                               | 2055-01-01      | 5.5000%  | 0.0000% | $3470.00           | $3048.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC5153                               | 2054-11-01      | 4.5000%  | 0.0000% | $1492326.00        | $1205501.93        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1277                               | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1018.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8722                               | 2054-06-01      | 6.5000%  | 0.0000% | $60139264.00       | $42745283.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB6288                               | 2043-05-01      | 5.5000%  | 0.0000% | $1305172.00        | $829530.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0194                               | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $238.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD5232                               | 2046-08-01      | 4.5000%  | 0.0000% | $30000.00          | $1644.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD8316                               | 2040-07-01      | 5.0000%  | 0.0000% | $25000.00          | $843.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5828                               | 2055-02-01      | 5.5000%  | 0.0000% | $1003.00           | $915.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789                               | 2055-08-01      | 4.0000%  | 0.0000% | $139000.00         | $125021.40         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5972                               | 2056-02-01      | 5.5000%  | 0.0000% | $4531328.00        | $4394949.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9722                               | 2054-09-01      | 6.0000%  | 0.0000% | $25717120.00       | $21696095.45       | Agency Mortgage-Backed Securities         |
| FMAR 8D0514 G                                      | 2053-04-01      | 5.9500%  | 0.0000% | $1007.00           | $626.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2211                               | 2056-01-01      | 5.0000%  | 0.0000% | $1002.00           | $984.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ6094                               | 2056-03-01      | 6.0000%  | 0.0000% | $41600320.00       | $42861704.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD9673                               | 2040-07-01      | 5.0000%  | 0.0000% | $32500.00          | $1642.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0329                               | 2028-09-01      | 6.5000%  | 0.0000% | $1940810.00        | $1938.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2256                               | 2044-10-01      | 4.5000%  | 0.0000% | $1300000.00        | $335903.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2091                               | 2054-04-01      | 5.5000%  | 0.0000% | $6239.00           | $4365.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 740751 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $25000.00          | $562.29            | Agency Mortgage-Backed Securities         |
| GNCL CL CG6141                                     | 2065-12-15      | 5.8500%  | 0.0000% | $390875.00         | $403898.96         | Agency Mortgage-Backed Securities         |
| GNPL PN CG6828                                     | 2056-09-15      | 4.3500%  | 0.0000% | $456000.00         | $424914.26         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867                               | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $777.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 584379 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $100000.00         | $391.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 575532 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $176.93            | Agency Mortgage-Backed Securities         |
| GNMI SF 586535 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $69273.00          | $327.98            | Agency Mortgage-Backed Securities         |
| GNMI SF 587527 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $39000.00          | $508.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 602141 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $25442.00          | $126.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 579632 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $310.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 581075 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $25112.00          | $22.22             | Agency Mortgage-Backed Securities         |
| GNMI SF 607473 X                                   | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $3508.12           | Agency Mortgage-Backed Securities         |
| GNMI SF 579538 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $98000.00          | $368.87            | Agency Mortgage-Backed Securities         |
| GNMI SF 596752 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $34418.00          | $191.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 570414 X                                   | 2031-10-15      | 6.0000%  | 0.0000% | $36600.00          | $166.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1667                               | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $980.71            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2532                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3049                               | 2055-09-01      | 6.5000%  | 0.0000% | $2197016.00        | $2305885.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ9573                               | 2055-11-01      | 6.0000%  | 0.0000% | $5342680.00        | $5434192.63        | Agency Mortgage-Backed Securities         |
| GNII SF DR8678 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1051360.00        | $1087660.97        | Agency Mortgage-Backed Securities         |
| GNMI SF 582145 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $38293.00          | $924.00            | Agency Mortgage-Backed Securities         |
| GNMI SF 574408 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $98000.00          | $365.82            | Agency Mortgage-Backed Securities         |
| GNRM 2009-065 PB                                   | 2039-08-20      | 5.0000%  | 0.0000% | $3874140.00        | $1212245.58        | Agency Collateralized Mortgage Obligation |
| GNPL PN DO7387                                     | 2061-05-15      | 4.4570%  | 0.0000% | $608324.00         | $586140.59         | Agency Mortgage-Backed Securities         |
| GNRA 2024-125 NF                                   | 2054-08-20      | 4.6251%  | 0.0000% | $5000000.00        | $3501051.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-083 FG                                   | 2056-05-20      | 4.2929%  | 0.0000% | $99279800.00       | $99177364.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 FA                                   | 2055-06-20      | 4.9251%  | 0.0000% | $5000000.00        | $3258667.24        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7938 M                                   | 2052-03-20      | 3.5000%  | 0.0000% | $6150000.00        | $3968277.97        | Agency Mortgage-Backed Securities         |
| GNII SF AD8889 C                                   | 2043-04-20      | 3.0000%  | 0.0000% | $2916408.00        | $669638.45         | Agency Mortgage-Backed Securities         |
| GNRA 2024-181 FB                                   | 2054-11-20      | 4.8251%  | 0.0000% | $5000000.00        | $2769512.21        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-083 HB                                   | 2056-05-20      | 5.0000%  | 0.0000% | $20481920.00       | $19180250.74       | Agency Collateralized Mortgage Obligation |
| GNMI SF 608223 X                                   | 2033-07-15      | 5.0000%  | 0.0000% | $126427.00         | $853.26            | Agency Mortgage-Backed Securities         |
| GNRA 2026-083 FC                                   | 2056-05-20      | 4.3429%  | 0.0000% | $114261248.00      | $114436606.17      | Agency Collateralized Mortgage Obligation |
| GNRA 2014-129 AF                                   | 2041-10-20      | 4.0638%  | 0.0000% | $20000000.00       | $1331391.56        | Agency Collateralized Mortgage Obligation |
| GNMI SF 738111 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $131658.00         | $4921.96           | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1687.24           | Agency Collateralized Mortgage Obligation |
| GNMI SF 579488 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $112542.00         | $1091.64           | Agency Mortgage-Backed Securities         |
| GNMI SF 579072 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $56300.00          | $82.03             | Agency Mortgage-Backed Securities         |
| GNMI SF 603911 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $65000.00          | $598.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 587305 X                                   | 2032-09-15      | 6.0000%  | 0.0000% | $25000.00          | $48.64             | Agency Mortgage-Backed Securities         |
| GNMI SF 574230 X                                   | 2032-04-15      | 6.0000%  | 0.0000% | $40049.00          | $6.82              | Agency Mortgage-Backed Securities         |
| GNMI SF 587424 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $90134.00          | $92.43             | Agency Mortgage-Backed Securities         |
| GNMI SF 569158 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $55000.00          | $126.62            | Agency Mortgage-Backed Securities         |
| GNRM 2019-032 AD                                   | 2059-12-16      | 3.0000%  | 0.0000% | $3000000.00        | $280511.92         | Agency Collateralized Mortgage Obligation |
| GNMI SF 577972 X                                   | 2032-04-15      | 6.0000%  | 0.0000% | $50071.00          | $156.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL3285                               | 2029-04-01      | 5.5000%  | 0.0000% | $199060.00         | $1384.15           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL634307                               | 2032-02-01      | 7.5000%  | 0.0000% | $981032.00         | $2974.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555783                               | 2033-10-01      | 4.5000%  | 0.0000% | $104000.00         | $807.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI4815                               | 2041-06-01      | 4.5000%  | 0.0000% | $36000.00          | $785.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8743                               | 2046-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1038.39           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1158                               | 2050-07-01      | 3.0000%  | 0.0000% | $10349.00          | $4426.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL633866                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4057.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL880330                               | 2036-04-01      | 6.0000%  | 0.0000% | $109000.00         | $771.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8383                               | 2045-10-01      | 4.5000%  | 0.0000% | $9000.00           | $1095.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9243                               | 2044-06-01      | 4.5000%  | 0.0000% | $18000.00          | $2657.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1107                               | 2041-11-01      | 4.5000%  | 0.0000% | $28000.00          | $1399.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7306                               | 2042-09-01      | 4.5000%  | 0.0000% | $17000.00          | $1996.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL729379                               | 2033-08-01      | 6.0000%  | 0.0000% | $100000.00         | $1152.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 RE828546                               | 2035-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4020.34           | Agency Mortgage-Backed Securities         |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $86.99             | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL782028                               | 2029-04-01      | 4.5000%  | 0.0000% | $1722346.00        | $1033.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871256                               | 2036-04-01      | 6.0000%  | 0.0000% | $1006528.00        | $4006.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878201                               | 2036-09-01      | 6.0000%  | 0.0000% | $25000.00          | $223.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252255                               | 2029-02-01      | 6.5000%  | 0.0000% | $196000.00         | $118.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL866049                               | 2036-03-01      | 5.5000%  | 0.0000% | $270000.00         | $1590.45           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254223                               | 2032-01-01      | 7.5000%  | 0.0000% | $1919018.00        | $3750.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872277                               | 2036-05-01      | 6.0000%  | 0.0000% | $25697.00          | $137.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254868                               | 2033-09-01      | 5.0000%  | 0.0000% | $701000.00         | $4793.66           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL769790                               | 2034-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $3152.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254766                               | 2033-06-01      | 5.0000%  | 0.0000% | $272000.00         | $1521.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5704                               | 2055-03-01      | 6.0000%  | 0.0000% | $20739840.00       | $18367753.12       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL820242                               | 2035-07-01      | 5.0000%  | 0.0000% | $256000.00         | $3045.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852029                               | 2036-01-01      | 6.0000%  | 0.0000% | $149000.00         | $713.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253893                               | 2031-08-01      | 6.0000%  | 0.0000% | $1503590.00        | $1510.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL812977                               | 2035-02-01      | 6.5000%  | 0.0000% | $54756.00          | $2437.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL254918                               | 2033-09-01      | 4.5000%  | 0.0000% | $242000.00         | $2551.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL865854                               | 2036-03-01      | 6.0000%  | 0.0000% | $349778.00         | $3408.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB1190                               | 2045-06-01      | 5.5000%  | 0.0000% | $4955544.00        | $4666298.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8284                               | 2053-01-01      | 3.0000%  | 0.0000% | $61773184.00       | $45280502.37       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589084                               | 2031-09-01      | 6.5000%  | 0.0000% | $82000.00          | $57.11             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL5542                               | 2031-04-01      | 5.5000%  | 0.0000% | $109395.00         | $1108.03           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253796                               | 2031-04-01      | 7.5000%  | 0.0000% | $1602329.00        | $135.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581669                               | 2031-07-01      | 6.5000%  | 0.0000% | $166700.00         | $68.43             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589643                               | 2031-06-01      | 6.5000%  | 0.0000% | $289949.00         | $364.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535909                               | 2031-05-01      | 6.0000%  | 0.0000% | $5805000.00        | $2643.18           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253950                               | 2031-08-01      | 7.0000%  | 0.0000% | $266702.00         | $200.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL480950                               | 2029-03-01      | 6.5000%  | 0.0000% | $174900.00         | $312.62            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL250884                               | 2027-04-01      | 7.0000%  | 0.0000% | $292701.00         | $6.81              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331                               | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1408.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257325                               | 2028-08-01      | 5.5000%  | 0.0000% | $1296441.00        | $3681.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256518                               | 2026-11-01      | 6.5000%  | 0.0000% | $108457.00         | $24.75             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7077                               | 2035-07-01      | 4.0000%  | 0.0000% | $2000.00           | $333.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL585629                               | 2031-05-01      | 6.0000%  | 0.0000% | $1000998.00        | $650.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH3575                               | 2041-01-01      | 4.5000%  | 0.0000% | $29000.00          | $3075.92           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606799                               | 2031-10-01      | 7.0000%  | 0.0000% | $123741.00         | $605.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL449277                               | 2029-02-01      | 6.0000%  | 0.0000% | $65703.00          | $31.83             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL526057                               | 2029-12-01      | 7.0000%  | 0.0000% | $183176.00         | $132.15            | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $415.50            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAI7784                               | 2041-07-01      | 4.5000%  | 0.0000% | $8000.00           | $230.03            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535193                               | 2030-03-01      | 7.5000%  | 0.0000% | $66226.00          | $27.22             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH6231                               | 2041-03-01      | 4.5000%  | 0.0000% | $4000.00           | $117.22            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL630907                               | 2032-02-01      | 7.5000%  | 0.0000% | $630169.00         | $3761.71           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL636983                               | 2032-06-01      | 7.0000%  | 0.0000% | $104000.00         | $1025.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602006                               | 2031-08-01      | 6.5000%  | 0.0000% | $267100.00         | $340.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL251613                               | 2028-04-01      | 6.5000%  | 0.0000% | $198500.00         | $29.34             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL457997                               | 2029-01-01      | 6.5000%  | 0.0000% | $50000.00          | $37.62             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253777                               | 2031-03-01      | 6.5000%  | 0.0000% | $220000.00         | $561.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH6641                               | 2041-03-01      | 4.5000%  | 0.0000% | $56561.00          | $4867.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1961                               | 2041-05-01      | 4.5000%  | 0.0000% | $38000.00          | $2456.48           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545304                               | 2031-11-01      | 7.5000%  | 0.0000% | $2112447.00        | $922.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL625536                               | 2032-01-01      | 6.0000%  | 0.0000% | $252621.00         | $343.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL250641                               | 2026-08-01      | 7.5000%  | 0.0000% | $133358.00         | $0.74              | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254008                               | 2031-10-01      | 7.0000%  | 0.0000% | $253756.00         | $224.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7746                               | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1355.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256653                               | 2027-03-01      | 6.5000%  | 0.0000% | $1583003.00        | $600.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL619063                               | 2031-12-01      | 6.0000%  | 0.0000% | $64000.00          | $40.29             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604916                               | 2032-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1004.02           | Agency Mortgage-Backed Securities         |
| 08.000 FRPC G80131 G                               | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $57.67             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5114                               | 2052-01-01      | 3.0000%  | 0.0000% | $3678.00           | $2242.12           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2315                               | 2052-04-01      | 3.0000%  | 0.0000% | $3892.00           | $2669.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $20000.00          | $737.25            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253673                               | 2031-03-01      | 7.5000%  | 0.0000% | $322792.00         | $178.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL600799                               | 2031-08-01      | 6.5000%  | 0.0000% | $335209.00         | $875.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252715                               | 2029-08-01      | 6.5000%  | 0.0000% | $410165.00         | $240.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7918                               | 2052-03-01      | 3.0000%  | 0.0000% | $1385.00           | $1111.63           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62962 G                               | 2049-04-01      | 4.5000%  | 0.0000% | $11943408.00       | $3871590.97        | Agency Mortgage-Backed Securities         |
| 07.000 FGPC H09059 G                               | 2037-08-01      | 7.0000%  | 0.0000% | $295000.00         | $775.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6483                               | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $680.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2727                               | 2047-02-01      | 3.5000%  | 0.0000% | $29506.00          | $3835.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8731                               | 2039-04-01      | 5.0000%  | 0.0000% | $1380896.00        | $28444.17          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T61610 G                               | 2043-06-01      | 3.0000%  | 0.0000% | $50647.00          | $1041.61           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0593                               | 2051-05-01      | 3.0000%  | 0.0000% | $1550000.00        | $780526.42         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5235                               | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $2439.89           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09158 G                               | 2037-10-01      | 6.5000%  | 0.0000% | $1371041.00        | $4254.20           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2669                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $542.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8070                               | 2044-05-01      | 3.5000%  | 0.0000% | $46572.00          | $4436.37           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2156                               | 2046-12-01      | 3.0000%  | 0.0000% | $15544.00          | $4505.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5788                               | 2048-03-01      | 3.5000%  | 0.0000% | $40058.00          | $4987.05           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08799 G                               | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $130.93            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6457                               | 2048-05-01      | 3.5000%  | 0.0000% | $83823.00          | $3940.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6892                               | 2037-12-01      | 6.0000%  | 0.0000% | $1449634.00        | $6077.91           | Agency Mortgage-Backed Securities         |
| GNRA 2023-064 FA                                   | 2053-05-20      | 4.6251%  | 0.0000% | $200000000.00      | $70472317.43       | Agency Collateralized Mortgage Obligation |
| GNMI SF 506209 X                                   | 2037-04-15      | 5.0000%  | 0.0000% | $75000.00          | $775.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT995498                               | 2026-11-01      | 6.0000%  | 0.0000% | $55544.00          | $10.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988580                               | 2038-08-01      | 6.0000%  | 0.0000% | $364000.00         | $3016.37           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995477                               | 2029-01-01      | 5.5000%  | 0.0000% | $454464.00         | $992.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992144                               | 2038-10-01      | 6.0000%  | 0.0000% | $225000.00         | $212.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT960213                               | 2027-09-01      | 5.5000%  | 0.0000% | $425000.00         | $1512.13           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL991549                               | 2038-11-01      | 7.0000%  | 0.0000% | $20888.00          | $419.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0827                               | 2046-04-01      | 4.5000%  | 0.0000% | $4654.00           | $623.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC1659                               | 2055-12-01      | 4.5000%  | 0.0000% | $40822016.00       | $38899964.58       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0182                               | 2053-08-01      | 4.5000%  | 0.0000% | $13442560.00       | $11498751.48       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $43000.00          | $711.45            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA0149                               | 2054-09-01      | 7.0000%  | 0.0000% | $111736448.00      | $69579017.79       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFA0422                               | 2038-02-01      | 2.5000%  | 0.0000% | $119028.00         | $93336.81          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $2177272.00        | $1710526.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5046                               | 2056-03-01      | 6.5000%  | 0.0000% | $2115108.00        | $2223827.99        | Agency Mortgage-Backed Securities         |
| FMAR 8D0625 G                                      | 2053-07-01      | 5.7570%  | 0.0000% | $4033.00           | $2873.56           | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M                                   | 2055-04-20      | 5.5000%  | 0.0000% | $328438784.00      | $249999350.17      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD8057                               | 2040-06-01      | 5.0000%  | 0.0000% | $25000.00          | $1640.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE3450                               | 2040-08-01      | 4.5000%  | 0.0000% | $33000.00          | $1595.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3981                               | 2055-09-01      | 6.0000%  | 0.0000% | $4289520.00        | $4375786.65        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3550                               | 2055-08-01      | 6.0000%  | 0.0000% | $1310616.00        | $1345604.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX5043                               | 2055-02-01      | 6.5000%  | 0.0000% | $6471208.00        | $4943628.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE8870                               | 2040-11-01      | 4.5000%  | 0.0000% | $2927.00           | $42.80             | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422                                     | 2059-09-15      | 5.6900%  | 0.0000% | $59831.00          | $61627.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010                               | 2055-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1794.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0037                               | 2055-08-01      | 4.0000%  | 0.0000% | $5000.00           | $4555.36           | Agency Mortgage-Backed Securities         |
| GNII SF DP2318 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1882392.00        | $1907820.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7394                               | 2056-03-01      | 5.5000%  | 0.0000% | $20219296.00       | $20027678.14       | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $231127.00         | $2394.13           | Agency Mortgage-Backed Securities         |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $1.04              | Agency Collateralized Mortgage Obligation |
| GNMI SF 744275 X                                   | 2040-10-15      | 4.0000%  | 0.0000% | $25000.00          | $2141.49           | Agency Mortgage-Backed Securities         |
| GNMI SF 745106 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $11611.00          | $217.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2873                               | 2040-08-01      | 4.5000%  | 0.0000% | $57219.00          | $1961.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1760                               | 2040-09-01      | 4.5000%  | 0.0000% | $11140000.00       | $314035.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6454                               | 2040-05-01      | 4.5000%  | 0.0000% | $7116.00           | $90.38             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040                               | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2569.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 493571 X                                   | 2031-06-15      | 6.0000%  | 0.0000% | $50149.00          | $405.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 739794 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $40000.00          | $2208.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9063                               | 2054-08-01      | 5.0000%  | 0.0000% | $5198704.00        | $4417354.57        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL4830                               | 2045-02-01      | 4.0000%  | 0.0000% | $11466832.00       | $10970555.34       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5342                               | 2053-07-01      | 5.5000%  | 0.0000% | $2638000.00        | $1894049.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6547                               | 2056-02-01      | 5.5000%  | 0.0000% | $1469842.00        | $1467214.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445                               | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $599.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700                               | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2360.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871232                               | 2036-04-01      | 6.0000%  | 0.0000% | $1463903.00        | $3477.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU2433                               | 2051-10-01      | 3.0000%  | 0.0000% | $1063520.00        | $413489.17         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0034                               | 2050-10-25      | 2.5000%  | 0.0000% | $1000.00           | $694.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3588                               | 2052-05-01      | 3.5000%  | 0.0000% | $825000.00         | $560652.50         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL649812                               | 2032-06-01      | 6.5000%  | 0.0000% | $51000.00          | $44.68             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL804641                               | 2034-12-01      | 6.0000%  | 0.0000% | $20000.00          | $92.22             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX7732                               | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $883.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709697                               | 2033-06-01      | 5.5000%  | 0.0000% | $39486.00          | $26.57             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL817421                               | 2035-08-01      | 4.5000%  | 0.0000% | $125940.00         | $3286.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL677666                               | 2033-02-01      | 6.5000%  | 0.0000% | $190723.00         | $399.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK2818                               | 2042-01-01      | 4.5000%  | 0.0000% | $61834.00          | $4776.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580148                               | 2031-07-01      | 6.0000%  | 0.0000% | $17998200.00       | $4089.98           | Agency Mortgage-Backed Securities         |
| FKAR 04.600 WNWN4084                               | 2035-07-01      | 4.6000%  | 0.0000% | $1001.00           | $995.83            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $897.62            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAU0080                               | 2043-09-01      | 4.0000%  | 0.0000% | $61468.00          | $3864.57           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL395811                               | 2027-11-01      | 7.0000%  | 0.0000% | $16008.00          | $5.09              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW7132                               | 2044-10-01      | 4.0000%  | 0.0000% | $15000.00          | $2000.63           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 3.0000%  | 0.0000% | $3000000.00        | $1777.96           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $9000.00           | $24.98             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1772                               | 2045-07-01      | 3.5000%  | 0.0000% | $50117.00          | $1647.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670405                               | 2032-07-01      | 6.5000%  | 0.0000% | $248622.00         | $147.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256802                               | 2027-07-01      | 5.5000%  | 0.0000% | $800000.00         | $797.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9854                               | 2053-09-01      | 6.0000%  | 0.0000% | $12500000.00       | $9697569.04        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8189                               | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $859.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500683                               | 2029-06-01      | 6.5000%  | 0.0000% | $300800.00         | $206.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL498610                               | 2029-05-01      | 6.0000%  | 0.0000% | $10000.00          | $11.79             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1488                               | 2050-07-01      | 3.0000%  | 0.0000% | $10256.00          | $4538.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342                               | 2053-07-01      | 5.5000%  | 0.0000% | $1280.00           | $936.69            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4991                               | 2051-08-01      | 2.0000%  | 0.0000% | $9210128.00        | $5060059.81        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754                               | 2048-02-01      | 3.0000%  | 0.0000% | $24000.00          | $3138.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543                               | 2048-08-01      | 4.5000%  | 0.0000% | $6754000.00        | $1338017.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255741                               | 2035-05-01      | 6.0000%  | 0.0000% | $20351.00          | $174.71            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252806                               | 2029-10-01      | 7.5000%  | 0.0000% | $3535632.00        | $2109.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL411493                               | 2028-04-01      | 6.0000%  | 0.0000% | $280000.00         | $73.46             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP256178                               | 2036-03-01      | 6.0000%  | 0.0000% | $820000.00         | $1516.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL398136                               | 2027-12-01      | 6.5000%  | 0.0000% | $174400.00         | $166.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL253894                               | 2031-07-01      | 6.5000%  | 0.0000% | $134615.00         | $85.85             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257238                               | 2028-06-01      | 5.0000%  | 0.0000% | $2969889.00        | $4996.73           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766                               | 2052-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $1213158.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323995                               | 2029-10-01      | 6.0000%  | 0.0000% | $5000.00           | $1.97              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256751                               | 2027-06-01      | 5.5000%  | 0.0000% | $1073591.00        | $970.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254114                               | 2031-10-01      | 6.0000%  | 0.0000% | $100233.00         | $1389.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0731                               | 2054-08-01      | 6.0000%  | 0.0000% | $1217096.00        | $930104.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257239                               | 2028-06-01      | 5.5000%  | 0.0000% | $716699.00         | $2019.99           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323694                               | 2029-05-01      | 7.5000%  | 0.0000% | $600000.00         | $190.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424242                               | 2028-04-01      | 6.0000%  | 0.0000% | $481570.00         | $84.26             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257281                               | 2028-07-01      | 5.0000%  | 0.0000% | $3992314.00        | $3542.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323210                               | 2028-06-01      | 6.0000%  | 0.0000% | $706272.00         | $14.69             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2253974                               | 2031-08-01      | 7.0000%  | 0.0000% | $375000.00         | $157.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313819                               | 2027-11-01      | 6.5000%  | 0.0000% | $36500.00          | $2.84              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ1870                               | 2045-06-01      | 4.0000%  | 0.0000% | $5000.00           | $882.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL713385                               | 2032-11-01      | 5.5000%  | 0.0000% | $6569.00           | $441.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CAAY0382                               | 2044-11-01      | 4.0000%  | 0.0000% | $58886.00          | $4484.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL642958                               | 2032-04-01      | 6.5000%  | 0.0000% | $120897.00         | $292.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7350                               | 2044-11-01      | 4.5000%  | 0.0000% | $7798.00           | $445.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL720735                               | 2033-07-01      | 5.5000%  | 0.0000% | $201807.00         | $1469.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL688330                               | 2033-03-01      | 6.0000%  | 0.0000% | $1985268.00        | $3970.14           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2034-03-25      | 3.8796%  | 0.0000% | $5000000.00        | $4889.00           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL659490                               | 2033-02-01      | 6.0000%  | 0.0000% | $25000.00          | $89.70             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL722813                               | 2033-05-01      | 5.5000%  | 0.0000% | $3714.00           | $757.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $270634.00         | $1954.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $5000.00           | $225.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL740944                               | 2033-07-01      | 6.5000%  | 0.0000% | $26824.00          | $9.79              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV3010                               | 2044-01-01      | 4.5000%  | 0.0000% | $12794.00          | $1197.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811                               | 2031-04-01      | 6.5000%  | 0.0000% | $773977.00         | $332.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535699                               | 2031-01-01      | 6.5000%  | 0.0000% | $40000.00          | $10.53             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL839067                               | 2035-10-01      | 5.5000%  | 0.0000% | $802687.00         | $1868.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575331                               | 2031-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $3073.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL731773                               | 2033-10-01      | 6.0000%  | 0.0000% | $48334.00          | $510.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL621252                               | 2032-02-01      | 6.5000%  | 0.0000% | $165370.00         | $328.78            | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $32.25             | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL720147                               | 2033-07-01      | 4.5000%  | 0.0000% | $272000.00         | $1842.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724785                               | 2033-06-01      | 5.5000%  | 0.0000% | $30766.00          | $376.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL824343                               | 2035-08-01      | 5.0000%  | 0.0000% | $45116.00          | $40.07             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL678145                               | 2032-12-01      | 5.5000%  | 0.0000% | $14824.00          | $603.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669573                               | 2033-01-01      | 6.5000%  | 0.0000% | $59588.00          | $202.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL763798                               | 2034-03-01      | 5.5000%  | 0.0000% | $340000.00         | $3703.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505121                               | 2029-07-01      | 6.5000%  | 0.0000% | $150000.00         | $95.83             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555570                               | 2033-06-01      | 6.0000%  | 0.0000% | $47359.00          | $89.31             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535902                               | 2031-05-01      | 6.0000%  | 0.0000% | $6077653.00        | $3223.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844838                               | 2036-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2236.31           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL775296                               | 2034-05-01      | 4.5000%  | 0.0000% | $9000.00           | $107.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL846177                               | 2035-11-01      | 5.5000%  | 0.0000% | $48883.00          | $749.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663224                               | 2032-10-01      | 6.0000%  | 0.0000% | $423066.00         | $759.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442294                               | 2028-10-01      | 6.0000%  | 0.0000% | $410373.00         | $314.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL672488                               | 2032-11-01      | 5.5000%  | 0.0000% | $1477414.00        | $4343.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU3194                               | 2043-07-01      | 2.5000%  | 0.0000% | $13647.00          | $3012.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5261                               | 2048-01-01      | 4.0000%  | 0.0000% | $15000.00          | $2028.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771548                               | 2034-03-01      | 5.0000%  | 0.0000% | $227000.00         | $1031.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL645174                               | 2032-08-01      | 6.5000%  | 0.0000% | $95329.00          | $325.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY2062                               | 2045-01-01      | 4.0000%  | 0.0000% | $1409.00           | $87.54             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL776657                               | 2029-06-01      | 4.5000%  | 0.0000% | $200000.00         | $1833.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1938                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $110.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL648004                               | 2032-06-01      | 6.5000%  | 0.0000% | $189100.00         | $76.34             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL815426                               | 2035-02-01      | 4.5000%  | 0.0000% | $27000.00          | $153.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6442                               | 2039-10-01      | 6.0000%  | 0.0000% | $12000.00          | $1084.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BM6731                               | 2059-08-01      | 4.0000%  | 0.0000% | $9115790.00        | $4793749.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571949                               | 2031-07-01      | 6.5000%  | 0.0000% | $256700.00         | $166.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628881                               | 2032-03-01      | 6.5000%  | 0.0000% | $80567.00          | $43.28             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL600659                               | 2031-08-01      | 7.0000%  | 0.0000% | $1143887.00        | $4467.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535908                               | 2031-04-01      | 6.0000%  | 0.0000% | $10400409.00       | $2784.15           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545491                               | 2032-02-01      | 7.5000%  | 0.0000% | $4049391.00        | $1660.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634603                               | 2031-11-01      | 6.0000%  | 0.0000% | $61927.00          | $480.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614929                               | 2031-12-01      | 7.0000%  | 0.0000% | $121506.00         | $180.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL597497                               | 2031-09-01      | 6.5000%  | 0.0000% | $459438.00         | $895.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL558921                               | 2030-11-01      | 6.5000%  | 0.0000% | $36042.00          | $136.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639690                               | 2032-03-01      | 6.0000%  | 0.0000% | $2001926.00        | $1934.59           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4701                               | 2054-02-01      | 6.0000%  | 0.0000% | $24375000.00       | $18523478.37       | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL542933                               | 2030-06-01      | 7.5000%  | 0.0000% | $874529.00         | $4479.23           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535334                               | 2030-06-01      | 7.5000%  | 0.0000% | $381326.00         | $67.16             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580040                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $624.31            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581716                               | 2031-07-01      | 7.0000%  | 0.0000% | $276000.00         | $333.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4639                               | 2053-12-01      | 6.5000%  | 0.0000% | $6830.00           | $4620.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.04             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626504                               | 2032-01-01      | 6.0000%  | 0.0000% | $51930.00          | $1000.38           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996                               | 2031-06-01      | 7.5000%  | 0.0000% | $12097274.00       | $4481.39           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL624639                               | 2031-11-01      | 7.0000%  | 0.0000% | $234132.00         | $183.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604629                               | 2031-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $3406.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL730637                               | 2033-08-01      | 5.0000%  | 0.0000% | $57000.00          | $259.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831872                               | 2036-11-01      | 6.5000%  | 0.0000% | $4000.00           | $19.12             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL611144                               | 2032-01-01      | 6.0000%  | 0.0000% | $85802.00          | $465.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626106                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4898.51           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1240                               | 2051-11-01      | 3.0000%  | 0.0000% | $5411056.00        | $3221312.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3009                               | 2051-12-01      | 3.0000%  | 0.0000% | $7897.00           | $2795.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9443                               | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $61625.14          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4828                               | 2051-07-01      | 2.0000%  | 0.0000% | $3278580.00        | $1958012.97        | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535031                               | 2029-12-01      | 8.0000%  | 0.0000% | $797000.00         | $307.36            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $530.02            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL535285                               | 2030-02-01      | 6.5000%  | 0.0000% | $249078.00         | $164.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL484683                               | 2029-02-01      | 6.0000%  | 0.0000% | $238553.00         | $216.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL457001                               | 2029-01-01      | 6.0000%  | 0.0000% | $507600.00         | $150.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500293                               | 2029-06-01      | 6.5000%  | 0.0000% | $307300.00         | $399.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8872                               | 2054-07-01      | 5.5000%  | 0.0000% | $10476704.00       | $8987928.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL630401                               | 2032-03-01      | 6.5000%  | 0.0000% | $50000.00          | $3.64              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL403503                               | 2028-04-01      | 6.5000%  | 0.0000% | $374400.00         | $158.35            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $530.18            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAR6313                               | 2043-04-01      | 3.0000%  | 0.0000% | $30456.00          | $4614.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC1507                               | 2046-08-01      | 4.5000%  | 0.0000% | $14813.00          | $1053.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL784328                               | 2034-12-01      | 5.5000%  | 0.0000% | $50001.00          | $339.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745823                               | 2036-08-01      | 6.0000%  | 0.0000% | $250000.00         | $544.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813660                               | 2035-02-01      | 6.0000%  | 0.0000% | $102360.00         | $1799.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787592                               | 2034-08-01      | 6.5000%  | 0.0000% | $60000.00          | $606.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL833320                               | 2035-08-01      | 4.5000%  | 0.0000% | $10001.00          | $94.77             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190312                               | 2031-04-01      | 6.5000%  | 0.0000% | $184000.00         | $99.68             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8839                               | 2043-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1775.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL795746                               | 2029-05-01      | 6.0000%  | 0.0000% | $41258.00          | $64.38             | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $700.89            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL725236                               | 2034-03-01      | 4.5000%  | 0.0000% | $40000.00          | $421.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL822789                               | 2035-04-01      | 5.0000%  | 0.0000% | $31679.00          | $274.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725424                               | 2034-04-01      | 5.5000%  | 0.0000% | $155988.00         | $866.89            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.0485%  | 0.0000% | $200000.00         | $2391.56           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL805317                               | 2035-01-01      | 6.0000%  | 0.0000% | $251829.00         | $1407.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL785868                               | 2034-07-01      | 6.5000%  | 0.0000% | $510000.00         | $4460.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL775645                               | 2034-05-01      | 6.0000%  | 0.0000% | $40000.00          | $169.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672415                               | 2032-09-01      | 6.5000%  | 0.0000% | $50000.00          | $298.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL840112                               | 2035-10-01      | 5.5000%  | 0.0000% | $300000.00         | $3896.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810426                               | 2035-03-01      | 6.0000%  | 0.0000% | $10000.00          | $39.10             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL753589                               | 2033-11-01      | 6.5000%  | 0.0000% | $99000.00          | $387.95            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL834758                               | 2029-05-01      | 8.0000%  | 0.0000% | $1000000.00        | $2500.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9054                               | 2041-04-01      | 4.5000%  | 0.0000% | $41000.00          | $1465.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579142                               | 2031-05-01      | 6.5000%  | 0.0000% | $336860.00         | $998.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555071                               | 2032-02-01      | 6.5000%  | 0.0000% | $298800.00         | $333.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456276                               | 2028-12-01      | 6.0000%  | 0.0000% | $139000.00         | $62.91             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602454                               | 2031-09-01      | 6.5000%  | 0.0000% | $395500.00         | $1438.61           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL621421                               | 2032-05-01      | 7.0000%  | 0.0000% | $198619.00         | $156.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL510894                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002061.00        | $882.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579458                               | 2031-04-01      | 6.5000%  | 0.0000% | $747626.00         | $527.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL844415                               | 2035-10-01      | 5.5000%  | 0.0000% | $29009.00          | $373.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1969                               | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $817.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL590057                               | 2031-06-01      | 6.5000%  | 0.0000% | $119470.00         | $75.64             | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL564318                               | 2030-11-01      | 9.0000%  | 0.0000% | $3560000.00        | $1003.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813957                               | 2035-05-01      | 6.0000%  | 0.0000% | $37512.00          | $76.80             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545546                               | 2032-03-01      | 7.5000%  | 0.0000% | $318302.00         | $285.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2596693                               | 2032-01-01      | 6.0000%  | 0.0000% | $3000000.00        | $2350.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL649879                               | 2032-09-01      | 6.0000%  | 0.0000% | $3491790.00        | $1338.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1489                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $2227.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQC2074                               | 2051-04-01      | 4.0000%  | 0.0000% | $2000.00           | $701.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725866                               | 2034-09-01      | 4.5000%  | 0.0000% | $54000.00          | $576.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724783                               | 2033-06-01      | 5.5000%  | 0.0000% | $31780.00          | $1960.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH5574                               | 2041-02-01      | 4.0000%  | 0.0000% | $4000.00           | $277.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872851                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $168.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL607055                               | 2031-10-01      | 6.5000%  | 0.0000% | $225600.00         | $171.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878092                               | 2036-04-01      | 6.0000%  | 0.0000% | $255780.00         | $2151.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545638                               | 2032-05-01      | 6.5000%  | 0.0000% | $32000.00          | $77.17             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3258                               | 2041-10-01      | 4.5000%  | 0.0000% | $1351.00           | $42.35             | Agency Mortgage-Backed Securities         |
| GNMI SF 745057 X                                   | 2039-11-15      | 5.0000%  | 0.0000% | $81011.00          | $3678.93           | Agency Mortgage-Backed Securities         |
| GNMI SF 486920 X                                   | 2035-02-15      | 5.0000%  | 0.0000% | $100000.00         | $959.22            | Agency Mortgage-Backed Securities         |
| GNMI SF 587435 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $219294.00         | $378.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 723426 X                                   | 2039-11-15      | 4.0000%  | 0.0000% | $48000.00          | $3710.86           | Agency Mortgage-Backed Securities         |
| GNMI SF 724070 X                                   | 2039-12-15      | 5.0000%  | 0.0000% | $6670.00           | $120.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 612525 X                                   | 2033-09-15      | 6.0000%  | 0.0000% | $25000.00          | $629.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 743155 X                                   | 2040-10-15      | 5.0000%  | 0.0000% | $25000.00          | $401.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 723416 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $1094.00           | $102.84            | Agency Mortgage-Backed Securities         |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1561.32           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-068 FA                                   | 2042-05-20      | 4.2171%  | 0.0000% | $25000000.00       | $2857409.86        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0935 M                                   | 2056-02-20      | 4.5000%  | 0.0000% | $1908200.00        | $1826882.21        | Agency Mortgage-Backed Securities         |

### Security 260: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I6XA1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I6XA1
- **C.18 - Value (incl. sponsor support):** $971000000.00
- **C.18.a - Value (excl. sponsor support):** $971000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $176681600.00      | $240890582.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $206057300.00      | $249731687.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $222217600.00      | $249999126.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $215963200.00      | $249998940.63      | U.S. Treasuries (including strips) |

### Security 261: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: ARP1I8EN0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I8EN0
- **C.18 - Value (incl. sponsor support):** $4898000000.00
- **C.18.a - Value (excl. sponsor support):** $4898000000.00
- **C.19 - Percentage of Net Assets:** 5.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $14500885.00       | $14089772.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA6135 | 2056-05-01      | 3.0000%  | 0.0000% | $361807.00         | $316766.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0434 | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2135.93           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  | 0.0000% | $113566432.00      | $104774862.43      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1551 | 2055-11-01      | 6.5000%  | 0.0000% | $39820722.00       | $31935655.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1010 | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $44915.45          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3687 | 2052-11-01      | 5.0000%  | 0.0000% | $665000.00         | $499514.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0788 | 2040-07-01      | 6.0000%  | 0.0000% | $14198345.00       | $3875558.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9767 | 2050-08-01      | 4.0000%  | 0.0000% | $1937500.00        | $1558423.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0785 | 2040-07-01      | 6.0000%  | 0.0000% | $3614581.00        | $1684431.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3931 | 2055-11-01      | 6.5000%  | 0.0000% | $31368083.00       | $32339015.88       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5845 | 2052-11-01      | 4.0000%  | 0.0000% | $12632536.00       | $11965198.42       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3625 | 2051-12-01      | 3.0000%  | 0.0000% | $63163399.00       | $53755274.83       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA5157 | 2052-03-01      | 2.0000%  | 0.0000% | $26670819.00       | $21226990.15       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4502 | 2050-10-01      | 2.0000%  | 0.0000% | $545000.00         | $246666.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $82013.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5975 | 2051-02-01      | 2.5000%  | 0.0000% | $250000.00         | $132295.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1074 | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $25507.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $29000000.00       | $4541957.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1270 | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $211552.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $6018787.00        | $5168094.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $39130223.00       | $4739317.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1652 | 2033-11-01      | 3.5000%  | 0.0000% | $117595.00         | $11217.16          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2364 | 2053-07-01      | 5.5000%  | 0.0000% | $146070651.00      | $134469112.86      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $35000.00          | $32176.59          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9411 | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $174723.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0977 | 2052-03-01      | 3.0000%  | 0.0000% | $3852000.00        | $2292373.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0783 | 2037-03-01      | 2.5000%  | 0.0000% | $19947844.00       | $12322499.97       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0210 | 2051-04-01      | 3.5000%  | 0.0000% | $12264797.00       | $6111137.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA4598 | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $28548.91          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $208741.00         | $123920.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $57537.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9590 | 2047-07-01      | 3.5000%  | 0.0000% | $242129.00         | $126369.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1205 | 2052-04-01      | 3.5000%  | 0.0000% | $4927000.00        | $3023951.04        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $545000.00         | $375254.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCA9344 | 2041-02-01      | 3.0000%  | 0.0000% | $94000.00          | $52330.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0431 | 2050-02-01      | 3.0000%  | 0.0000% | $286000.00         | $162034.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9810 | 2055-01-01      | 6.0000%  | 0.0000% | $12288774.00       | $10689673.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1056 | 2056-01-01      | 5.0000%  | 0.0000% | $2419683.00        | $2156311.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0288 | 2056-01-01      | 6.0000%  | 0.0000% | $1196292.00        | $1235763.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9316 | 2056-03-01      | 6.0000%  | 0.0000% | $5551341.00        | $5783485.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2248 | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $908747.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9457 | 2056-01-01      | 5.5000%  | 0.0000% | $1519802.00        | $1538283.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6113 | 2051-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $1096178.83        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1009961.21        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $1463899.00        | $989678.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3102 | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15124.10          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9366 | 2051-05-01      | 2.5000%  | 0.0000% | $14685631.00       | $9625666.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7629 | 2056-04-01      | 5.5000%  | 0.0000% | $5037255.00        | $5102396.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $48000.00          | $8800.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8498 | 2054-05-01      | 6.0000%  | 0.0000% | $566975.00         | $381674.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1118 | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $52591.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $3000000.00        | $2268745.05        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL256774 | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $7427.07           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1516 | 2053-10-01      | 6.0000%  | 0.0000% | $1077276.00        | $683353.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $83805.79          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4218 | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $3685645.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725946 | 2034-11-01      | 5.5000%  | 0.0000% | $22102000.00       | $145118.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  | 0.0000% | $2219000.00        | $19242.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  | 0.0000% | $16000.00          | $1204.22           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRBM7344 | 2044-12-01      | 4.5000%  | 0.0000% | $2257924.00        | $1858141.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL801470 | 2034-11-01      | 6.0000%  | 0.0000% | $1750000.00        | $43426.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2551 | 2042-10-01      | 3.5000%  | 0.0000% | $37140.00          | $5260.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9499 | 2054-08-01      | 6.0000%  | 0.0000% | $7160000.00        | $6777664.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL256059 | 2035-12-01      | 5.5000%  | 0.0000% | $500000.00         | $3376.88           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $1991118.00        | $12694.82          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL835330 | 2035-08-01      | 5.0000%  | 0.0000% | $3017601.00        | $18388.79          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT8912 | 2043-07-01      | 3.0000%  | 0.0000% | $183821.00         | $15954.01          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $50878.00          | $45483.12          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5765 | 2053-12-01      | 7.5000%  | 0.0000% | $777803.00         | $261692.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA5026 | 2038-11-01      | 6.0000%  | 0.0000% | $624849.00         | $305426.82         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $564523.00         | $395105.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2690 | 2040-08-01      | 5.5000%  | 0.0000% | $9811584.00        | $8239824.38        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7771 | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $195655.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2661 | 2055-11-01      | 5.5000%  | 0.0000% | $2207893.00        | $2215555.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 DIDF4118 | 2040-10-01      | 6.0000%  | 0.0000% | $5038536.00        | $4976209.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  | 0.0000% | $280488.00         | $233357.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2374 | 2055-11-01      | 4.5000%  | 0.0000% | $1312252.00        | $1252451.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2139 | 2051-11-01      | 2.0000%  | 0.0000% | $315744.00         | $183413.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9719 | 2056-05-01      | 6.0000%  | 0.0000% | $2068340.00        | $2154425.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU7223 | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $157303.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBU5482 | 2040-02-01      | 4.5000%  | 0.0000% | $214670.00         | $196676.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBT8064 | 2053-03-01      | 6.5000%  | 0.0000% | $400000.00         | $264778.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8293 | 2052-08-01      | 5.0000%  | 0.0000% | $12903338.00       | $10022093.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6816 | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $137269.32         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBU0209 | 2051-11-01      | 1.5000%  | 0.0000% | $400518.00         | $251287.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV1733 | 2045-05-01      | 5.5000%  | 0.0000% | $2821967.00        | $1591383.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1489 | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $140464.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1722 | 2055-12-01      | 6.0000%  | 0.0000% | $11210753.00       | $11542542.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0520 | 2051-05-01      | 2.5000%  | 0.0000% | $18808071.00       | $11627115.69       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $64800.00          | $42400.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $1691000.00        | $1271106.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $344000.00         | $231910.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $34919410.00       | $22654585.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5690 | 2056-05-01      | 5.5000%  | 0.0000% | $1080000.00        | $1094261.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8912 | 2056-04-01      | 5.0000%  | 0.0000% | $10043908.00       | $9922265.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $19510856.00       | $15191471.38       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  | 0.0000% | $65000.00          | $25405.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4664 | 2055-11-01      | 6.0000%  | 0.0000% | $13170763.00       | $13162178.14       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2424 | 2051-12-01      | 3.0000%  | 0.0000% | $455000.00         | $275299.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9446 | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1619442.65        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7527 | 2052-03-01      | 2.0000%  | 0.0000% | $281000.00         | $192678.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0034 | 2050-10-25      | 2.5000%  | 0.0000% | $176200.00         | $122457.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5328 | 2054-12-01      | 6.0000%  | 0.0000% | $2505157.00        | $2253903.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT8129 | 2037-04-01      | 2.0000%  | 0.0000% | $398926.00         | $257832.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4734 | 2040-07-01      | 5.0000%  | 0.0000% | $6206129.00        | $5225987.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAL3699 | 2043-06-01      | 3.0000%  | 0.0000% | $188980326.00      | $32997318.32       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8963 | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1250375.08        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6341 | 2050-07-01      | 2.5000%  | 0.0000% | $1027068.00        | $474428.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  | 0.0000% | $246000.00         | $138928.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  | 0.0000% | $25000.00          | $5409.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF0540 | 2040-10-01      | 5.5000%  | 0.0000% | $2030003.00        | $1528907.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6971 | 2056-01-01      | 4.5000%  | 0.0000% | $1872672.00        | $1763033.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4621.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL776708 | 2034-05-01      | 5.0000%  | 0.0000% | $310000.00         | $6191.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6932 | 2040-12-01      | 4.5000%  | 0.0000% | $2095175.00        | $2033064.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  | 0.0000% | $1200000.00        | $381189.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $288000.00         | $44797.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8891 | 2040-10-01      | 5.0000%  | 0.0000% | $1595975.00        | $1521500.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBM6616 | 2037-12-01      | 3.5000%  | 0.0000% | $25000.00          | $8742.80           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $38942903.00       | $35031480.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $71156.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM5377 | 2034-03-01      | 4.0000%  | 0.0000% | $935668.00         | $55644.42          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6479 | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2838.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5423 | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $52096.67          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  | 0.0000% | $2722000.00        | $1451696.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4228 | 2050-08-01      | 2.5000%  | 0.0000% | $3200000.00        | $1436896.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3442 | 2050-06-01      | 3.0000%  | 0.0000% | $34660000.00       | $10883060.14       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO4712 | 2034-11-01      | 3.0000%  | 0.0000% | $19315148.00       | $4833442.03        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4874 | 2050-11-01      | 2.5000%  | 0.0000% | $180866.00         | $86390.57          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $5000.00           | $2612.05           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1174 | 2047-05-01      | 3.5000%  | 0.0000% | $548891.00         | $143506.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4542 | 2049-02-01      | 4.5000%  | 0.0000% | $122000.00         | $27652.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN9152 | 2051-04-01      | 3.0000%  | 0.0000% | $3576173.00        | $2738633.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $22000.00          | $9340.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0532 | 2056-01-01      | 5.5000%  | 0.0000% | $1120835.00        | $1081737.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNBM4141 | 2028-05-01      | 2.5000%  | 0.0000% | $52444338.00       | $2005033.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $40000.00          | $5212.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $599282.00         | $485333.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $6365000.00        | $41480.06          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4696 | 2050-11-01      | 4.0000%  | 0.0000% | $89334250.00       | $82909230.81       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3928 | 2055-12-01      | 6.5000%  | 0.0000% | $68139115.00       | $66837426.56       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1532 | 2052-04-01      | 2.0000%  | 0.0000% | $38024000.00       | $28841116.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2651 | 2055-07-01      | 5.5000%  | 0.0000% | $8171000.00        | $7280753.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5361 | 2055-12-01      | 4.0000%  | 0.0000% | $9012502.00        | $8449623.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL886967 | 2036-07-01      | 6.0000%  | 0.0000% | $328220.00         | $1899.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL917946 | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2761.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH2436 | 2056-06-01      | 6.0000%  | 0.0000% | $1050979.00        | $1085490.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8755 | 2054-06-01      | 6.0000%  | 0.0000% | $1399530.00        | $1085856.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889656 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $103064.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8522 | 2054-05-01      | 5.0000%  | 0.0000% | $57266249.00       | $48508224.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $40000.00          | $32754.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $315000.00         | $1869.61           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3969 | 2053-07-01      | 6.5000%  | 0.0000% | $7160936.00        | $7177035.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2609 | 2048-04-01      | 3.0000%  | 0.0000% | $14216143.00       | $12028234.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1558 | 2055-05-01      | 5.5000%  | 0.0000% | $4954022.00        | $4586858.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5686 | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1042018.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2512 | 2052-07-01      | 3.5000%  | 0.0000% | $379000.00         | $260481.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL7346 | 2038-12-01      | 6.5000%  | 0.0000% | $23000.00          | $2649.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  | 0.0000% | $4000.00           | $530.38            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAL7895 | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $108766.63         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545556 | 2032-04-01      | 7.0000%  | 0.0000% | $3477988.00        | $3347.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAV8780 | 2044-02-01      | 5.0000%  | 0.0000% | $331399.00         | $39957.17          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF3446 | 2055-09-01      | 7.0000%  | 0.0000% | $1430132.00        | $1536706.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4371 | 2045-02-01      | 3.5000%  | 0.0000% | $452000.00         | $66940.75          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0483 | 2040-10-01      | 5.0000%  | 0.0000% | $1084484.00        | $1068814.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ6504 | 2042-11-01      | 3.5000%  | 0.0000% | $8001.00           | $1291.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2743 | 2043-05-01      | 3.5000%  | 0.0000% | $1389202.00        | $160742.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | 0.0000% | $65000000.00       | $8739581.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $2080000.00        | $1585995.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $126139.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $6831.79           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $12000000.00       | $8502372.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3291 | 2052-12-01      | 5.5000%  | 0.0000% | $990000.00         | $688400.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2008 | 2051-01-01      | 3.0000%  | 0.0000% | $111726.00         | $74286.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $322000.00         | $62689.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8320 | 2056-04-01      | 5.5000%  | 0.0000% | $5401489.00        | $5465474.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL820015 | 2035-04-01      | 6.0000%  | 0.0000% | $234721.00         | $2797.37           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6020 | 2056-04-01      | 5.0000%  | 0.0000% | $6565299.00        | $6498432.66        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6626 | 2050-08-01      | 2.0000%  | 0.0000% | $850000.00         | $425377.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5363 | 2056-05-01      | 5.5000%  | 0.0000% | $1399760.00        | $1416386.04        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBM4645 | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $69006.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3766 | 2056-03-01      | 4.5000%  | 0.0000% | $1501500.00        | $1441640.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  | 0.0000% | $16000.00          | $12706.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5515 | 2056-03-01      | 6.0000%  | 0.0000% | $4237044.00        | $4368715.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8162 | 2054-03-01      | 6.0000%  | 0.0000% | $33200914.00       | $25548769.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9277 | 2048-02-01      | 3.5000%  | 0.0000% | $184000.00         | $26287.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3036 | 2046-04-01      | 3.5000%  | 0.0000% | $426000.00         | $81606.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3064 | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $512817.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8759 | 2055-09-01      | 5.0000%  | 0.0000% | $2629920.00        | $2315831.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $1967600.00        | $1374448.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5561 | 2050-04-01      | 3.5000%  | 0.0000% | $415006.00         | $109666.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5818 | 2049-12-01      | 3.5000%  | 0.0000% | $16523850.00       | $3775063.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6014 | 2050-06-01      | 3.0000%  | 0.0000% | $12000.00          | $4158.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2886 | 2056-02-01      | 5.0000%  | 0.0000% | $1550536.00        | $1537363.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1011 | 2054-09-01      | 6.0000%  | 0.0000% | $3146579.00        | $2315000.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4803 | 2055-09-01      | 5.5000%  | 0.0000% | $117407.00         | $98084.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD7148 | 2055-10-01      | 4.0000%  | 0.0000% | $1498054.00        | $1388258.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6453 | 2055-04-01      | 5.5000%  | 0.0000% | $53810.00          | $53566.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE5651 | 2047-02-01      | 3.0000%  | 0.0000% | $146000.00         | $31455.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9884 | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2224.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7712 | 2056-01-01      | 5.5000%  | 0.0000% | $207313.00         | $208214.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3150 | 2054-10-01      | 5.0000%  | 0.0000% | $65000.00          | $59168.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7449 | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3707305.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC5694 | 2046-09-01      | 3.0000%  | 0.0000% | $44500.00          | $6106.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB6244 | 2042-09-01      | 4.0000%  | 0.0000% | $12719074.00       | $1632582.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $33267.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8610 | 2043-03-01      | 3.0000%  | 0.0000% | $146876.00         | $25860.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $202000.00         | $15146.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA6110 | 2036-05-01      | 5.0000%  | 0.0000% | $3088067.00        | $3118317.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5506 | 2039-10-01      | 4.5000%  | 0.0000% | $64000.00          | $43900.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7552 | 2054-07-01      | 6.0000%  | 0.0000% | $1407700.00        | $1131819.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3689 | 2050-06-01      | 3.0000%  | 0.0000% | $2373000.00        | $909960.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4540 | 2050-02-01      | 3.0000%  | 0.0000% | $73061138.00       | $64975694.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9903 | 2053-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $1736205.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA4770 | 2040-03-01      | 6.0000%  | 0.0000% | $55619313.00       | $54302508.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  | 0.0000% | $15125261.00       | $12958906.02       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC8280 | 2039-05-01      | 5.0000%  | 0.0000% | $1669490.00        | $65858.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7229 | 2053-10-01      | 5.5000%  | 0.0000% | $10000.00          | $7367.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3561 | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $479941.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ3265 | 2047-11-01      | 4.0000%  | 0.0000% | $30007.00          | $2969.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8452 | 2056-02-01      | 4.5000%  | 0.0000% | $53020.00          | $50638.73          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0184 | 2029-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $12075.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF9576 | 2041-01-01      | 4.0000%  | 0.0000% | $412698.00         | $389106.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8948 | 2056-01-01      | 5.0000%  | 0.0000% | $1730655.00        | $1711548.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8542 | 2056-01-01      | 5.0000%  | 0.0000% | $4475000.00        | $4211613.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1020 | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $10972.24          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5085 | 2043-07-01      | 6.0000%  | 0.0000% | $1172195.00        | $569789.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH2122 | 2056-06-01      | 5.5000%  | 0.0000% | $5960340.00        | $6061521.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1019 | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $140576.57         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA6071 | 2056-03-01      | 7.5000%  | 0.0000% | $3743975.00        | $4007651.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7786 | 2054-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $11697651.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $31349221.00       | $178938.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0953 | 2055-04-01      | 3.5000%  | 0.0000% | $2603357.00        | $2202019.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $32774373.00       | $28997427.25       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $594752.00         | $518506.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0472 | 2040-05-01      | 5.5000%  | 0.0000% | $3407949.00        | $3120573.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1586 | 2040-11-01      | 6.0000%  | 0.0000% | $3093075.00        | $2692351.38        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCC0626 | 2055-04-01      | 7.5000%  | 0.0000% | $16626696.00       | $10174176.93       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC2408 | 2056-04-01      | 6.5000%  | 0.0000% | $2029433.00        | $2131697.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1064 | 2055-09-01      | 6.5000%  | 0.0000% | $56354799.00       | $53557495.48       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0045 | 2040-02-01      | 5.0000%  | 0.0000% | $2857488.00        | $2622638.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  | 0.0000% | $12400000.00       | $8524727.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | 0.0000% | $17538400.00       | $13516675.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1265 | 2055-10-01      | 6.5000%  | 0.0000% | $42377958.00       | $38242828.55       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8635 | 2056-01-01      | 5.5000%  | 0.0000% | $1485178.00        | $1504208.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6112 | 2055-07-01      | 4.5000%  | 0.0000% | $2419951.00        | $2298210.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8885 | 2056-01-01      | 5.5000%  | 0.0000% | $1907850.00        | $1932926.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9957 | 2055-02-01      | 5.0000%  | 0.0000% | $35446327.00       | $31942208.42       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | 0.0000% | $70000.00          | $39151.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1544 | 2056-02-01      | 5.0000%  | 0.0000% | $414731.00         | $407733.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKBM7898 | 2037-05-01      | 6.0000%  | 0.0000% | $1078075.00        | $1027259.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5562 | 2045-06-01      | 4.0000%  | 0.0000% | $50000.00          | $12403.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV7978 | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $63799.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $4718500.00        | $1153107.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9114 | 2054-09-01      | 6.0000%  | 0.0000% | $150332532.00      | $122051004.80      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1977 | 2056-03-01      | 4.5000%  | 0.0000% | $323425.00         | $310906.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9483 | 2056-01-01      | 5.0000%  | 0.0000% | $5660564.00        | $5563151.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8685 | 2051-09-01      | 3.0000%  | 0.0000% | $240000.00         | $126683.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $50000.00          | $4989.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5293 | 2048-01-01      | 3.5000%  | 0.0000% | $1479281.00        | $508387.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8595 | 2051-08-01      | 2.5000%  | 0.0000% | $90000.00          | $52822.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4334 | 2050-04-01      | 3.0000%  | 0.0000% | $210000.00         | $50980.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1771 | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $20789.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1228 | 2052-03-01      | 3.0000%  | 0.0000% | $17045000.00       | $10841126.55       | Agency Mortgage-Backed Securities |
| FNMS 04.000 GLCA1662 | 2048-05-01      | 4.0000%  | 0.0000% | $799188.00         | $235279.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1575 | 2052-04-01      | 3.5000%  | 0.0000% | $8436000.00        | $4997052.64        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9855 | 2051-12-01      | 2.5000%  | 0.0000% | $615333.00         | $414718.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3440 | 2055-10-01      | 5.0000%  | 0.0000% | $2488269.00        | $2476434.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5808 | 2055-12-01      | 5.0000%  | 0.0000% | $1067578.00        | $1057537.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9405 | 2044-06-01      | 3.5000%  | 0.0000% | $4100000.00        | $599124.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4721 | 2055-12-01      | 5.0000%  | 0.0000% | $1758033.00        | $1722776.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6538 | 2055-12-01      | 5.5000%  | 0.0000% | $5893810.00        | $5807790.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $141000.00         | $3770.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2313 | 2055-09-01      | 4.5000%  | 0.0000% | $1491302.00        | $1415829.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2740 | 2056-02-01      | 6.5000%  | 0.0000% | $5835646.00        | $5087399.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $27718.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC4733 | 2040-05-01      | 5.0000%  | 0.0000% | $227018.00         | $219984.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMB0307 | 2055-03-01      | 5.5000%  | 0.0000% | $46501000.00       | $37528743.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4582 | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $20251485.57       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7056 | 2047-03-01      | 3.5000%  | 0.0000% | $4310000.00        | $767672.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1878 | 2054-09-01      | 5.5000%  | 0.0000% | $27983000.00       | $25380601.68       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535627 | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $4551.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH3087 | 2047-05-01      | 3.5000%  | 0.0000% | $1400000.00        | $188944.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9556 | 2046-11-01      | 3.0000%  | 0.0000% | $183000.00         | $42615.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $184002.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3520 | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $75755.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2694 | 2052-08-01      | 4.5000%  | 0.0000% | $232500.00         | $153112.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $19773.41          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  | 0.0000% | $3622326.00        | $2092721.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  | 0.0000% | $139000.00         | $84115.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9341 | 2043-05-01      | 3.0000%  | 0.0000% | $136889.00         | $23990.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4297 | 2042-01-01      | 3.5000%  | 0.0000% | $10000.00          | $550.31            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL988476 | 2038-10-01      | 6.5000%  | 0.0000% | $575486.00         | $7867.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $19880.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CZAB8780 | 2053-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $187611.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNMA5897 | 2035-09-01      | 6.5000%  | 0.0000% | $805000.00         | $619370.53         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6032 | 2056-04-01      | 6.5000%  | 0.0000% | $43046571.00       | $43720872.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $365000.00         | $260928.19         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6084 | 2041-05-01      | 3.5000%  | 0.0000% | $2370034.00        | $2270770.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS1746 | 2029-02-01      | 3.0000%  | 0.0000% | $15000.00          | $550.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ6741 | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $48393.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2417 | 2042-08-01      | 3.5000%  | 0.0000% | $80000.00          | $6749.29           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7458 | 2043-01-01      | 3.0000%  | 0.0000% | $40391.00          | $6270.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $3742664.00        | $424380.77         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4421 | 2041-09-01      | 1.5000%  | 0.0000% | $16300000.00       | $9511383.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2590 | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $27259.98          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9239 | 2043-05-01      | 3.0000%  | 0.0000% | $114821.00         | $19417.07          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $127000.00         | $8668.56           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS2932 | 2037-01-01      | 3.5000%  | 0.0000% | $1915000.00        | $773710.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $198158.00         | $111747.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9873 | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $215356.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7276 | 2050-01-01      | 3.5000%  | 0.0000% | $4809392.00        | $1892887.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM6614 | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $261041.28         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  | 0.0000% | $3000000.00        | $1437331.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7082 | 2051-04-01      | 2.0000%  | 0.0000% | $2070000.00        | $1188737.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $39832198.00       | $18927026.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL885422 | 2036-06-01      | 5.0000%  | 0.0000% | $58260.00          | $2322.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946317 | 2037-09-01      | 6.0000%  | 0.0000% | $267737.00         | $1638.74           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $61927.00          | $916.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  | 0.0000% | $92716108.00       | $75614548.36       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889396 | 2037-02-01      | 6.0000%  | 0.0000% | $5335000.00        | $37328.82          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890200 | 2039-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $12731.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0515 | 2054-10-01      | 4.5000%  | 0.0000% | $2301534.00        | $2023962.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL931997 | 2039-09-01      | 5.0000%  | 0.0000% | $750000.00         | $23170.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930947 | 2039-03-01      | 5.0000%  | 0.0000% | $367884.00         | $12195.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3465 | 2050-08-01      | 3.5000%  | 0.0000% | $24792741.00       | $22047784.94       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4695 | 2051-01-01      | 3.5000%  | 0.0000% | $5688896.00        | $5197477.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5875 | 2055-11-01      | 3.5000%  | 0.0000% | $2052342.00        | $1817409.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $12000.00          | $11361.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3364 | 2052-12-01      | 5.5000%  | 0.0000% | $64717663.00       | $62346472.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2747 | 2038-11-01      | 5.5000%  | 0.0000% | $25183389.00       | $21809624.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $26171443.00       | $25597773.86       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3582 | 2055-11-01      | 6.0000%  | 0.0000% | $50669.00          | $50130.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3232 | 2052-01-01      | 2.5000%  | 0.0000% | $9889128.00        | $8079413.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0689 | 2037-08-01      | 6.0000%  | 0.0000% | $560982.00         | $13125.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8509 | 2053-03-01      | 3.5000%  | 0.0000% | $20000.00          | $15968.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2480 | 2052-06-01      | 3.0000%  | 0.0000% | $74000.00          | $47284.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $7746306.00        | $5638774.78        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2598 | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $399685.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $4010669.00        | $2648921.76        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8914 | 2052-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $1522470.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  | 0.0000% | $28812068.00       | $21523171.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  | 0.0000% | $50000.00          | $35221.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF2778 | 2041-03-01      | 4.5000%  | 0.0000% | $3021317.00        | $2993904.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8971 | 2039-09-01      | 6.0000%  | 0.0000% | $5000.00           | $3708.76           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8627 | 2054-07-01      | 6.5000%  | 0.0000% | $3185574.00        | $2131334.61        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB3244 | 2037-01-01      | 1.5000%  | 0.0000% | $1033260.00        | $604190.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $204564.00         | $25513.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2188 | 2055-11-01      | 4.5000%  | 0.0000% | $6687784.00        | $6390746.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3989 | 2053-01-01      | 5.0000%  | 0.0000% | $169930450.00      | $133843131.83      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKCA7009 | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $148215.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0090 | 2051-04-01      | 2.0000%  | 0.0000% | $244000.00         | $142278.35         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5848 | 2051-12-01      | 2.5000%  | 0.0000% | $140000.00         | $96828.38          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0609 | 2051-05-01      | 2.5000%  | 0.0000% | $1616898.00        | $882457.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $25485301.00       | $12381825.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA9529 | 2049-05-01      | 4.0000%  | 0.0000% | $6571619.00        | $2083203.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $105000.00         | $50655.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  | 0.0000% | $237000.00         | $177841.25         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ0254 | 2050-08-01      | 2.0000%  | 0.0000% | $100000.00         | $40219.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBJ0664 | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $11944.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7938 | 2056-05-01      | 5.5000%  | 0.0000% | $5032873.00        | $5105516.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9813 | 2049-04-01      | 4.5000%  | 0.0000% | $1119711.00        | $630316.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $22000.00          | $12855.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0993 | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $662562.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM4493 | 2047-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $401513.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4534 | 2056-03-01      | 5.0000%  | 0.0000% | $1062450.00        | $1048060.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3994 | 2056-03-01      | 5.0000%  | 0.0000% | $5473842.00        | $5414724.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4639 | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $131387.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $5411419.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  | 0.0000% | $329730.00         | $212103.00         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3944 | 2049-01-01      | 4.0000%  | 0.0000% | $51226.00          | $6859.71           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK2931 | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1041702.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL821536 | 2035-06-01      | 6.0000%  | 0.0000% | $476149.00         | $4714.85           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1767 | 2049-07-01      | 4.5000%  | 0.0000% | $5260926.00        | $961154.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  | 0.0000% | $15000000.00       | $2696194.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9844 | 2056-05-01      | 5.0000%  | 0.0000% | $16432000.00       | $16269633.58       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $8515682.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  | 0.0000% | $147093.00         | $1161.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA0280 | 2038-12-01      | 6.0000%  | 0.0000% | $1504694.00        | $1064477.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7946 | 2035-11-01      | 3.0000%  | 0.0000% | $8871195.00        | $2819186.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8045 | 2050-12-01      | 2.5000%  | 0.0000% | $340000.00         | $158578.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  | 0.0000% | $75017920.00       | $19065300.76       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3778 | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $10813725.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8053 | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $5052831.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5632 | 2047-12-01      | 3.0000%  | 0.0000% | $31000.00          | $6970.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDE3905 | 2040-12-01      | 4.0000%  | 0.0000% | $1283486.00        | $1229805.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1382 | 2055-06-01      | 6.0000%  | 0.0000% | $2716224.00        | $2279019.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4890 | 2048-01-01      | 4.5000%  | 0.0000% | $10000000.00       | $2159434.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK3768 | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $1995797.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8840 | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $176642.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8752 | 2040-10-01      | 5.0000%  | 0.0000% | $3592423.00        | $3292273.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF7925 | 2041-04-01      | 4.5000%  | 0.0000% | $3081376.00        | $3065790.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE6925 | 2047-01-01      | 3.5000%  | 0.0000% | $697954.00         | $112988.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6541 | 2046-01-01      | 3.5000%  | 0.0000% | $200000.00         | $40407.67          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $9392.56           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL672419 | 2032-09-01      | 7.5000%  | 0.0000% | $917964.00         | $1494.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9786 | 2047-06-01      | 4.0000%  | 0.0000% | $54493.00          | $8459.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0519 | 2061-01-01      | 3.0000%  | 0.0000% | $66560271.00       | $33145775.01       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH4101 | 2047-10-01      | 3.5000%  | 0.0000% | $6000.00           | $851.59            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $24000.00          | $3249.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6730 | 2046-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3131.14           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $661.32            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1405 | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $13909437.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0348 | 2053-10-01      | 5.5000%  | 0.0000% | $1819121.00        | $1320978.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL865740 | 2036-03-01      | 5.5000%  | 0.0000% | $106717.00         | $640.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8924 | 2052-04-01      | 3.5000%  | 0.0000% | $3996579.00        | $2733297.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6837 | 2055-12-01      | 6.0000%  | 0.0000% | $1990250.00        | $2054717.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6463 | 2054-03-01      | 5.5000%  | 0.0000% | $17670078.00       | $17482648.22       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5276 | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $279875.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7280 | 2056-03-01      | 5.0000%  | 0.0000% | $3508829.00        | $3454952.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL821706 | 2035-06-01      | 6.0000%  | 0.0000% | $632071.00         | $5740.70           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBU2954 | 2036-10-01      | 2.5000%  | 0.0000% | $1071774.00        | $628891.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4909 | 2054-09-01      | 5.5000%  | 0.0000% | $25466376.00       | $22981460.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  | 0.0000% | $25188000.00       | $20503846.63       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA5025 | 2038-11-01      | 6.0000%  | 0.0000% | $2471842.00        | $1190118.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4094 | 2055-11-01      | 5.5000%  | 0.0000% | $1945385.00        | $1965769.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8781 | 2055-11-01      | 6.0000%  | 0.0000% | $19550166.00       | $16779714.19       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB5769 | 2054-06-01      | 7.0000%  | 0.0000% | $1042648.00        | $776199.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7464 | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2024439.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7500 | 2054-02-01      | 5.5000%  | 0.0000% | $1949380.00        | $1708577.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  | 0.0000% | $9350000.00        | $3573270.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4173 | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $350499.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $161000.00         | $141472.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $7754669.00        | $6628741.91        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $52000.00          | $34861.11          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $26806163.00       | $11579047.50       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0492 | 2040-05-01      | 6.5000%  | 0.0000% | $652993.00         | $556624.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $29383.77          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1843 | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $254753.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1820 | 2056-01-01      | 5.0000%  | 0.0000% | $57372953.00       | $56110740.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2682 | 2056-05-01      | 5.5000%  | 0.0000% | $58914445.00       | $59031494.60       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1669 | 2055-12-01      | 4.5000%  | 0.0000% | $27676673.00       | $26331336.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2386 | 2056-04-01      | 5.5000%  | 0.0000% | $10000000.00       | $9980139.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1121 | 2040-09-01      | 6.0000%  | 0.0000% | $1355942.00        | $838598.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  | 0.0000% | $9000.00           | $3654.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $3602816.00        | $1216350.66        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $7435.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG4909 | 2041-03-01      | 4.5000%  | 0.0000% | $80896.00          | $79729.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $443583.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG7642 | 2056-04-01      | 6.5000%  | 0.0000% | $2358544.00        | $2472165.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5818 | 2056-04-01      | 6.0000%  | 0.0000% | $2864304.00        | $2953574.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3278 | 2056-03-01      | 5.5000%  | 0.0000% | $1693883.00        | $1715599.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $352243.00         | $277929.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $640000.00         | $465090.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $240000.00         | $137532.67         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS5598 | 2037-08-01      | 1.5000%  | 0.0000% | $183698.00         | $121255.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2101 | 2038-10-01      | 5.5000%  | 0.0000% | $3704532.00        | $106812.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3543 | 2056-02-01      | 4.5000%  | 0.0000% | $2946507.00        | $2583373.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFA0264 | 2042-09-01      | 2.5000%  | 0.0000% | $30000.00          | $23192.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA0422 | 2038-02-01      | 2.5000%  | 0.0000% | $5229239.00        | $4100551.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1201 | 2052-03-01      | 3.0000%  | 0.0000% | $4025568.00        | $3207401.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5978 | 2041-02-01      | 5.0000%  | 0.0000% | $409473.00         | $396520.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2616 | 2055-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $953637.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0417 | 2051-06-01      | 2.5000%  | 0.0000% | $15000.00          | $8104.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5865 | 2045-10-01      | 5.5000%  | 0.0000% | $5806352.00        | $5017651.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA2117 | 2040-03-01      | 5.0000%  | 0.0000% | $2361986.00        | $1902748.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  | 0.0000% | $2380000.00        | $2113976.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1749 | 2055-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $1886862.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1108 | 2053-08-01      | 4.5000%  | 0.0000% | $7896863.00        | $6755328.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $3982855.00        | $3439356.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0364 | 2055-01-01      | 6.0000%  | 0.0000% | $326902.00         | $274262.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2308 | 2040-07-01      | 6.0000%  | 0.0000% | $2150009.00        | $1794853.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0679 | 2055-02-01      | 5.0000%  | 0.0000% | $506000.00         | $449526.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1924 | 2056-01-01      | 4.5000%  | 0.0000% | $1769885.00        | $1567508.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5641 | 2053-02-01      | 5.5000%  | 0.0000% | $40898155.00       | $29981810.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8530 | 2054-05-01      | 5.5000%  | 0.0000% | $38727730.00       | $31486108.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1329 | 2040-10-01      | 6.0000%  | 0.0000% | $4975064.00        | $4827738.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929838 | 2038-08-01      | 6.0000%  | 0.0000% | $142000.00         | $1577.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $69000.00          | $48265.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $300000.00         | $224683.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB5005 | 2037-10-01      | 5.0000%  | 0.0000% | $8000.00           | $4366.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL970665 | 2038-10-01      | 5.5000%  | 0.0000% | $8013758.00        | $198426.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5091 | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $225996.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4324 | 2052-08-01      | 3.5000%  | 0.0000% | $55000.00          | $37396.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8944 | 2054-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $811071.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $210000.00         | $128240.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8829 | 2054-07-01      | 5.0000%  | 0.0000% | $36939018.00       | $32519632.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4023 | 2054-05-01      | 6.5000%  | 0.0000% | $1763524.00        | $1285202.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD4224 | 2040-02-01      | 6.5000%  | 0.0000% | $978725.00         | $443716.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6814 | 2055-09-01      | 6.0000%  | 0.0000% | $4268549.00        | $3312189.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVAL5850 | 2029-10-01      | 3.5000%  | 0.0000% | $240000.00         | $9293.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8371 | 2046-05-01      | 3.5000%  | 0.0000% | $95914890.00       | $18786538.98       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $22000.00          | $3467.75           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564478 | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $21692.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7753 | 2049-09-01      | 3.0000%  | 0.0000% | $425000.00         | $162836.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBT8308 | 2052-08-01      | 4.5000%  | 0.0000% | $3750000.00        | $2726855.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4111 | 2055-11-01      | 5.5000%  | 0.0000% | $4832322.00        | $4856846.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU2692 | 2051-11-01      | 3.5000%  | 0.0000% | $187818.00         | $149298.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM7887 | 2050-12-01      | 4.0000%  | 0.0000% | $1528148.00        | $1371052.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2930 | 2040-11-01      | 5.0000%  | 0.0000% | $1307021.00        | $1224711.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $135917.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4708 | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $1946522.09        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ8118 | 2036-06-01      | 1.5000%  | 0.0000% | $467705.00         | $212754.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  | 0.0000% | $628500.00         | $488841.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5694 | 2040-12-01      | 5.0000%  | 0.0000% | $1084215.00        | $1071586.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS2046 | 2044-03-01      | 5.0000%  | 0.0000% | $32418.00          | $1466.01           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7745 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $49934.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4798 | 2052-10-01      | 5.0000%  | 0.0000% | $195000.00         | $146560.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7287 | 2056-04-01      | 4.5000%  | 0.0000% | $1181660.00        | $1135549.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6349 | 2055-12-01      | 6.0000%  | 0.0000% | $1171600.00        | $1193589.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2936 | 2040-11-01      | 5.5000%  | 0.0000% | $1006779.00        | $769906.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0061 | 2050-01-01      | 3.5000%  | 0.0000% | $675000.00         | $357172.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6042 | 2055-09-01      | 4.5000%  | 0.0000% | $5986161.00        | $5138206.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2705 | 2056-04-01      | 4.5000%  | 0.0000% | $1071375.00        | $1041259.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3626 | 2052-03-01      | 3.0000%  | 0.0000% | $51504280.00       | $43776062.42       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV9650 | 2037-05-01      | 1.5000%  | 0.0000% | $129588.00         | $85392.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF7508 | 2040-12-01      | 5.5000%  | 0.0000% | $1122668.00        | $1120528.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3813 | 2055-11-01      | 6.0000%  | 0.0000% | $59166367.00       | $57007540.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1853 | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $12602654.74       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $143000.00         | $91054.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1578 | 2055-04-01      | 5.5000%  | 0.0000% | $552962.00         | $424196.17         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA2102 | 2052-10-01      | 2.0000%  | 0.0000% | $1800000.00        | $1357803.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2938 | 2053-02-01      | 6.0000%  | 0.0000% | $16000000.00       | $13080754.38       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $700000.00         | $1035.78           | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310209 | 2043-08-25      | 3.5000%  | 0.0000% | $20000000.00       | $12796323.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE8893 | 2040-10-01      | 5.5000%  | 0.0000% | $1668229.00        | $1602683.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8726 | 2055-10-01      | 5.0000%  | 0.0000% | $1531994.00        | $1515522.98        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4029 | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $204161.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE2866 | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $10539.50          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4414 | 2055-11-01      | 6.0000%  | 0.0000% | $2016344.00        | $2061119.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735222 | 2035-02-01      | 5.0000%  | 0.0000% | $110000.00         | $984.07            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN9493 | 2049-05-01      | 4.0000%  | 0.0000% | $9116754.00        | $2801726.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6374 | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1179466.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL844232 | 2035-11-01      | 5.5000%  | 0.0000% | $525000.00         | $3959.41           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3154 | 2054-10-01      | 6.5000%  | 0.0000% | $1734130.00        | $1443196.05        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL682148 | 2030-10-01      | 7.5000%  | 0.0000% | $101250.00         | $2111.31           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3969 | 2055-08-01      | 4.5000%  | 0.0000% | $1248490.00        | $1189408.77        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735415 | 2032-12-01      | 6.5000%  | 0.0000% | $2123264.00        | $15334.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6890 | 2040-11-01      | 5.0000%  | 0.0000% | $1623240.00        | $1608804.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2156 | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $961914.05         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3195 | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2682014.01        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7142 | 2055-09-01      | 7.0000%  | 0.0000% | $543185.00         | $580642.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $243782.00         | $135266.07         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0442 | 2055-05-01      | 6.5000%  | 0.0000% | $38370000.00       | $25501673.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6494 | 2056-01-01      | 4.5000%  | 0.0000% | $78559.00          | $75359.08          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6328 | 2053-05-01      | 6.0000%  | 0.0000% | $275000.00         | $180909.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4024 | 2052-07-01      | 4.5000%  | 0.0000% | $300000.00         | $202644.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4959 | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $10916.86          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS9451 | 2042-08-01      | 2.0000%  | 0.0000% | $505000.00         | $378373.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7044 | 2053-09-01      | 5.0000%  | 0.0000% | $771000.00         | $618104.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2870 | 2055-08-01      | 6.5000%  | 0.0000% | $15601771.00       | $13352646.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  | 0.0000% | $115751.00         | $72878.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2444 | 2056-01-01      | 4.5000%  | 0.0000% | $892833.00         | $856917.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1166 | 2052-07-01      | 4.0000%  | 0.0000% | $2581983.00        | $2380236.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  | 0.0000% | $1796000.00        | $1452511.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  | 0.0000% | $250000.00         | $239451.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4116 | 2052-07-01      | 3.5000%  | 0.0000% | $466884.00         | $363963.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2808 | 2056-04-01      | 5.5000%  | 0.0000% | $21376604.00       | $21533527.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5695 | 2040-12-01      | 5.0000%  | 0.0000% | $1159685.00        | $1147952.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3344 | 2055-11-01      | 5.5000%  | 0.0000% | $15826126.00       | $16134580.06       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7198 | 2055-12-01      | 5.5000%  | 0.0000% | $1656576.00        | $1684707.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2095 | 2055-11-01      | 6.0000%  | 0.0000% | $2027293.00        | $2126633.62        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP3507 | 2036-06-01      | 2.0000%  | 0.0000% | $1960000.00        | $971477.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5196 | 2049-11-01      | 3.0000%  | 0.0000% | $7197715.00        | $3300553.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9291 | 2051-02-01      | 2.5000%  | 0.0000% | $11591761.00       | $7094276.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $700000.00         | $345946.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8487 | 2055-09-01      | 5.5000%  | 0.0000% | $2464902.00        | $2332074.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2738 | 2056-02-01      | 6.0000%  | 0.0000% | $8387341.00        | $8339822.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  | 0.0000% | $56361703.00       | $50765657.88       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8397 | 2056-05-01      | 5.0000%  | 0.0000% | $9080267.00        | $8967361.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1807 | 2056-01-01      | 4.5000%  | 0.0000% | $21500000.00       | $20622090.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6330 | 2055-12-01      | 5.5000%  | 0.0000% | $1034360.00        | $1050840.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4345 | 2052-08-01      | 4.5000%  | 0.0000% | $563113.00         | $400919.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $125108738.00      | $84627122.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | 0.0000% | $8000.00           | $6230.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  | 0.0000% | $19000.00          | $15759.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $357573.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | 0.0000% | $1100000.00        | $661264.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  | 0.0000% | $1319606.00        | $773370.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1667 | 2055-12-01      | 4.5000%  | 0.0000% | $8777152.00        | $8395798.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0486 | 2040-05-01      | 6.0000%  | 0.0000% | $5580407.00        | $3999908.82        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB0622 | 2036-05-01      | 1.5000%  | 0.0000% | $65284.00          | $29455.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7501 | 2056-01-01      | 4.5000%  | 0.0000% | $1362500.00        | $1306301.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1372989.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2559 | 2052-01-01      | 2.5000%  | 0.0000% | $50000.00          | $30901.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $30000000.00       | $17186219.95       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0646 | 2036-05-01      | 2.5000%  | 0.0000% | $500000.00         | $283866.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $219646.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0240 | 2050-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $2443228.94        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0297 | 2053-10-01      | 3.0000%  | 0.0000% | $5131479.00        | $4077533.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  | 0.0000% | $5812800.00        | $5344665.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0177 | 2054-12-01      | 5.5000%  | 0.0000% | $85000.00          | $70423.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1441 | 2056-02-01      | 4.5000%  | 0.0000% | $17645856.00       | $16895012.03       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  | 0.0000% | $56308.00          | $29630.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  | 0.0000% | $18451063.00       | $12195509.69       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2114 | 2052-06-01      | 4.5000%  | 0.0000% | $240000.00         | $160205.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3404 | 2052-12-01      | 5.5000%  | 0.0000% | $50331.00          | $40594.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $20000.00          | $12810.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $22238216.51       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4702 | 2054-04-01      | 5.0000%  | 0.0000% | $63361473.00       | $60672579.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3065 | 2056-03-01      | 5.0000%  | 0.0000% | $7513911.00        | $7343900.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2740 | 2035-10-01      | 2.5000%  | 0.0000% | $9584569.00        | $8217149.68        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $19000.00          | $2942.94           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $9000.00           | $568.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | 0.0000% | $7000.00           | $831.79            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG2774 | 2056-02-01      | 6.0000%  | 0.0000% | $1055220.00        | $1095684.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5847 | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $741720.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC0662 | 2055-07-01      | 4.5000%  | 0.0000% | $51506238.00       | $48307478.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  | 0.0000% | $125000.00         | $93652.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9973 | 2051-08-01      | 3.0000%  | 0.0000% | $20500000.00       | $12050719.66       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0768 | 2040-07-01      | 5.0000%  | 0.0000% | $40359.00          | $35209.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2799.43           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1655 | 2055-12-01      | 4.5000%  | 0.0000% | $7270715.00        | $6955988.76        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $3694000.00        | $592411.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  | 0.0000% | $245737700.00      | $26698434.28       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $80000.00          | $15334.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  | 0.0000% | $39000.00          | $2165.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $154164.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $18403.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $116085.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $1097000.00        | $326950.35         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5398 | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $740134.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $207936.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889575 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $18974.23          | Agency Mortgage-Backed Securities |
| FNMS 04.500 GL932652 | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $202930.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $86000.00          | $52186.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $32140407.00       | $20629549.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2104000.00        | $1482221.40        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $12102632.00       | $7004645.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $42460184.00       | $36741481.66       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5968 | 2056-02-01      | 3.5000%  | 0.0000% | $58316.00          | $52562.69          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA6061 | 2041-05-01      | 5.0000%  | 0.0000% | $498738.00         | $498627.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1947 | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $3781.50           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8781 | 2051-07-01      | 2.5000%  | 0.0000% | $61862.00          | $34471.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888544 | 2036-08-01      | 6.5000%  | 0.0000% | $9655424.00        | $138104.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4755 | 2037-09-01      | 5.0000%  | 0.0000% | $2425000.00        | $1350391.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $9122000.00        | $7799244.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5453 | 2053-01-01      | 5.5000%  | 0.0000% | $150205.00         | $104798.57         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDG6724 | 2056-03-01      | 7.0000%  | 0.0000% | $2583594.00        | $2746408.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $88719005.00       | $79796939.73       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $7242541.00        | $4808317.19        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $490000.00         | $195809.95         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $21000.00          | $11675.35          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8573 | 2054-06-01      | 6.5000%  | 0.0000% | $3038601.00        | $2248855.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5223 | 2056-04-01      | 4.5000%  | 0.0000% | $500000.00         | $480819.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5517 | 2053-07-01      | 6.0000%  | 0.0000% | $250000.00         | $159821.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $230000.00         | $170556.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $37840000.00       | $31119181.92       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  | 0.0000% | $35000.00          | $23439.52          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA3733 | 2037-08-01      | 1.5000%  | 0.0000% | $21166985.00       | $17853839.73       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $30928000.00       | $26681086.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6414 | 2055-10-01      | 6.0000%  | 0.0000% | $2765275.00        | $1950775.57        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3947 | 2055-10-01      | 7.0000%  | 0.0000% | $122118727.00      | $110025801.58      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3829 | 2049-08-01      | 3.5000%  | 0.0000% | $5000.00           | $4453.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3936 | 2055-04-01      | 6.5000%  | 0.0000% | $23070410.00       | $19308185.15       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7880 | 2054-01-01      | 2.5000%  | 0.0000% | $220000.00         | $159586.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8600 | 2054-07-01      | 6.0000%  | 0.0000% | $52915.00          | $40574.57          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3061 | 2039-09-01      | 6.0000%  | 0.0000% | $15584541.00       | $12731895.06       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2434 | 2056-01-01      | 4.5000%  | 0.0000% | $905646.00         | $867360.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3460 | 2048-11-01      | 3.5000%  | 0.0000% | $17221064.00       | $15298906.28       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2805 | 2055-09-01      | 6.5000%  | 0.0000% | $54535164.00       | $47222047.10       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3655 | 2052-01-01      | 2.5000%  | 0.0000% | $992757.00         | $804544.64         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3053 | 2036-11-01      | 2.0000%  | 0.0000% | $40960158.00       | $34061259.61       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFA3055 | 2035-05-01      | 6.0000%  | 0.0000% | $53933437.00       | $38587173.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2258 | 2052-07-01      | 4.5000%  | 0.0000% | $1650000.00        | $1174200.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2691 | 2040-08-01      | 5.5000%  | 0.0000% | $3066137.00        | $2487445.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA6039 | 2041-04-01      | 5.5000%  | 0.0000% | $1280193.00        | $1273987.07        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFA3029 | 2054-04-01      | 7.5000%  | 0.0000% | $41604767.00       | $36304942.89       | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  | 0.0000% | $13545455.00       | $4995608.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA6010 | 2036-03-01      | 4.0000%  | 0.0000% | $2807800.00        | $2657497.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6131 | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $117110.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNFA3059 | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $4007249.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA2096 | 2040-07-01      | 5.0000%  | 0.0000% | $55525420.00       | $40868849.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4691 | 2052-09-01      | 5.5000%  | 0.0000% | $102817.00         | $71110.61          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9828 | 2055-01-01      | 6.5000%  | 0.0000% | $450125.00         | $381389.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF8606 | 2056-01-01      | 6.5000%  | 0.0000% | $1671043.00        | $1551261.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $7000000.00        | $1013427.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2794 | 2052-02-01      | 2.5000%  | 0.0000% | $700000.00         | $469936.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $6608382.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA5556 | 2040-05-01      | 5.5000%  | 0.0000% | $22279995.00       | $22476151.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889572 | 2038-06-01      | 5.5000%  | 0.0000% | $4925000.00        | $27281.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890680 | 2039-04-01      | 6.5000%  | 0.0000% | $186000.00         | $22748.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $414000.00         | $388669.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $163599.00         | $99945.89          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5181 | 2037-11-01      | 4.5000%  | 0.0000% | $56337.00          | $33407.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $5101203.00        | $4569923.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $4422569.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $2448000.00        | $1320904.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9955 | 2055-02-01      | 5.0000%  | 0.0000% | $33268570.00       | $28602873.07       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $109900149.00      | $84507850.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9209 | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $207650.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE5041 | 2046-11-01      | 3.5000%  | 0.0000% | $925000.00         | $178212.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $45000.00          | $7207.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6032 | 2053-04-01      | 5.5000%  | 0.0000% | $280000.00         | $189574.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $22921.50          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF7768 | 2056-01-01      | 4.0000%  | 0.0000% | $1073169.00        | $938789.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5869 | 2055-12-01      | 5.5000%  | 0.0000% | $1090890.00        | $1074252.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  | 0.0000% | $26849818.00       | $19258530.51       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4130 | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2201411.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA5470 | 2055-11-01      | 6.5000%  | 0.0000% | $351951.00         | $350383.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4551 | 2052-07-01      | 3.0000%  | 0.0000% | $23964000.00       | $20737859.77       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3960 | 2047-02-01      | 2.5000%  | 0.0000% | $4813334.00        | $4076829.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2436 | 2055-07-01      | 5.5000%  | 0.0000% | $26535837.00       | $24710405.26       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6435 | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2260750.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP3442 | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $1835009.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  | 0.0000% | $2611000.00        | $1703575.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $337000.00         | $73291.88          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB2966 | 2054-04-01      | 7.0000%  | 0.0000% | $1256321.00        | $890545.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD3955 | 2046-08-01      | 3.5000%  | 0.0000% | $285000.00         | $55373.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0258 | 2046-09-01      | 3.0000%  | 0.0000% | $6050079.00        | $902325.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2237995.99        | Agency Mortgage-Backed Securities |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $55235.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257057 | 2027-12-01      | 5.0000%  | 0.0000% | $666740.00         | $1560.49           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB5676 | 2054-06-01      | 7.0000%  | 0.0000% | $1040715.00        | $545564.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE1931 | 2046-11-01      | 3.0000%  | 0.0000% | $515000.00         | $132989.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3311 | 2052-07-01      | 4.5000%  | 0.0000% | $745000.00         | $520246.44         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $85000.00          | $55058.82          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $65980000.00       | $24528854.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8527 | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $10611679.48       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9104 | 2056-01-01      | 5.0000%  | 0.0000% | $3133468.00        | $3100427.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $86491010.00       | $62523365.42       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5916 | 2056-05-01      | 4.5000%  | 0.0000% | $32909288.00       | $31743673.93       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2330 | 2049-06-01      | 3.5000%  | 0.0000% | $23000.00          | $3571.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $14351631.00       | $11720009.60       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8505 | 2054-05-01      | 6.5000%  | 0.0000% | $946553.00         | $663269.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6479 | 2053-06-01      | 5.5000%  | 0.0000% | $41050000.00       | $30725687.30       | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAC2343 | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $109066.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6993 | 2053-07-01      | 5.5000%  | 0.0000% | $1067584.00        | $1040047.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9984 | 2056-01-01      | 4.5000%  | 0.0000% | $3459375.00        | $3312596.21        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF9559 | 2056-02-01      | 4.0000%  | 0.0000% | $1318466.00        | $1232417.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9949 | 2043-07-01      | 3.5000%  | 0.0000% | $15500000.00       | $2505088.92        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $47803.00          | $8890.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $30994000.00       | $12685835.61       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6178 | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $3818980.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5882 | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1591534.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6737 | 2048-07-01      | 4.5000%  | 0.0000% | $103000.00         | $22299.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4902 | 2053-01-01      | 3.5000%  | 0.0000% | $410490.00         | $308575.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0898 | 2051-11-01      | 3.0000%  | 0.0000% | $4113921.00        | $3350705.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDH2186 | 2056-05-01      | 7.0000%  | 0.0000% | $1018570.00        | $1095856.49        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5850 | 2055-10-01      | 4.0000%  | 0.0000% | $85043978.00       | $77932606.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3954 | 2055-12-01      | 5.0000%  | 0.0000% | $408922.00         | $393392.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0741 | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $621.73            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $281736.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3462 | 2051-02-01      | 3.5000%  | 0.0000% | $19792144.00       | $17620811.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0098 | 2038-03-01      | 6.0000%  | 0.0000% | $4850000.00        | $44576.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $653000.00         | $374446.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3917 | 2055-11-01      | 6.5000%  | 0.0000% | $32287811.00       | $28890968.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  | 0.0000% | $285000.00         | $153636.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4757 | 2037-09-01      | 5.0000%  | 0.0000% | $2281000.00        | $1083290.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $4972143.00        | $4570682.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $10775452.00       | $8450131.66        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5876 | 2055-11-01      | 4.0000%  | 0.0000% | $112423917.00      | $103555842.04      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $8000.00           | $5841.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $22000.00          | $6693.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $350000.00         | $255858.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9491 | 2037-05-01      | 2.5000%  | 0.0000% | $492315.00         | $364835.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9507 | 2054-02-01      | 4.5000%  | 0.0000% | $1280692.00        | $1090912.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9357 | 2054-10-01      | 5.5000%  | 0.0000% | $534868.00         | $461997.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $112400.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8698 | 2048-11-01      | 4.0000%  | 0.0000% | $13944275.00       | $11369035.32       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $3000.00           | $2198.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0034 | 2040-02-01      | 6.0000%  | 0.0000% | $1473481.00        | $712841.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1688 | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $19305.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3032 | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $14828766.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4030 | 2048-06-01      | 3.5000%  | 0.0000% | $11519119.00       | $10289219.26       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO0777 | 2042-04-01      | 3.5000%  | 0.0000% | $1454000.00        | $127421.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9084 | 2055-10-01      | 5.5000%  | 0.0000% | $1814257.00        | $1580341.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8707 | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2619645.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0942 | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1061355.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $426000.00         | $26315.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6978 | 2041-01-01      | 4.5000%  | 0.0000% | $9149563.00        | $8900836.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAL4919 | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $189774.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL9562 | 2041-07-01      | 6.0000%  | 0.0000% | $3383581.00        | $569994.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO8664 | 2042-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $252636.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4141 | 2043-09-01      | 6.0000%  | 0.0000% | $1900000.00        | $102356.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK2837 | 2042-01-01      | 3.5000%  | 0.0000% | $125000.00         | $10066.20          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CZ257147 | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6692.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2762 | 2056-03-01      | 5.5000%  | 0.0000% | $29500000.00       | $29750271.45       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL931768 | 2039-08-01      | 5.0000%  | 0.0000% | $108640.00         | $12595.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CT890827 | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $101294.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1260 | 2052-04-01      | 3.5000%  | 0.0000% | $4176000.00        | $2771667.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | 0.0000% | $180000.00         | $101827.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL992262 | 2039-01-01      | 5.0000%  | 0.0000% | $489556.00         | $11444.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL934262 | 2038-06-01      | 6.0000%  | 0.0000% | $233226.00         | $5263.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT930498 | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $11400.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  | 0.0000% | $23243597.00       | $23373219.63       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $7359728.00        | $5498969.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $120700246.00      | $106301285.80      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $12527037.00       | $11249509.61       | Agency Mortgage-Backed Securities |

### Security 262: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9LV2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9LV2
- **C.18 - Value (incl. sponsor support):** $617000000.00
- **C.18.a - Value (excl. sponsor support):** $617000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $561158500.00      | $567374830.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $61790100.00       | $61965237.99       | U.S. Treasuries (including strips) |

### Security 263: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.620000%
- **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: ARP1I9LW0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9LW0
- **C.18 - Value (incl. sponsor support):** $1396000000.00
- **C.18.a - Value (excl. sponsor support):** $1396000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLCB8842   | 2054-07-01      | 5.5000%  | 0.0000% | $8263992.00        | $7228808.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9776   | 2055-01-01      | 5.0000%  | 0.0000% | $11251880.00       | $10223044.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3324   | 2055-08-01      | 6.0000%  | 0.0000% | $39040820.00       | $35824045.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8981   | 2051-12-01      | 3.0000%  | 0.0000% | $683000.00         | $331492.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9516   | 2054-11-01      | 6.5000%  | 0.0000% | $12267520.00       | $9986394.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU5346   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $936.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5078   | 2056-03-01      | 5.5000%  | 0.0000% | $9891094.00        | $10103592.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4436   | 2056-01-01      | 5.0000%  | 0.0000% | $36459941.00       | $35680931.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2016   | 2054-05-01      | 6.0000%  | 0.0000% | $1219888.00        | $924471.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB3936   | 2054-06-01      | 6.5000%  | 0.0000% | $1427864.00        | $1134118.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7685   | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $851853.01         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6190   | 2050-01-01      | 4.5000%  | 0.0000% | $1040720.00        | $496939.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8061   | 2054-06-01      | 6.5000%  | 0.0000% | $1034868.00        | $1068649.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0755   | 2055-06-01      | 6.0000%  | 0.0000% | $1432536.00        | $1149114.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA4283   | 2053-11-01      | 5.5000%  | 0.0000% | $1229542.00        | $958993.28         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1048   | 2053-10-01      | 6.5000%  | 0.0000% | $388949.00         | $276587.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7093   | 2045-05-01      | 4.0000%  | 0.0000% | $3298000.00        | $513745.53         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8175   | 2051-10-01      | 3.5000%  | 0.0000% | $128000.00         | $63627.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251   | 2052-08-01      | 5.5000%  | 0.0000% | $53570.00          | $35341.46          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6949   | 2052-03-01      | 3.5000%  | 0.0000% | $46877.00          | $28626.41          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4986   | 2051-04-01      | 2.0000%  | 0.0000% | $1037530.00        | $555582.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1705   | 2053-04-01      | 5.5000%  | 0.0000% | $1439440.00        | $1371155.44        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD0254   | 2051-11-01      | 2.0000%  | 0.0000% | $1446005.00        | $886838.40         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4395   | 2052-06-01      | 3.5000%  | 0.0000% | $1847968.00        | $1126274.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG6313   | 2053-07-01      | 5.0000%  | 0.0000% | $247812.00         | $198792.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4279   | 2053-10-01      | 5.0000%  | 0.0000% | $48876731.00       | $35494274.40       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6040   | 2050-01-01      | 3.5000%  | 0.0000% | $2345396.00        | $1034670.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0393   | 2052-09-01      | 5.0000%  | 0.0000% | $11992000.00       | $8161718.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9345   | 2053-03-01      | 5.0000%  | 0.0000% | $202310.00         | $144052.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6186   | 2052-12-01      | 5.5000%  | 0.0000% | $1169909.00        | $1022919.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8469   | 2053-03-01      | 6.5000%  | 0.0000% | $1004462.00        | $704092.56         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8281   | 2039-02-01      | 5.0000%  | 0.0000% | $500000.00         | $265459.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8722   | 2052-08-01      | 5.0000%  | 0.0000% | $1222130.00        | $1035688.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180   | 2039-05-01      | 6.0000%  | 0.0000% | $16999.00          | $9962.41           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083   | 2036-01-01      | 1.5000%  | 0.0000% | $126000.00         | $54085.38          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8089   | 2036-02-01      | 2.0000%  | 0.0000% | $571752.00         | $241367.31         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB0368   | 2034-03-01      | 4.0000%  | 0.0000% | $177504.00         | $41732.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5389   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9380   | 2056-01-01      | 5.5000%  | 0.0000% | $8510035.00        | $8564855.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBA0041   | 2046-02-01      | 3.0000%  | 0.0000% | $2371000.00        | $503721.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1216   | 2036-07-01      | 2.5000%  | 0.0000% | $877775.00         | $420186.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $46509840.00       | $34925951.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT0101   | 2036-05-01      | 2.0000%  | 0.0000% | $180205.00         | $70432.92          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1332   | 2051-08-01      | 2.5000%  | 0.0000% | $682000.00         | $405180.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297   | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $535.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU3971   | 2053-04-01      | 6.0000%  | 0.0000% | $1008.00           | $770.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7087   | 2051-02-01      | 2.0000%  | 0.0000% | $1324854.00        | $860048.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3014   | 2052-02-01      | 3.0000%  | 0.0000% | $790385.00         | $489232.30         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7771   | 2054-01-01      | 7.5000%  | 0.0000% | $434116.00         | $168906.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDA1016   | 2053-08-01      | 5.0000%  | 0.0000% | $499007.00         | $254822.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6833   | 2056-03-01      | 5.5000%  | 0.0000% | $1158921.00        | $1192184.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4076   | 2054-05-01      | 5.5000%  | 0.0000% | $519932.00         | $437539.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0735   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $842.73            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5711   | 2053-12-01      | 7.5000%  | 0.0000% | $408615.00         | $431685.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1860   | 2049-07-01      | 6.0000%  | 0.0000% | $11873008.00       | $10294364.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $11696900.00       | $10391600.06       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3065   | 2050-03-01      | 2.5000%  | 0.0000% | $2000.00           | $457.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM3537   | 2031-01-01      | 3.0000%  | 0.0000% | $2224000.00        | $97103.30          | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQI9984   | 2054-06-01      | 7.5000%  | 0.0000% | $1091091.00        | $883377.03         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI8852   | 2054-07-01      | 7.0000%  | 0.0000% | $2549590.00        | $877144.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4355   | 2049-11-01      | 3.5000%  | 0.0000% | $498000.00         | $250765.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5691   | 2054-10-01      | 6.5000%  | 0.0000% | $2826762.00        | $1547400.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7288   | 2055-07-01      | 6.0000%  | 0.0000% | $1254528.00        | $847602.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785   | 2049-12-01      | 4.0000%  | 0.0000% | $1007971.00        | $387338.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9545   | 2050-07-01      | 3.0000%  | 0.0000% | $1493000.00        | $459746.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6546   | 2050-08-01      | 3.0000%  | 0.0000% | $1350.00           | $478.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6548   | 2055-08-01      | 6.0000%  | 0.0000% | $26592247.00       | $23397731.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0315   | 2049-05-01      | 4.5000%  | 0.0000% | $1083989.00        | $360612.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3155   | 2052-03-01      | 2.0000%  | 0.0000% | $70854.00          | $45154.37          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923   | 2054-01-01      | 6.5000%  | 0.0000% | $1080602.00        | $1110169.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2238   | 2053-02-01      | 4.0000%  | 0.0000% | $128000.00         | $99409.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAV7043   | 2044-12-01      | 4.5000%  | 0.0000% | $1365988.00        | $330040.97         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC1514   | 2054-08-01      | 7.5000%  | 0.0000% | $1358841.00        | $629241.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879509   | 2036-03-01      | 6.0000%  | 0.0000% | $20689326.00       | $271196.66         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4567   | 2054-06-01      | 7.0000%  | 0.0000% | $1050314.00        | $537871.18         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB0712   | 2054-04-01      | 7.0000%  | 0.0000% | $257776.00         | $270701.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI6963   | 2041-07-01      | 4.5000%  | 0.0000% | $2462000.00        | $312669.40         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0211   | 2050-06-01      | 2.5000%  | 0.0000% | $105000.00         | $39314.48          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3610   | 2050-09-01      | 2.5000%  | 0.0000% | $1035419.00        | $500784.93         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17953 G   | 2043-05-01      | 4.0000%  | 0.0000% | $1375363.00        | $255246.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5373   | 2053-07-01      | 6.0000%  | 0.0000% | $298000.00         | $148089.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5274   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $790.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771   | 2047-11-01      | 3.5000%  | 0.0000% | $83468955.00       | $11670067.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0118   | 2054-09-01      | 5.5000%  | 0.0000% | $1118427.00        | $918636.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7905   | 2053-10-01      | 5.5000%  | 0.0000% | $45432960.00       | $35620127.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $49990936.00       | $35532140.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB8980   | 2054-07-01      | 5.0000%  | 0.0000% | $1095000.00        | $1056297.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8017   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $724.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9614   | 2052-04-01      | 3.5000%  | 0.0000% | $2010.00           | $1335.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6711   | 2053-08-01      | 6.5000%  | 0.0000% | $1265150.00        | $923634.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3490   | 2054-10-01      | 5.5000%  | 0.0000% | $2837.00           | $2811.01           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5578   | 2052-05-01      | 3.0000%  | 0.0000% | $147847.00         | $101884.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8001   | 2052-08-01      | 5.0000%  | 0.0000% | $783977.00         | $562730.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV8166   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $639.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5303   | 2052-12-01      | 6.0000%  | 0.0000% | $58110447.00       | $37051104.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4947   | 2055-11-01      | 6.5000%  | 0.0000% | $1146022.00        | $1053909.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDE7835   | 2040-08-01      | 6.0000%  | 0.0000% | $206997.00         | $171425.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBO9325   | 2050-03-01      | 5.0000%  | 0.0000% | $1043.00           | $123.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7145   | 2055-11-01      | 5.5000%  | 0.0000% | $351264.00         | $358201.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP2795   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $355.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBO9370   | 2034-11-01      | 5.0000%  | 0.0000% | $2000.00           | $771.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5036   | 2055-11-01      | 6.5000%  | 0.0000% | $992113.00         | $1033636.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8087   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $490.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA6486   | 2046-07-01      | 3.5000%  | 0.0000% | $1273906.00        | $278397.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872316   | 2036-05-01      | 6.0000%  | 0.0000% | $48326996.00       | $269364.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6524   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $486.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL779661   | 2034-07-01      | 5.5000%  | 0.0000% | $8487041.00        | $86802.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630   | 2050-08-01      | 2.0000%  | 0.0000% | $76973568.00       | $37048782.89       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6971   | 2056-01-01      | 4.5000%  | 0.0000% | $9180864.00        | $8643358.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9217   | 2049-12-01      | 3.0000%  | 0.0000% | $286000.00         | $58825.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9111   | 2055-10-01      | 5.5000%  | 0.0000% | $7794410.00        | $6611913.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1917   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $567.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8465   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $550.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0628   | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $528.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3625   | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1201.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7951   | 2054-12-01      | 6.5000%  | 0.0000% | $2333373.00        | $587422.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852707   | 2036-01-01      | 6.0000%  | 0.0000% | $38854137.00       | $274463.17         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2840   | 2055-07-01      | 7.0000%  | 0.0000% | $1200153.00        | $994464.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH5580   | 2041-02-01      | 4.5000%  | 0.0000% | $3278000.00        | $222642.40         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $3552200.00        | $3567408.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $10703700.00       | $9505163.30        | U.S. Treasuries (including strips) |
| 03.000 FGPC U59041 G   | 2033-12-01      | 3.0000%  | 0.0000% | $203000.00         | $37377.98          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9852   | 2053-09-01      | 6.0000%  | 0.0000% | $174362835.00      | $129299438.93      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CQAL7846   | 2045-08-01      | 4.5000%  | 0.0000% | $541000.00         | $92092.14          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $23000.00          | $17333.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO8112   | 2042-08-01      | 3.0000%  | 0.0000% | $1538820.00        | $186748.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7047   | 2045-02-01      | 3.5000%  | 0.0000% | $7996000.00        | $1325072.73        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9369   | 2054-08-01      | 7.0000%  | 0.0000% | $379998.00         | $400716.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2384   | 2044-05-01      | 4.0000%  | 0.0000% | $4796000.00        | $461695.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2489   | 2054-09-01      | 5.5000%  | 0.0000% | $996520.00         | $992410.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7792   | 2055-07-01      | 6.5000%  | 0.0000% | $802858.00         | $835677.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8871   | 2052-08-01      | 5.0000%  | 0.0000% | $1194636.00        | $1129024.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ9328   | 2043-01-01      | 3.5000%  | 0.0000% | $1123000.00        | $153532.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8153   | 2054-07-01      | 6.0000%  | 0.0000% | $2000472.00        | $1006265.04        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2609   | 2052-12-01      | 3.5000%  | 0.0000% | $44000.00          | $32009.53          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8011   | 2049-09-01      | 3.5000%  | 0.0000% | $6651004.00        | $739046.17         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5620   | 2054-06-01      | 7.0000%  | 0.0000% | $161807.00         | $95707.91          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1652   | 2053-04-01      | 6.0000%  | 0.0000% | $1519000.00        | $1118158.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5996   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $798.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3270   | 2047-11-01      | 4.5000%  | 0.0000% | $1015590.00        | $289923.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0356   | 2051-11-01      | 4.0000%  | 0.0000% | $115000.00         | $42758.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1145767.00        | $423764.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6607   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $602.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $11671060.00       | $10014873.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2482   | 2048-10-01      | 4.5000%  | 0.0000% | $695995.00         | $116046.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0812   | 2047-12-01      | 3.5000%  | 0.0000% | $250127360.00      | $35141613.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBW5088   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $528.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6696   | 2053-07-01      | 5.5000%  | 0.0000% | $48618320.00       | $36023550.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5859   | 2053-03-01      | 6.0000%  | 0.0000% | $56713016.00       | $36814626.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022   | 2054-08-01      | 6.5000%  | 0.0000% | $2001233.00        | $1548540.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU0720   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $611.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4985   | 2054-06-01      | 6.5000%  | 0.0000% | $1380603.00        | $1057039.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2806   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4729   | 2046-10-01      | 3.0000%  | 0.0000% | $1904000.00        | $362447.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6701   | 2053-07-01      | 6.0000%  | 0.0000% | $13461970.00       | $9757678.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE9375   | 2047-05-01      | 3.5000%  | 0.0000% | $63000.00          | $20062.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $142684702.00      | $35503044.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5204   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $917.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6301   | 2052-08-01      | 5.0000%  | 0.0000% | $2016.00           | $913.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7198   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1520.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4390   | 2051-03-01      | 2.0000%  | 0.0000% | $944293.00         | $502449.67         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1035   | 2051-05-01      | 2.0000%  | 0.0000% | $1358000.00        | $796529.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD7724   | 2046-07-01      | 3.5000%  | 0.0000% | $1456096.00        | $329012.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC9077   | 2046-12-01      | 3.5000%  | 0.0000% | $1097000.00        | $251448.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0912   | 2051-04-01      | 2.0000%  | 0.0000% | $1150.00           | $650.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3807   | 2052-06-01      | 3.5000%  | 0.0000% | $12606608.00       | $9833402.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6717   | 2053-07-01      | 4.5000%  | 0.0000% | $45243328.00       | $36317051.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549   | 2053-06-01      | 6.5000%  | 0.0000% | $27661003.00       | $18321856.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6874   | 2053-08-01      | 6.0000%  | 0.0000% | $48705000.00       | $35473899.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $2719400.00        | $2060609.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1064.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1879   | 2048-04-01      | 3.0000%  | 0.0000% | $1001.00           | $830.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3424   | 2048-03-01      | 4.0000%  | 0.0000% | $13585960.00       | $12428846.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9958   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $665.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4437   | 2056-02-01      | 5.0000%  | 0.0000% | $11254413.00       | $11087511.96       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBE7425   | 2032-04-01      | 2.0000%  | 0.0000% | $248116.00         | $64585.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT2014   | 2043-04-01      | 3.0000%  | 0.0000% | $2726995.00        | $359003.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9006   | 2043-08-01      | 3.5000%  | 0.0000% | $517801.00         | $67636.72          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2190   | 2052-10-01      | 4.5000%  | 0.0000% | $395000.00         | $281478.32         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0488   | 2049-05-01      | 4.0000%  | 0.0000% | $1037044.00        | $318046.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3945   | 2054-09-01      | 6.0000%  | 0.0000% | $2552222.00        | $1173105.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9255   | 2052-09-01      | 5.0000%  | 0.0000% | $18486.00          | $12196.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9194   | 2052-09-01      | 5.0000%  | 0.0000% | $1118146.00        | $1048442.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8324   | 2053-05-01      | 5.5000%  | 0.0000% | $144000.00         | $100312.99         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $5906.00           | $5231.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5024   | 2055-11-01      | 4.5000%  | 0.0000% | $595261.00         | $566546.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5331   | 2054-03-01      | 6.0000%  | 0.0000% | $40053317.00       | $30582062.58       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0962   | 2052-04-01      | 3.5000%  | 0.0000% | $70288.00          | $47517.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7611   | 2045-04-01      | 3.0000%  | 0.0000% | $3887384.00        | $479526.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS9048   | 2043-09-01      | 3.5000%  | 0.0000% | $101496382.00      | $8158992.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7186   | 2048-07-01      | 4.5000%  | 0.0000% | $2459061.00        | $775780.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5117   | 2055-07-01      | 6.0000%  | 0.0000% | $1240008.00        | $1099109.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6138   | 2055-03-01      | 6.5000%  | 0.0000% | $2167948.00        | $1621429.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5168   | 2043-05-01      | 3.5000%  | 0.0000% | $14080560.00       | $1097768.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBJ2544   | 2037-12-01      | 3.0000%  | 0.0000% | $262999.00         | $40113.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9762   | 2048-08-01      | 4.5000%  | 0.0000% | $2665187.00        | $230469.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0026   | 2047-11-01      | 3.5000%  | 0.0000% | $3344506.00        | $922560.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618   | 2049-04-01      | 4.5000%  | 0.0000% | $1061732.00        | $227290.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $599.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393   | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1092.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4145   | 2056-03-01      | 5.0000%  | 0.0000% | $1029584.00        | $1018117.43        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5109   | 2050-11-01      | 2.0000%  | 0.0000% | $1025.00           | $538.90            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP5772   | 2050-05-01      | 2.0000%  | 0.0000% | $1271.00           | $529.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2239   | 2038-08-01      | 4.5000%  | 0.0000% | $12502761.00       | $2535326.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2080   | 2038-07-01      | 4.5000%  | 0.0000% | $1024.00           | $172.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8607   | 2055-10-01      | 6.5000%  | 0.0000% | $1353400.00        | $1127380.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1456   | 2054-11-01      | 6.0000%  | 0.0000% | $11984000.00       | $9979572.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $1315580.00        | $219147.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6951   | 2050-09-01      | 2.5000%  | 0.0000% | $402000.00         | $183258.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5555   | 2050-04-01      | 3.5000%  | 0.0000% | $2364000.00        | $728988.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7982   | 2046-09-01      | 3.0000%  | 0.0000% | $244884735.00      | $36613700.49       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484   | 2054-11-01      | 4.0000%  | 0.0000% | $57000.00          | $49402.65          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $2953.00           | $1370.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442   | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1336.16           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1882   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $915.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6392   | 2054-08-01      | 5.5000%  | 0.0000% | $52017.00          | $38347.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $487.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTBJ4287   | 2038-01-01      | 4.0000%  | 0.0000% | $1408310.00        | $231770.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7033   | 2054-11-01      | 6.5000%  | 0.0000% | $1342663.00        | $636828.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAQ9990   | 2043-02-01      | 2.5000%  | 0.0000% | $1798000.00        | $291735.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7016   | 2046-04-01      | 3.5000%  | 0.0000% | $2748000.00        | $270172.65         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2131   | 2054-08-01      | 6.5000%  | 0.0000% | $717031.00         | $366398.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0503   | 2055-09-01      | 6.0000%  | 0.0000% | $1119802.00        | $1125303.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ5682   | 2042-12-01      | 3.0000%  | 0.0000% | $3382512.00        | $724014.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9350   | 2043-02-01      | 4.0000%  | 0.0000% | $1246539.00        | $474015.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2369   | 2053-05-01      | 6.5000%  | 0.0000% | $1052540.00        | $897188.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0451   | 2047-09-01      | 3.5000%  | 0.0000% | $1915000.00        | $338130.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9527   | 2052-07-01      | 5.0000%  | 0.0000% | $2024.00           | $1611.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $5249.00           | $4698.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1479   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $720.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $613.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBK0614   | 2050-01-01      | 3.0000%  | 0.0000% | $276000.00         | $52500.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT8059   | 2053-03-01      | 6.0000%  | 0.0000% | $2500640.00        | $1108128.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5409   | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $178.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7762   | 2049-04-01      | 4.5000%  | 0.0000% | $1580917.00        | $497695.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO1766   | 2049-07-01      | 4.5000%  | 0.0000% | $6842000.00        | $916119.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5136   | 2046-06-01      | 4.0000%  | 0.0000% | $1598000.00        | $429959.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083   | 2053-12-01      | 5.5000%  | 0.0000% | $44783543.00       | $35863195.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1580   | 2053-05-01      | 5.0000%  | 0.0000% | $294866.00         | $250082.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $2512836.00        | $1951311.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4827   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $876.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6920   | 2053-08-01      | 6.0000%  | 0.0000% | $49998000.00       | $37011732.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8119   | 2054-03-01      | 5.0000%  | 0.0000% | $46990007.00       | $37426373.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7139   | 2052-07-01      | 5.0000%  | 0.0000% | $4001.00           | $2552.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8775   | 2053-03-01      | 5.5000%  | 0.0000% | $2046444.00        | $1172361.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4599   | 2053-06-01      | 6.0000%  | 0.0000% | $1454100.00        | $997269.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1250   | 2049-07-01      | 3.5000%  | 0.0000% | $1175920.00        | $291969.55         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8217   | 2052-11-01      | 6.0000%  | 0.0000% | $55600.00          | $38378.40          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67706 G   | 2047-12-01      | 3.5000%  | 0.0000% | $123000.00         | $28115.01          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2866   | 2049-07-01      | 4.0000%  | 0.0000% | $95003.00          | $68436.92          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $344999.00         | $116690.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6361   | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $36216380.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0756   | 2055-02-01      | 6.0000%  | 0.0000% | $545854.00         | $554347.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD0158   | 2055-03-01      | 5.5000%  | 0.0000% | $1190301.00        | $1071717.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8117   | 2053-05-01      | 6.0000%  | 0.0000% | $996000.00         | $473602.30         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293   | 2049-09-01      | 3.0000%  | 0.0000% | $798000.00         | $255352.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8682   | 2054-11-01      | 6.5000%  | 0.0000% | $632540.00         | $656934.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2764   | 2055-04-01      | 6.5000%  | 0.0000% | $976023.00         | $1008557.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4088   | 2053-06-01      | 6.0000%  | 0.0000% | $211445.00         | $119187.33         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC7979   | 2054-12-01      | 7.0000%  | 0.0000% | $1235644.00        | $566464.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $738.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3484   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $527.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5737   | 2050-05-01      | 3.5000%  | 0.0000% | $84746496.00       | $37555501.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4349   | 2049-10-01      | 3.5000%  | 0.0000% | $107280000.00      | $36954416.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5411   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $682.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP745962   | 2036-09-01      | 6.0000%  | 0.0000% | $162155570.00      | $306670.82         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1014   | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $569.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $74440640.00       | $35304345.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5056   | 2055-09-01      | 6.0000%  | 0.0000% | $1343499.00        | $1321659.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP5624   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $416.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4616   | 2042-11-01      | 3.0000%  | 0.0000% | $5336888.00        | $334174.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ4394   | 2042-11-01      | 3.5000%  | 0.0000% | $4625204.00        | $151352.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9760   | 2047-06-01      | 4.5000%  | 0.0000% | $4298000.00        | $567376.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6973   | 2053-07-01      | 6.5000%  | 0.0000% | $1326660.00        | $1015533.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CNSA0035   | 2032-11-01      | 4.0000%  | 0.0000% | $259000.00         | $105934.71         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $21000.00          | $15442.80          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7184   | 2052-04-01      | 4.0000%  | 0.0000% | $400159.00         | $271167.46         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5057   | 2031-05-01      | 1.5000%  | 0.0000% | $1377507.00        | $442295.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502   | 2049-07-01      | 3.5000%  | 0.0000% | $205602177.00      | $38140592.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7198   | 2048-09-01      | 4.5000%  | 0.0000% | $1475587.00        | $247141.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5729   | 2056-03-01      | 5.5000%  | 0.0000% | $10004380.00       | $10068771.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4774   | 2048-07-01      | 4.0000%  | 0.0000% | $504615.00         | $136070.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665   | 2032-12-01      | 2.5000%  | 0.0000% | $1407330.00        | $275142.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0813   | 2047-11-01      | 3.5000%  | 0.0000% | $200264704.00      | $35003932.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $49286334.00       | $36308748.98       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $11495900.00       | $11382861.64       | U.S. Treasuries (including strips) |
| FNMS 03.000 CLAT2665   | 2043-04-01      | 3.0000%  | 0.0000% | $3261296.00        | $759555.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1012   | 2055-06-01      | 5.5000%  | 0.0000% | $8765328.00        | $8699580.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTBM5330   | 2037-12-01      | 2.5000%  | 0.0000% | $658000.00         | $108051.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1147   | 2050-01-01      | 3.5000%  | 0.0000% | $1166393.00        | $410773.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $620.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN9007   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $527.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5676   | 2052-08-01      | 5.0000%  | 0.0000% | $2016.00           | $1265.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4334   | 2049-02-01      | 4.5000%  | 0.0000% | $3003.00           | $170.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7086   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1744.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5564   | 2055-11-01      | 5.5000%  | 0.0000% | $1016720.00        | $1024916.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2848   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $540.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3484   | 2052-05-01      | 3.5000%  | 0.0000% | $893567.00         | $629414.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA7398   | 2050-10-01      | 3.5000%  | 0.0000% | $2125000.00        | $822875.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6654   | 2052-06-01      | 3.5000%  | 0.0000% | $33000.00          | $26676.86          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256   | 2052-10-01      | 4.0000%  | 0.0000% | $100122.00         | $74289.51          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8320   | 2053-02-01      | 3.0000%  | 0.0000% | $54000.00          | $40695.08          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q07066 G   | 2042-03-01      | 4.0000%  | 0.0000% | $3812373.00        | $446353.15         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53142 G   | 2047-12-01      | 4.5000%  | 0.0000% | $1472482.00        | $498579.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3672   | 2052-12-01      | 5.5000%  | 0.0000% | $1689840.00        | $1167705.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8579   | 2046-12-01      | 3.0000%  | 0.0000% | $2804604.00        | $545471.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831440   | 2036-05-01      | 6.0000%  | 0.0000% | $61647294.00       | $464543.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL851630   | 2036-04-01      | 6.0000%  | 0.0000% | $54325500.00       | $277277.68         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3455   | 2053-05-01      | 5.0000%  | 0.0000% | $119118.00         | $98085.74          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7616   | 2052-07-01      | 5.0000%  | 0.0000% | $149000.00         | $102198.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1875   | 2053-05-01      | 5.5000%  | 0.0000% | $332840.00         | $214960.25         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $596000.00         | $424722.35         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48210 G   | 2047-05-01      | 4.0000%  | 0.0000% | $6171368.00        | $1415971.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBT6626   | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $410.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1066   | 2056-02-01      | 6.0000%  | 0.0000% | $6595802.00        | $6747953.76        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| 03.500 FGPC Q48657 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1609592.00        | $379714.18         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11101 G   | 2042-09-01      | 4.0000%  | 0.0000% | $2945492.00        | $624954.56         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58037 G   | 2048-08-01      | 5.0000%  | 0.0000% | $1197752.00        | $459630.30         | Agency Mortgage-Backed Securities  |

### Security 264: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9LX8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9LX8
- **C.18 - Value (incl. sponsor support):** $973000000.00
- **C.18.a - Value (excl. sponsor support):** $973000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $152287200.00      | $168727064.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $830751700.00      | $823733069.34      | U.S. Treasuries (including strips) |

### Security 265: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9LZ3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9LZ3
- **C.18 - Value (incl. sponsor support):** $1622000000.00
- **C.18.a - Value (excl. sponsor support):** $1622000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $1410911300.00     | $1398991088.90     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $29500000.00       | $30093299.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $239794000.00      | $225355638.77      | U.S. Treasuries (including strips) |

### Security 266: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9M17, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9M17
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $164773000.00      | $165240032.95      | U.S. Treasuries (including strips) |

### Security 267: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.620000%
- **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: ARP1I9QM7, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1I9QM7
- **C.18 - Value (incl. sponsor support):** $326000000.00
- **C.18.a - Value (excl. sponsor support):** $326000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $4659840.00        | $2188973.10        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $543.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1679.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $785.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $853.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $276000.00         | $218408.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4926   | 2044-02-01      | 4.0000%  | 0.0000% | $12249.00          | $1502.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1076.00           | $841.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6344   | 2054-09-01      | 5.5000%  | 0.0000% | $1501760.00        | $1259587.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $818.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $930.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9994   | 2053-10-01      | 6.0000%  | 0.0000% | $28287472.00       | $20561503.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $805.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2856   | 2055-09-01      | 6.0000%  | 0.0000% | $6008752.00        | $5892719.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA0884   | 2053-09-01      | 5.5000%  | 0.0000% | $3290465.00        | $2915256.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1747.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2375   | 2055-07-01      | 6.0000%  | 0.0000% | $301901.00         | $252690.61         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $30371533.00       | $16449135.64       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4686   | 2027-11-01      | 2.5000%  | 0.0000% | $1001.00           | $15.71             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1521.00           | $168.03            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $1664.00           | $63.21             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $755.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6403   | 2054-01-01      | 6.5000%  | 0.0000% | $10274697.00       | $5277707.97        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB8934   | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52604.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $251.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6424   | 2056-04-01      | 5.5000%  | 0.0000% | $1152641.00        | $1170666.72        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5931   | 2054-06-01      | 7.0000%  | 0.0000% | $1230778.00        | $580052.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3106.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5141   | 2056-03-01      | 5.5000%  | 0.0000% | $909154.00         | $896400.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $740.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $105.54            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1002.00           | $192.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $717.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $147.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ5323   | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $108.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5046   | 2036-07-01      | 6.0000%  | 0.0000% | $36248.00          | $109.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393   | 2046-04-01      | 4.5000%  | 0.0000% | $1070.00           | $1030.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $72652.00          | $39303.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106   | 2051-05-25      | 2.5000%  | 0.0000% | $14000.00          | $10225.63          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6426   | 2056-04-01      | 5.5000%  | 0.0000% | $43148.00          | $43409.08          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $1059.00           | $737.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1952.00           | $1207.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $777.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1101   | 2035-05-01      | 3.0000%  | 0.0000% | $1177052.00        | $106664.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $843.90            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD4961   | 2052-02-01      | 2.0000%  | 0.0000% | $8643.00           | $5752.41           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $629.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $825.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $700.27            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $233.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL725425   | 2034-04-01      | 5.5000%  | 0.0000% | $1009.00           | $4.97              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $141.41            | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M       | 2054-10-20      | 6.0000%  | 0.0000% | $709282.00         | $394561.21         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7550   | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $608.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $897.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1002.00           | $173.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3882   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $524.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2157   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $787.76            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $304.24            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5258   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $564.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $813.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK5563   | 2028-06-01      | 2.5000%  | 0.0000% | $1005.00           | $26.02             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2333   | 2056-04-01      | 5.0000%  | 0.0000% | $60321280.00       | $59452819.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0837   | 2055-01-01      | 6.0000%  | 0.0000% | $1007.00           | $841.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $2998.00           | $502.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $196.25            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3454   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $503.45            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7333   | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $142.02            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1304   | 2055-04-01      | 7.0000%  | 0.0000% | $23800000.00       | $16729382.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4848   | 2054-09-01      | 5.0000%  | 0.0000% | $2679.00           | $2613.75           | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1000.00           | $95.19             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140   | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $564.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3502.00           | $2562.72           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $9780500.00        | $9636947.22        | U.S. Treasuries (including strips) |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1442075.00        | $696508.96         | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $100544411.00      | $60342141.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5719   | 2056-01-01      | 5.0000%  | 0.0000% | $107506806.00      | $105250534.82      | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $713.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $785.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256   | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5193.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $827.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $105128.00         | $24733.70          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4454   | 2027-09-01      | 2.5000%  | 0.0000% | $1000.00           | $13.73             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747   | 2042-02-01      | 4.0000%  | 0.0000% | $5301.00           | $354.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213   | 2054-03-01      | 5.0000%  | 0.0000% | $547824.00         | $493910.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $11426656.00       | $9618157.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5052   | 2056-03-01      | 5.0000%  | 0.0000% | $6309936.00        | $6220443.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1001.00           | $907.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $766.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1037.00           | $546.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1038.00           | $799.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $835.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $933.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAW9153   | 2044-07-01      | 5.0000%  | 0.0000% | $282000.00         | $32103.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1825   | 2055-02-01      | 5.5000%  | 0.0000% | $10844444.00       | $8819804.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2031.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $871.08            | Agency Mortgage-Backed Securities  |

### Security 268: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.620000%
- **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: ARP1I9QP0, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1I9QP0
- **C.18 - Value (incl. sponsor support):** $624000000.00
- **C.18.a - Value (excl. sponsor support):** $624000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $43409000.00       | $31957196.95       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  | 0.0000% | $91408639.00       | $87056335.06       | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F      | 2065-06-20      | 4.5251%  | 0.0000% | $136958577.00      | $103376192.77      | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  | 0.0000% | $97719211.00       | $96096700.68       | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $32409639.00       | $22070248.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  | 0.0000% | $145826090.00      | $142649639.81      | Agency Mortgage-Backed Securities         |
| GNRM 2025-196 TP     | 2054-12-20      | 4.5000%  | 0.0000% | $666479.00         | $644079.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-190 FA     | 2055-11-20      | 4.5251%  | 0.0000% | $33538227.00       | $32265652.37       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL3616 | 2056-01-01      | 5.0000%  | 0.0000% | $5352005.00        | $5159432.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.5421%  | 0.0000% | $5377170.00        | $4012842.61        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ2316 | 2055-09-01      | 5.5000%  | 0.0000% | $5465497.00        | $5090994.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $37434621.00       | $36781860.88       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.5621%  | 0.0000% | $2366207.00        | $2055855.33        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-05-25      | 4.6121%  | 0.0000% | $118635965.00      | $81878522.44       | Agency Collateralized Mortgage Obligation |

### Security 269: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620000%
- **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: ARP1I9QQ8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9QQ8
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $93220.40          | Agency Mortgage-Backed Securities |
| GNMI SF BC8968 X     | 2047-10-15      | 4.5000%  | 0.0000% | $745841.00         | $89385.15          | Agency Mortgage-Backed Securities |
| GNMI SP 783510 X     | 2040-07-15      | 6.5000%  | 0.0000% | $233885.00         | $11015.31          | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $4513000.00        | $157598.58         | Agency Mortgage-Backed Securities |
| GNII SF MA1761 M     | 2044-03-20      | 4.0000%  | 0.0000% | $340000.00         | $17495.10          | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $496417.00         | $353265.15         | Agency Mortgage-Backed Securities |
| GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | 0.0000% | $13161694.00       | $12964129.60       | Agency Mortgage-Backed Securities |
| GNII SF MB0997 M     | 2056-02-20      | 5.5000%  | 0.0000% | $180620.00         | $181305.51         | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $50760.00          | $35903.68          | Agency Mortgage-Backed Securities |
| GNMI SF 690613 X     | 2047-06-15      | 2.5000%  | 0.0000% | $107933.00         | $62022.81          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $9991034.00        | $156794.52         | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $13863360.00       | $9449490.10        | Agency Mortgage-Backed Securities |
| GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  | 0.0000% | $930781.00         | $92498.48          | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $900000.00         | $535526.63         | Agency Mortgage-Backed Securities |
| GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $35885343.00       | $35446089.64       | Agency Mortgage-Backed Securities |
| GNII SF DR3260 C     | 2056-03-20      | 6.0000%  | 0.0000% | $177175.00         | $180847.47         | Agency Mortgage-Backed Securities |
| GNII SF CJ7473 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2446668.00        | $839972.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $1007.00           | $711.93            | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $969344.00         | $441952.42         | Agency Mortgage-Backed Securities |
| GNII SF DO5257 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1001.00           | $1020.52           | Agency Mortgage-Backed Securities |
| GNII SF MB1119 M     | 2041-05-20      | 4.5000%  | 0.0000% | $1040578.00        | $1033022.36        | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $66000.00          | $39262.15          | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $9541582.00        | $5766034.95        | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $1226816.00        | $190217.19         | Agency Mortgage-Backed Securities |
| GNII SF MA5262 M     | 2048-06-20      | 3.0000%  | 0.0000% | $61281.00          | $8880.86           | Agency Mortgage-Backed Securities |
| GNII SF MA7474 M     | 2051-07-20      | 3.5000%  | 0.0000% | $1407370.00        | $695772.80         | Agency Mortgage-Backed Securities |
| GNMI SF AH8961 X     | 2044-09-15      | 4.0000%  | 0.0000% | $36599.00          | $12486.45          | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $38468607.00       | $27191392.90       | Agency Mortgage-Backed Securities |
| GNII SF DN1983 C     | 2055-12-20      | 7.0000%  | 0.0000% | $421233.00         | $440495.00         | Agency Mortgage-Backed Securities |
| GNII ET DL5228 C     | 2065-10-20      | 7.0000%  | 0.0000% | $978109.00         | $1021199.68        | Agency Mortgage-Backed Securities |
| GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $26198.00          | $1230.39           | Agency Mortgage-Backed Securities |
| GNMI SF BF9995 X     | 2048-04-15      | 4.5000%  | 0.0000% | $2457660.00        | $83373.33          | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $26413.00          | $15134.76          | Agency Mortgage-Backed Securities |
| GNII ET DR0523 C     | 2066-04-20      | 6.0000%  | 0.0000% | $34322466.00       | $35286595.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $597000.00         | $60497.92          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2826 | 2035-02-01      | 5.5000%  | 0.0000% | $4633.00           | $68.05             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3354 | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $358191.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  | 0.0000% | $254707.00         | $60978.82          | Agency Mortgage-Backed Securities |
| GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $474209.00         | $174794.46         | Agency Mortgage-Backed Securities |
| GNII SF 004246 M     | 2038-09-20      | 6.5000%  | 0.0000% | $7610519.00        | $74890.79          | Agency Mortgage-Backed Securities |
| GNII SF MA0225 M     | 2038-03-20      | 6.0000%  | 0.0000% | $1113.00           | $37.36             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $315591.16         | Agency Mortgage-Backed Securities |

### Security 270: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.620000%
- **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: ARP1I9QS4, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1I9QS4
- **C.18 - Value (incl. sponsor support):** $187000000.00
- **C.18.a - Value (excl. sponsor support):** $187000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CTMA4540   | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $598.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $913.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3629   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $942.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0847   | 2051-06-01      | 3.0000%  | 0.0000% | $1047.00           | $569.60            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL5484   | 2030-01-01      | 2.2600%  | 0.0000% | $1492150.00        | $1390902.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $294556.00         | $43393.69          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $3085100.00        | $3142556.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $27800.00          | $29645.37          | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFS4824   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $785.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7358   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $928.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7337   | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $198.70            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729   | 2030-06-01      | 4.3800%  | 0.0000% | $1000.00           | $990.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBR1092   | 2041-06-01      | 2.0000%  | 0.0000% | $13682.00          | $7958.28           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5131   | 2030-11-01      | 3.9300%  | 0.0000% | $2000.00           | $1969.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528   | 2055-06-01      | 6.5000%  | 0.0000% | $12230700.00       | $10112566.88       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ5119   | 2035-11-01      | 4.4350%  | 0.0000% | $1555968.00        | $1538881.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2983   | 2049-05-01      | 4.0000%  | 0.0000% | $1025.00           | $261.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172   | 2042-05-01      | 3.5000%  | 0.0000% | $1024.00           | $146.85            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7529   | 2053-11-01      | 7.0000%  | 0.0000% | $1024.00           | $584.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4705   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.64           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3900   | 2029-10-01      | 2.4500%  | 0.0000% | $21171.00          | $18571.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2375   | 2031-09-01      | 2.5100%  | 0.0000% | $1000.00           | $798.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5037   | 2055-11-01      | 6.0000%  | 0.0000% | $1592157.00        | $1631464.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5148   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $791.61            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8565   | 2030-10-01      | 1.3300%  | 0.0000% | $2283000.00        | $1992157.71        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9752   | 2036-02-01      | 1.6900%  | 0.0000% | $362740.00         | $283588.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9921   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $636.54            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $32300.00          | $36308.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $400.00            | $407.65            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $2238977.00        | $1671557.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $624.35            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0028   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $286.10            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $1024.00           | $535.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL4852   | 2055-11-01      | 6.5000%  | 0.0000% | $1108.00           | $1155.23           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $2239026.00        | $1369595.42        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2059200.00        | $1957473.52        | U.S. Treasuries (including strips) |
| FNMS 04.000 CLFA5362   | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $937.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5049   | 2055-11-01      | 5.0000%  | 0.0000% | $4122.00           | $4037.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $74790400.00       | $50735236.02       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7752   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $495.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2379   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $800.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8777   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $790.79            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $2032.00           | $1769.87           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS1474   | 2028-03-01      | 1.2700%  | 0.0000% | $1000.00           | $855.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5109   | 2050-11-01      | 2.0000%  | 0.0000% | $1041.00           | $547.31            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037   | 2032-08-01      | 1.7547%  | 0.0000% | $2589507.00        | $2236657.14        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5559   | 2030-11-01      | 3.8500%  | 0.0000% | $1000.00           | $981.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226   | 2032-10-01      | 3.4520%  | 0.0000% | $1000.00           | $890.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4583   | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $815.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $734.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102   | 2056-03-01      | 5.0000%  | 0.0000% | $48853501.00       | $47472072.19       | Agency Mortgage-Backed Securities  |
| GNII SF 004923 M       | 2041-01-20      | 4.5000%  | 0.0000% | $12969.00          | $596.33            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM1750   | 2030-12-01      | 3.0400%  | 0.0000% | $65332.00          | $43894.16          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0634   | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $764.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0207   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $695.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4805   | 2056-03-01      | 5.5000%  | 0.0000% | $1244.00           | $1241.51           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9932   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $747.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX3915   | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $911.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ6096   | 2056-03-01      | 6.0000%  | 0.0000% | $2237576.00        | $2288053.42        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4615   | 2029-01-01      | 1.6650%  | 0.0000% | $1999000.00        | $1874542.26        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5490   | 2030-11-01      | 3.9000%  | 0.0000% | $1000.00           | $983.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3176   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $927.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW2434   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $517450.00         | $325600.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1152   | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $216.23            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3713   | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $853.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5705   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $846.39            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8096   | 2033-04-01      | 4.7000%  | 0.0000% | $2000.00           | $2013.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $607.76            | Agency Mortgage-Backed Securities  |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $6121.00           | $679.79            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $9500.00           | $9559.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $941.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $852000.00         | $756598.10         | U.S. Treasuries (including strips) |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $2011136.00        | $885037.42         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $10500.00          | $10473.65          | U.S. Treasuries (including strips) |
| FNMS 03.500 ZC310239   | 2044-10-25      | 3.5000%  | 0.0000% | $18999000.00       | $15880501.02       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $597.52            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $800.00            | $878.06            | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSL3801   | 2055-12-01      | 5.0000%  | 0.0000% | $1007.00           | $976.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3241   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $296.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA6037   | 2041-04-01      | 4.5000%  | 0.0000% | $1024.00           | $997.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX0341   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $606.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7746   | 2053-12-01      | 6.5000%  | 0.0000% | $28000.00          | $18924.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8617   | 2054-03-01      | 6.5000%  | 0.0000% | $403611.00         | $212892.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7782   | 2054-01-01      | 6.0000%  | 0.0000% | $1344.00           | $1053.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8689   | 2051-09-01      | 2.5000%  | 0.0000% | $646731.00         | $375231.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA1371   | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $88.79             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7518   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $371.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6233   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN1835   | 2028-07-01      | 2.5350%  | 0.0000% | $1000.00           | $897.96            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8659   | 2033-06-01      | 4.4400%  | 0.0000% | $1000.00           | $993.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4889   | 2054-09-01      | 5.5000%  | 0.0000% | $12945488.00       | $11305600.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0864   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $891.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5731   | 2055-06-01      | 3.5000%  | 0.0000% | $1008.00           | $887.60            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $300.00            | $302.57            | U.S. Treasuries (including strips) |
| FNMS 04.000 ZC310241   | 2044-09-25      | 4.0000%  | 0.0000% | $1000.00           | $887.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0789   | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $107.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0030   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.400 MYAM1508   | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $699.96            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1011   | 2031-02-01      | 1.2900%  | 0.0000% | $1000.00           | $767.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1178   | 2031-06-01      | 5.8100%  | 0.0000% | $31823531.00       | $32835483.93       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA2158   | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $803.65            | Agency Mortgage-Backed Securities  |

### Security 271: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9QU9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I9QU9
- **C.18 - Value (incl. sponsor support):** $878000000.00
- **C.18.a - Value (excl. sponsor support):** $878000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $245128300.00      | $248544152.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $234988700.00      | $249874672.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $1700.00           | $1664.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $90300.00          | $88431.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $146637700.00      | $156996600.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-04-30      | 4.1250%  | 0.0000% | $230816700.00      | $229478581.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $6404000.00        | $6064792.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $4485100.00        | $4510970.47        | U.S. Treasuries (including strips) |

### Security 272: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.620000%
- **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: ARP1I9QX3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1I9QX3
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $959000.00         | $964531.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $88900.00          | $91909.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $72194500.00       | $62407531.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1000900.00        | $988273.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $98000500.00       | $100702040.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $84137200.00       | $82705745.01       | U.S. Treasuries (including strips) |

### Security 273: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9QZ8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9QZ8
- **C.18 - Value (incl. sponsor support):** $1280000000.00
- **C.18.a - Value (excl. sponsor support):** $1280000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $26760100.00       | $26738611.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $57230900.00       | $56931010.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $898777600.00      | $886822000.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $657400.00         | $638409.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $159991400.00      | $161040717.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $137186400.00      | $136091240.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $31513600.00       | $31664079.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $5718000.00        | $5674020.41        | U.S. Treasuries (including strips) |

### Security 274: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9R20, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9R20
- **C.18 - Value (incl. sponsor support):** $2025000000.00
- **C.18.a - Value (excl. sponsor support):** $2025000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $31259200.00       | $33691899.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $251168000.00      | $249999708.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $248383200.00      | $249999531.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $247991700.00      | $249990162.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $245490000.00      | $249999577.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $248467200.00      | $249999891.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $156012800.00      | $142775107.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $252828400.00      | $249999121.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $245072000.00      | $249998829.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $134616400.00      | $139046183.10      | U.S. Treasuries (including strips) |

### Security 275: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9R87, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9R87
- **C.18 - Value (incl. sponsor support):** $1312000000.00
- **C.18.a - Value (excl. sponsor support):** $1312000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $44200.00          | $42887.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $190.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $128800.00         | $124852.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $190.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $44932700.00       | $42894576.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $800.00            | $634.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $12528400.00       | $12519436.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $18683800.00       | $18696115.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $93564300.00       | $94090220.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $30299100.00       | $30143704.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $96903200.00       | $53860925.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $246964800.00      | $134625529.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1000.00           | $901.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $204600.00         | $193979.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $137514400.00      | $102515094.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $500.00            | $431.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1052800.00        | $1061812.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $700.00            | $481.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $18501900.00       | $17792639.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $53348400.00       | $52890395.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $27800.00          | $27854.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $8400.00           | $7985.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $199999000.00      | $196026735.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $1223600.00        | $1245542.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $953100.00         | $903028.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $30144200.00       | $29106955.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $99700.00          | $101500.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $672500.00         | $677224.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $196954800.00      | $200846351.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $11878400.00       | $12026690.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $4200.00           | $4249.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $43291000.00       | $38699580.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $201912400.00      | $117771183.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $133400.00         | $134389.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $182791000.00      | $122710208.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $2425600.00        | $2440157.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $900.00            | $879.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $1509000.00        | $1544239.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $3122600.00        | $2680849.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $23017800.00       | $22121794.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $71500.00          | $69089.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $104700.00         | $91544.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $13471800.00       | $13590078.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $173.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $15925600.00       | $13956000.89       | U.S. Treasuries (including strips) |

### Security 276: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.620000%
- **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: ARP1I9RB0, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1I9RB0
- **C.18 - Value (incl. sponsor support):** $112000000.00
- **C.18.a - Value (excl. sponsor support):** $112000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $54200.00          | $53469.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $51018000.00       | $50545922.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $6840000.00        | $6463817.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $47818100.00       | $46961059.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $10437200.00       | $10215796.29       | U.S. Treasuries (including strips) |

### Security 277: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RD6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1I9RD6
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $8200.00           | $8415.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $3200.00           | $3174.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $253000.00         | $253267.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $16011600.00       | $15867994.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $114400.00         | $114780.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $70800.00          | $77058.55          | U.S. Treasuries (including strips) |

### Security 278: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.620000%
- **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: ARP1I9RE4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9RE4
- **C.18 - Value (incl. sponsor support):** $2047000000.00
- **C.18.a - Value (excl. sponsor support):** $2047000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $26984.85          | Agency Mortgage-Backed Securities |
| GNII ET DO0016 C     | 2065-09-20      | 4.5000%  | 0.0000% | $934805.00         | $894645.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB4069 | 2056-05-01      | 5.5000%  | 0.0000% | $19243712.00       | $19472284.54       | Agency Mortgage-Backed Securities |
| GNMI SP 781210 X     | 2029-09-15      | 6.5000%  | 0.0000% | $6868988.00        | $5094.90           | Agency Mortgage-Backed Securities |
| GNII SF MA5328 M     | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $279708.12         | Agency Mortgage-Backed Securities |
| GNII SF MA5332 M     | 2048-07-20      | 5.0000%  | 0.0000% | $5227776.00        | $337358.89         | Agency Mortgage-Backed Securities |
| GNII SF BL9547 C     | 2049-02-20      | 3.0000%  | 0.0000% | $704333.00         | $126449.72         | Agency Mortgage-Backed Securities |
| GNII SF CE0714 C     | 2051-07-20      | 3.5000%  | 0.0000% | $500000.00         | $72588.23          | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C     | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $917236.05         | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3197154.89        | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1157170.00        | $1140976.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2573 | 2055-07-01      | 6.0000%  | 0.0000% | $1936970.00        | $1554103.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7988 | 2055-08-01      | 6.0000%  | 0.0000% | $8425968.00        | $8355389.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2420 | 2041-01-01      | 6.0000%  | 0.0000% | $1787058.00        | $1822426.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6087 | 2053-03-01      | 5.5000%  | 0.0000% | $22651136.00       | $16927650.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6841 | 2056-06-01      | 5.5000%  | 0.0000% | $100000000.00      | $101728277.80      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB5041 | 2056-05-01      | 5.5000%  | 0.0000% | $65328896.00       | $66457895.48       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  | 0.0000% | $40000.00          | $21704.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA5608 | 2056-05-01      | 6.0000%  | 0.0000% | $31363200.00       | $32156264.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH0509 | 2056-05-01      | 6.0000%  | 0.0000% | $7277591.00        | $7498012.25        | Agency Mortgage-Backed Securities |
| GNII SF MA4425 M     | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $79280.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9454 | 2054-11-01      | 4.5000%  | 0.0000% | $2566000.00        | $2414714.80        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF9342 | 2056-01-01      | 7.0000%  | 0.0000% | $1402438.00        | $1233075.65        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8092 | 2053-04-01      | 5.0000%  | 0.0000% | $9232000.00        | $7558963.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5801 | 2056-06-01      | 4.5000%  | 0.0000% | $47368512.00       | $45716724.62       | Agency Mortgage-Backed Securities |
| GNII ET DL5026 C     | 2065-10-20      | 5.5000%  | 0.0000% | $14443360.00       | $10384660.80       | Agency Mortgage-Backed Securities |
| GNII SF DL6924 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1217310.00        | $1079325.53        | Agency Mortgage-Backed Securities |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $1757124.00        | $567804.94         | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2139393.73        | Agency Mortgage-Backed Securities |
| GNII SP 785447 C     | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $313721.77         | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 5.1250%  | 0.0000% | $2900000.00        | $43783.18          | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $4554952.00        | $512842.35         | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $472250880.00      | $249999870.42      | Agency Mortgage-Backed Securities |
| GNII SF DO2400 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1332882.00        | $1396400.49        | Agency Mortgage-Backed Securities |
| GNII ET DO0198 C     | 2065-11-20      | 4.5000%  | 0.0000% | $945861.00         | $905923.68         | Agency Mortgage-Backed Securities |
| GNMI SP 784716 X     | 2045-11-15      | 5.5000%  | 0.0000% | $2500000.00        | $692556.53         | Agency Mortgage-Backed Securities |
| GNII ET DP1178 C     | 2066-01-20      | 5.5000%  | 0.0000% | $290302.00         | $292415.36         | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1055746.17        | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $88131.06          | Agency Mortgage-Backed Securities |
| GNII SF 003654 M     | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $20821.84          | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.0000%  | 0.0000% | $1450000.00        | $14174.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1162 | 2055-04-01      | 6.0000%  | 0.0000% | $7246896.00        | $5638907.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0836 | 2056-02-01      | 4.5000%  | 0.0000% | $5306080.00        | $5085925.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG2055 | 2056-02-01      | 5.5000%  | 0.0000% | $11551264.00       | $11699596.97       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5729 | 2040-04-01      | 3.0000%  | 0.0000% | $85523.00          | $76607.67          | Agency Mortgage-Backed Securities |
| GNII SF MA6687 M     | 2035-06-20      | 4.5000%  | 0.0000% | $102477.00         | $45402.55          | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $7125.80           | Agency Mortgage-Backed Securities |
| GNII SF DR0259 C     | 2056-05-20      | 6.0000%  | 0.0000% | $2927590.00        | $3048454.58        | Agency Mortgage-Backed Securities |
| GNII SF DR0258 C     | 2056-05-20      | 6.0000%  | 0.0000% | $2525144.00        | $2632835.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  | 0.0000% | $3257576.00        | $2987950.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ2112 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1453218.00        | $1491496.86        | Agency Mortgage-Backed Securities |
| GNII BD DK2152 C     | 2056-05-20      | 4.5000%  | 0.0000% | $2718336.00        | $2623093.66        | Agency Mortgage-Backed Securities |
| GNMI SF AD6349 X     | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $310183.77         | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $249234432.00      | $207376724.14      | Agency Mortgage-Backed Securities |
| GNII SF DR7568 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1178060.00        | $1220443.85        | Agency Mortgage-Backed Securities |
| GNII ET DO0018 C     | 2065-10-20      | 6.0000%  | 0.0000% | $4081960.00        | $4188178.06        | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C     | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $2797728.11        | Agency Mortgage-Backed Securities |
| GNII RG CN9876 C     | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $503203.43         | Agency Mortgage-Backed Securities |
| GNII SF BW4523 C     | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $384267.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2832 | 2056-04-01      | 4.5000%  | 0.0000% | $5012880.00        | $4822962.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3514 | 2049-05-01      | 4.5000%  | 0.0000% | $136000.00         | $17681.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7960 | 2040-08-01      | 5.5000%  | 0.0000% | $1933304.00        | $1631606.63        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CKDF3347 | 2055-10-01      | 7.0000%  | 0.0000% | $4352248.00        | $4593652.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2774 | 2056-05-01      | 5.0000%  | 0.0000% | $19294496.00       | $19166831.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9768 | 2054-12-01      | 4.5000%  | 0.0000% | $7480000.00        | $6769741.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0806 | 2056-02-01      | 5.0000%  | 0.0000% | $2921120.00        | $2821735.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8334 | 2056-04-01      | 5.0000%  | 0.0000% | $4102656.00        | $4065285.48        | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $238282.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  | 0.0000% | $1448250.00        | $1193554.07        | Agency Mortgage-Backed Securities |
| GNCL CL CP2700       | 2066-09-15      | 5.5500%  | 0.0000% | $303908.00         | $316173.93         | Agency Mortgage-Backed Securities |
| GNII SF DQ6389 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1063272.00        | $1098856.42        | Agency Mortgage-Backed Securities |
| GNMI SF 470770 X     | 2029-08-15      | 7.5000%  | 0.0000% | $4000000.00        | $19262.41          | Agency Mortgage-Backed Securities |
| GNII SF MA8619 M     | 2036-06-20      | 6.5000%  | 0.0000% | $56812.00          | $35792.04          | Agency Mortgage-Backed Securities |
| GNII SF BZ3855 C     | 2050-11-20      | 2.0000%  | 0.0000% | $1074660.00        | $624967.39         | Agency Mortgage-Backed Securities |
| GNII SF CO1899 C     | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1490985.72        | Agency Mortgage-Backed Securities |
| GNII SF DR1364 C     | 2046-04-20      | 6.5000%  | 0.0000% | $1034906.00        | $1079369.87        | Agency Mortgage-Backed Securities |
| GNII SF DR4006 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3288220.00        | $3284309.94        | Agency Mortgage-Backed Securities |
| GNII ET DR8119 C     | 2064-10-20      | 4.5000%  | 0.0000% | $424506.00         | $406805.26         | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $365000.00         | $25895.67          | Agency Mortgage-Backed Securities |
| GNII SF DP5013 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1497180.00        | $1551051.03        | Agency Mortgage-Backed Securities |
| GNII SF DR3050 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1386814.00        | $1435444.89        | Agency Mortgage-Backed Securities |
| GNII ET DO9802 C     | 2065-11-20      | 2.0000%  | 0.0000% | $302918.00         | $232964.44         | Agency Mortgage-Backed Securities |
| GNII SF DR0628 C     | 2056-03-20      | 6.0000%  | 0.0000% | $4462096.00        | $4607236.02        | Agency Mortgage-Backed Securities |
| GNII SF DS2044 C     | 2056-05-20      | 6.0000%  | 0.0000% | $373736.00         | $391712.95         | Agency Mortgage-Backed Securities |
| GNII SF MA4782 M     | 2047-10-20      | 5.5000%  | 0.0000% | $3540844.00        | $320285.15         | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $397543424.00      | $240237863.79      | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $4581918.51        | Agency Mortgage-Backed Securities |
| GNII SF MA6037 M     | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $47514.49          | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $240000.00         | $162164.90         | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6929047.48        | Agency Mortgage-Backed Securities |
| GNII ET DN9164 C     | 2060-11-20      | 5.5000%  | 0.0000% | $354257.00         | $355975.38         | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1172471.90        | Agency Mortgage-Backed Securities |
| GNII SF CB4513 C     | 2046-02-20      | 2.5000%  | 0.0000% | $117440.00         | $62865.94          | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $1799628.77        | Agency Mortgage-Backed Securities |
| GNII ET DL9220 C     | 2065-08-20      | 2.5000%  | 0.0000% | $108553.00         | $89003.28          | Agency Mortgage-Backed Securities |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1700120.00        | $1772119.69        | Agency Mortgage-Backed Securities |
| GNMI SP 785441 X     | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3590295.92        | Agency Mortgage-Backed Securities |
| GNMI SP 784699 X     | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $305474.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 GLAS6885 | 2046-03-01      | 3.0000%  | 0.0000% | $1708414.00        | $366280.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4675 | 2051-08-01      | 2.5000%  | 0.0000% | $40000.00          | $23332.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9823 | 2056-05-01      | 5.5000%  | 0.0000% | $8142048.00        | $8219353.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  | 0.0000% | $1800896.00        | $1521423.78        | Agency Mortgage-Backed Securities |
| GNII SF CM3934 C     | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1626816.57        | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $10870944.00       | $603884.78         | Agency Mortgage-Backed Securities |
| GNMI SF AM8910 X     | 2045-06-15      | 4.0000%  | 0.0000% | $1120018.00        | $126831.28         | Agency Mortgage-Backed Securities |
| GNII SF DL8001 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1233926.00        | $1289892.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG9978 | 2056-05-01      | 4.5000%  | 0.0000% | $3692420.00        | $3555593.68        | Agency Mortgage-Backed Securities |
| GNII JM MA9230 M     | 2053-10-20      | 6.5000%  | 0.0000% | $5326720.00        | $1546309.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $26863648.00       | $19341076.40       | Agency Mortgage-Backed Securities |
| GNAR AT MA0177 M     | 2042-06-20      | 5.6250%  | 0.0000% | $620000.00         | $13343.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5980 | 2041-02-01      | 6.0000%  | 0.0000% | $89716992.00       | $85631666.07       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA5889 | 2037-06-01      | 2.5000%  | 0.0000% | $45107712.00       | $42603802.93       | Agency Mortgage-Backed Securities |
| GNII SF CV9047 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1010212.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4807 | 2056-04-01      | 5.0000%  | 0.0000% | $141851136.00      | $139427397.91      | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $11503536.00       | $6199598.04        | Agency Mortgage-Backed Securities |
| GNMI SF CL8095 X     | 2052-07-15      | 4.5000%  | 0.0000% | $3702948.00        | $2907571.68        | Agency Mortgage-Backed Securities |
| GNII SF AK2600 C     | 2044-11-20      | 3.5000%  | 0.0000% | $1642758.00        | $194779.01         | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $5065165.00        | $20480.32          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | 0.0000% | $240000.00         | $102335.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $6000000.00        | $3851142.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAA0920 | 2037-08-01      | 5.5000%  | 0.0000% | $820000.00         | $20300.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICB5550 | 2038-01-01      | 4.0000%  | 0.0000% | $31363.00          | $18312.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG4480 | 2056-03-01      | 6.0000%  | 0.0000% | $4996768.00        | $4599262.39        | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $542974.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9852 | 2056-05-01      | 5.5000%  | 0.0000% | $11172992.00       | $11346025.65       | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $290438656.00      | $159360654.54      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9303 | 2056-05-01      | 5.0000%  | 0.0000% | $28097600.00       | $27874754.82       | Agency Mortgage-Backed Securities |
| GNII SF MA2569 M     | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $152044.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $113135616.00      | $100719318.78      | Agency Mortgage-Backed Securities |
| GNII SF MA4560 M     | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $95298.04          | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $446280.00         | $48388.72          | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $235000.00         | $27304.35          | Agency Mortgage-Backed Securities |
| GNII SF 794944 C     | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $54443.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $365000.00         | $328293.62         | Agency Mortgage-Backed Securities |
| GNMI SF BB4157 X     | 2048-02-15      | 5.0000%  | 0.0000% | $685293.00         | $103065.98         | Agency Mortgage-Backed Securities |
| GNII ET DE2574 C     | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $3228493.70        | Agency Mortgage-Backed Securities |
| GNII SP 784114 M     | 2046-02-20      | 3.5000%  | 0.0000% | $466402.00         | $42717.82          | Agency Mortgage-Backed Securities |
| GNII SF DS7137 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1129168.00        | $1169797.35        | Agency Mortgage-Backed Securities |
| GNII ET DP7543 C     | 2065-12-20      | 2.0000%  | 0.0000% | $309033.00         | $238251.07         | Agency Mortgage-Backed Securities |
| GNII ET DO6938 C     | 2066-02-20      | 4.0000%  | 0.0000% | $193868.00         | $181513.82         | Agency Mortgage-Backed Securities |
| GNPL PN DC2109       | 2050-08-15      | 5.6400%  | 0.0000% | $10000000.00       | $10606783.90       | Agency Mortgage-Backed Securities |
| GNII RG CP0132 C     | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $182309.47         | Agency Mortgage-Backed Securities |
| GNII SF DA9706 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1257492.00        | $574102.75         | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $323306.48         | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $53478.59          | Agency Mortgage-Backed Securities |
| GNII SF DR8889 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1248468.00        | $1243111.93        | Agency Mortgage-Backed Securities |
| GNII SF DR8278 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1099820.00        | $1115940.92        | Agency Mortgage-Backed Securities |
| GNII SF DP1877 C     | 2056-05-20      | 5.0000%  | 0.0000% | $2171672.00        | $2162355.29        | Agency Mortgage-Backed Securities |
| GNII SF AV2216 C     | 2046-10-20      | 3.0000%  | 0.0000% | $3782876.00        | $1487981.23        | Agency Mortgage-Backed Securities |
| GNMI SF 779074 X     | 2042-04-15      | 3.5000%  | 0.0000% | $1712998.00        | $165879.31         | Agency Mortgage-Backed Securities |
| GNII SF DS4660 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1764756.00        | $1830921.41        | Agency Mortgage-Backed Securities |
| GNII ET DR9357 C     | 2066-04-20      | 6.0000%  | 0.0000% | $2331076.00        | $2397017.64        | Agency Mortgage-Backed Securities |
| GNII SF DS3907 C     | 2056-05-20      | 6.0000%  | 0.0000% | $10078528.00       | $10441160.16       | Agency Mortgage-Backed Securities |
| GNII ET DR4002 C     | 2066-04-20      | 6.0000%  | 0.0000% | $16290208.00       | $16758073.64       | Agency Mortgage-Backed Securities |
| GNII SF DP0264 C     | 2056-01-20      | 6.5000%  | 0.0000% | $4240232.00        | $4543825.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8337 | 2054-04-01      | 5.5000%  | 0.0000% | $3740000.00        | $2927559.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF7456 | 2040-12-01      | 6.0000%  | 0.0000% | $1206796.00        | $1076193.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $1445000.00        | $1075604.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $84000.00          | $75251.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $8875648.00        | $5281273.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8536 | 2056-06-01      | 5.0000%  | 0.0000% | $5622240.00        | $5570031.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB3009 | 2056-05-01      | 5.0000%  | 0.0000% | $12982928.00       | $12888475.76       | Agency Mortgage-Backed Securities |
| GNII SF MB0358 M     | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4231554.10        | Agency Mortgage-Backed Securities |
| GNII SF MA1231 M     | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $29910.89          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $1600000.00        | $866555.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  | 0.0000% | $659924.00         | $275681.32         | Agency Mortgage-Backed Securities |
| GNII SF BX2403 C     | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $483021.01         | Agency Mortgage-Backed Securities |
| GNII SF BK1782 C     | 2049-01-20      | 5.5000%  | 0.0000% | $1186194.00        | $418698.39         | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $23693.83          | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $66499.66          | Agency Mortgage-Backed Securities |
| GNII SF CV0609 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $270080.64         | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M     | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $40003.45          | Agency Mortgage-Backed Securities |
| GNII SP 787353 C     | 2054-02-20      | 6.5000%  | 0.0000% | $966069.00         | $639133.71         | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $10759.84          | Agency Mortgage-Backed Securities |
| GNII SP 787356 C     | 2052-03-20      | 2.5000%  | 0.0000% | $99697664.00       | $70980218.16       | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X     | 2045-12-15      | 5.0000%  | 0.0000% | $6600000.00        | $2717504.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDF7302 | 2041-05-01      | 3.5000%  | 0.0000% | $2184684.00        | $2093849.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0784 | 2063-12-01      | 3.5000%  | 0.0000% | $605000.00         | $469652.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3078 | 2055-07-01      | 5.0000%  | 0.0000% | $337732.00         | $329627.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4413 | 2052-08-01      | 5.5000%  | 0.0000% | $42041000.00       | $28555637.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8447 | 2056-05-01      | 5.5000%  | 0.0000% | $5437224.00        | $5504426.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH2181 | 2056-06-01      | 6.5000%  | 0.0000% | $2249376.00        | $2379217.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH0934 | 2056-05-01      | 6.0000%  | 0.0000% | $3181000.00        | $3260982.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH0869 | 2056-05-01      | 5.5000%  | 0.0000% | $10725408.00       | $10876816.20       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8248 | 2045-12-01      | 1.5000%  | 0.0000% | $930000.00         | $507531.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7263 | 2056-01-01      | 4.5000%  | 0.0000% | $1248572.00        | $1199377.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1394 | 2054-04-01      | 5.0000%  | 0.0000% | $4488848.00        | $4007544.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2842 | 2046-12-01      | 3.0000%  | 0.0000% | $6117000.00        | $587768.54         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | 0.0000% | $4220000.00        | $1957094.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2679 | 2046-05-01      | 2.5000%  | 0.0000% | $1337884.00        | $478471.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4851 | 2056-05-01      | 5.0000%  | 0.0000% | $9898130.00        | $9872502.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $100000.00         | $50896.68          | Agency Mortgage-Backed Securities |
| GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | 0.0000% | $20000000.00       | $7994855.73        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA4058 | 2050-06-01      | 3.0000%  | 0.0000% | $1381454.00        | $221477.78         | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7586599.95        | Agency Mortgage-Backed Securities |
| GNII ET DP1755 C     | 2065-09-20      | 2.0000%  | 0.0000% | $342213.00         | $261358.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC1580 | 2040-10-01      | 5.5000%  | 0.0000% | $1300958.00        | $1075377.27        | Agency Mortgage-Backed Securities |
| GNII SF DO9833 C     | 2055-12-20      | 6.0000%  | 0.0000% | $2691832.00        | $2762236.94        | Agency Mortgage-Backed Securities |
| GNII ET DO1985 C     | 2065-10-20      | 6.0000%  | 0.0000% | $166848.00         | $171407.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2900 | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $238690.21         | Agency Mortgage-Backed Securities |
| GNII SF CO4944 C     | 2052-08-20      | 5.5000%  | 0.0000% | $1047062.00        | $702496.27         | Agency Mortgage-Backed Securities |
| GNMI SF CN1525 X     | 2052-05-15      | 5.0000%  | 0.0000% | $1832832.00        | $1174571.83        | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $66545280.00       | $47479250.73       | Agency Mortgage-Backed Securities |
| GNMI SF BM2477 X     | 2049-09-15      | 2.5000%  | 0.0000% | $53617.00          | $14879.18          | Agency Mortgage-Backed Securities |
| GNAR AS 082971 M     | 2041-10-20      | 5.1250%  | 0.0000% | $336914.00         | $139077.79         | Agency Mortgage-Backed Securities |
| GNII SP 784894 C     | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $74473.46          | Agency Mortgage-Backed Securities |
| GNMI SF 487693 X     | 2039-02-15      | 4.5000%  | 0.0000% | $1376932.00        | $75392.35          | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $66264.11          | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2466468.00        | $2025693.63        | Agency Mortgage-Backed Securities |
| GNII SF DL0974 C     | 2056-02-20      | 5.5000%  | 0.0000% | $2222584.00        | $2283580.18        | Agency Mortgage-Backed Securities |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1828427.85        | Agency Mortgage-Backed Securities |
| GNII SF DL5835 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1851086.00        | $964742.31         | Agency Mortgage-Backed Securities |

### Security 279: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RF1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1I9RF1
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $10000.00          | $10180.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $207700.00         | $258989.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $33198900.00       | $40530810.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-08      | 0.0000%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |

### Security 280: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.620000%
- **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: ARP1I9RM6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9RM6
- **C.18 - Value (incl. sponsor support):** $558000000.00
- **C.18.a - Value (excl. sponsor support):** $558000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CIQN2103 | 2035-04-01      | 3.5000%  | 0.0000% | $1212486.00        | $524482.26         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $3390000.00        | $1650054.07        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5130 | 2041-10-01      | 1.5000%  | 0.0000% | $280000.00         | $162509.19         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $29000.00          | $12977.25          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $5227172.00        | $4732809.42        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $87900000.00       | $18866793.75       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3611 | 2050-09-01      | 2.5000%  | 0.0000% | $295000.00         | $141909.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD1962 | 2052-12-01      | 6.0000%  | 0.0000% | $10000000.00       | $4676109.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5483 | 2055-12-01      | 4.5000%  | 0.0000% | $21010137.00       | $19545927.57       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2860 | 2054-11-01      | 5.0000%  | 0.0000% | $1873000.00        | $1631999.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1240 | 2055-04-01      | 5.0000%  | 0.0000% | $200000.00         | $183605.72         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5653 | 2055-10-01      | 5.5000%  | 0.0000% | $26119427.00       | $21749086.14       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0059 | 2041-02-01      | 3.5000%  | 0.0000% | $13620289.00       | $12542932.49       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0034 | 2040-10-01      | 6.0000%  | 0.0000% | $7000.00           | $5383.56           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4388 | 2039-06-01      | 5.5000%  | 0.0000% | $210633.00         | $5623.57           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6748 | 2037-11-01      | 6.0000%  | 0.0000% | $1302842.00        | $2416.87           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3632 | 2055-10-01      | 6.5000%  | 0.0000% | $67634667.00       | $67415312.67       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $24875000.00       | $20208335.50       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $201000.00         | $154556.66         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1314 | 2052-07-01      | 3.5000%  | 0.0000% | $939992.00         | $631359.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $62000.00          | $26573.34          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1086 | 2052-06-01      | 3.5000%  | 0.0000% | $119000.00         | $79458.85          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $400000.00         | $306460.30         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $202000.00         | $92586.72          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5893 | 2055-10-01      | 6.0000%  | 0.0000% | $3501631.00        | $3059577.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2262 | 2056-05-01      | 6.0000%  | 0.0000% | $5865168.00        | $6050364.55        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0653 | 2056-04-01      | 6.5000%  | 0.0000% | $1164722.00        | $1228205.28        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6503 | 2053-12-01      | 7.5000%  | 0.0000% | $988562.00         | $159704.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6470 | 2053-09-01      | 5.5000%  | 0.0000% | $2623000.00        | $2244812.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3692 | 2053-08-01      | 6.0000%  | 0.0000% | $3218000.00        | $2522729.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9870 | 2055-11-01      | 6.0000%  | 0.0000% | $30270662.00       | $28850051.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1672 | 2056-05-01      | 5.5000%  | 0.0000% | $7437937.00        | $7536872.77        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0246 | 2053-03-01      | 3.5000%  | 0.0000% | $3120000.00        | $2548812.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4028 | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $10103572.25       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1628 | 2055-06-01      | 6.0000%  | 0.0000% | $7049239.00        | $6689088.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1004 | 2056-04-01      | 5.0000%  | 0.0000% | $2297212.00        | $2280672.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5104 | 2055-10-01      | 6.5000%  | 0.0000% | $35198981.00       | $35607688.77       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5380 | 2045-11-01      | 6.0000%  | 0.0000% | $523172.00         | $510351.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4854 | 2041-01-01      | 4.0000%  | 0.0000% | $5156920.00        | $4926217.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3805 | 2040-06-01      | 6.0000%  | 0.0000% | $1355604.00        | $1037007.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  | 0.0000% | $8709655.00        | $7471826.58        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1349 | 2048-11-01      | 4.5000%  | 0.0000% | $3243253.00        | $403664.07         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD7995 | 2052-02-01      | 3.5000%  | 0.0000% | $770283.00         | $467177.02         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2790 | 2039-11-01      | 4.5000%  | 0.0000% | $1262122.00        | $1054868.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1635 | 2052-09-01      | 5.5000%  | 0.0000% | $437000.00         | $293088.99         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3191.41           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4648 | 2050-10-01      | 2.5000%  | 0.0000% | $139000.00         | $65124.04          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  | 0.0000% | $65000.00          | $36011.85          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3477 | 2040-05-01      | 5.0000%  | 0.0000% | $1036100.00        | $946138.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3853 | 2040-07-01      | 5.0000%  | 0.0000% | $8830989.00        | $5949390.74        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1758 | 2037-11-01      | 1.5000%  | 0.0000% | $4514964.00        | $3833844.89        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL6079 | 2043-06-01      | 3.5000%  | 0.0000% | $160482.00         | $30737.02          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1158 | 2042-04-01      | 3.5000%  | 0.0000% | $346590.00         | $43412.18          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3568 | 2049-02-01      | 4.5000%  | 0.0000% | $51562.00          | $7400.53           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4446 | 2056-02-01      | 4.5000%  | 0.0000% | $20160662.00       | $19168852.98       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3639 | 2055-12-01      | 6.5000%  | 0.0000% | $3363838.00        | $2991275.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7938 | 2052-09-01      | 5.0000%  | 0.0000% | $13865372.00       | $9712856.31        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4960 | 2041-02-01      | 4.0000%  | 0.0000% | $2939818.00        | $2827108.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2967 | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10144404.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2665 | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $65819.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6427 | 2051-12-01      | 3.0000%  | 0.0000% | $4240293.00        | $2753224.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9628 | 2054-11-01      | 6.5000%  | 0.0000% | $7117752.00        | $5734564.36        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  | 0.0000% | $115500.00         | $58364.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4113 | 2040-08-01      | 5.0000%  | 0.0000% | $1326710.00        | $1226337.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3664 | 2040-05-01      | 5.5000%  | 0.0000% | $482585.00         | $464348.60         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8778 | 2051-10-01      | 2.5000%  | 0.0000% | $5013832.00        | $3438902.82        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD5877 | 2052-01-01      | 3.5000%  | 0.0000% | $946578.00         | $671486.74         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1451 | 2049-08-01      | 3.0000%  | 0.0000% | $199000.00         | $29738.21          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB3398 | 2050-09-01      | 3.0000%  | 0.0000% | $6629187.00        | $3483120.83        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $510000.00         | $354972.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0152 | 2046-05-01      | 4.5000%  | 0.0000% | $38415.00          | $7187.37           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $240000.00         | $131093.04         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA5129 | 2050-01-01      | 5.5000%  | 0.0000% | $2893484.00        | $1004491.11        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $1686876.00        | $549453.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $73808436.00       | $48526445.21       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $49000.00          | $28589.74          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2198 | 2038-08-01      | 6.0000%  | 0.0000% | $109000.00         | $2940.30           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8157 | 2037-06-01      | 1.5000%  | 0.0000% | $42841.00          | $25738.56          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0968 | 2037-01-01      | 2.0000%  | 0.0000% | $7003000.00        | $4403529.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 ZLZT1208 | 2036-08-01      | 6.0000%  | 0.0000% | $363967.00         | $2540.37           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2818 | 2055-09-01      | 6.0000%  | 0.0000% | $1096763.00        | $1136794.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8579 | 2055-11-01      | 5.5000%  | 0.0000% | $35885732.00       | $32676524.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3017 | 2055-08-01      | 6.0000%  | 0.0000% | $1566185.00        | $1197637.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9212 | 2056-04-01      | 5.0000%  | 0.0000% | $12363856.00       | $12174478.59       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0428 | 2054-08-01      | 6.5000%  | 0.0000% | $2069.00           | $1816.01           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2767 | 2055-09-01      | 6.5000%  | 0.0000% | $2362684.00        | $2210574.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7381 | 2055-03-01      | 6.0000%  | 0.0000% | $9381988.00        | $6482478.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0691 | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1397387.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5987 | 2055-10-01      | 6.0000%  | 0.0000% | $1736000.00        | $996430.65         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB3631 | 2056-05-01      | 5.0000%  | 0.0000% | $1115375.00        | $1106624.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | 0.0000% | $4995000.00        | $4463951.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0050 | 2053-10-01      | 5.5000%  | 0.0000% | $1013977.00        | $752230.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $458000.00         | $31272.15          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0037 | 2045-01-01      | 3.5000%  | 0.0000% | $80000.00          | $18356.78          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1574 | 2052-10-01      | 4.5000%  | 0.0000% | $1267633.00        | $844729.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3143 | 2040-02-01      | 5.0000%  | 0.0000% | $414764.00         | $271379.20         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $2900669.00        | $2681234.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $105000000.00      | $81611280.57       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB2288 | 2056-05-01      | 7.0000%  | 0.0000% | $1076000.00        | $1146561.98        | Agency Mortgage-Backed Securities |

### Security 281: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.640000%
- **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: ARP1I9RO2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9RO2
- **C.18 - Value (incl. sponsor support):** $893000000.00
- **C.18.a - Value (excl. sponsor support):** $893000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFA5000 | 2052-02-01      | 3.5000%  | 0.0000% | $63434327.00       | $57087774.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4896 | 2050-08-01      | 3.5000%  | 0.0000% | $65321728.00       | $59359158.41       | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0144 | 2055-01-25      | 6.5000%  | 0.0000% | $105491584.00      | $90285295.17       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2158 | 2056-03-01      | 5.0000%  | 0.0000% | $95373952.00       | $94139658.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0627 | 2055-06-01      | 6.0000%  | 0.0000% | $79863600.00       | $61743663.42       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4899 | 2052-09-01      | 3.5000%  | 0.0000% | $69638127.00       | $61999558.29       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5319 | 2055-03-01      | 5.0000%  | 0.0000% | $77074218.00       | $75276060.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2740 | 2056-05-01      | 5.0000%  | 0.0000% | $113124992.00      | $111546372.87      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $604738054.00      | $308352458.15      | Agency Mortgage-Backed Securities |

### Security 282: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.620000%
- **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: ARP1I9RP9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1I9RP9
- **C.18 - Value (incl. sponsor support):** $206000000.00
- **C.18.a - Value (excl. sponsor support):** $206000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae           | 2056-03-25      | 4.6121%  | 0.0000% | $615440.00         | $541812.40         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $48571008.00       | $30219608.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $7456816.00        | $6061701.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5410 | 2055-06-01      | 6.5000%  | 0.0000% | $46192.00          | $41533.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL3365 | 2052-01-02      | 2.5000%  | 0.0000% | $16141024.00       | $13149573.21       | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M     | 2053-01-20      | 4.0000%  | 0.0000% | $1233497.00        | $895955.88         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB9864 | 2043-07-01      | 3.5000%  | 0.0000% | $559000.00         | $82209.86          | Agency Mortgage-Backed Securities         |
| GNRA 2025-062 FE     | 2055-04-20      | 4.6751%  | 0.0000% | $1000.00           | $587.78            | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQZ8840 | 2055-11-01      | 7.0000%  | 0.0000% | $1898272.00        | $2020482.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $310227.00         | $244529.83         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7671 | 2052-07-01      | 4.5000%  | 0.0000% | $1021.00           | $703.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $14264348.00       | $924017.32         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA5418 | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $966.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1692 | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.80             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6503 | 2056-05-01      | 5.0000%  | 0.0000% | $1056.00           | $1047.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $58735.00          | $41471.33          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQMA1788 | 2044-02-01      | 4.0000%  | 0.0000% | $726138.00         | $91844.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6427 | 2055-11-01      | 5.0000%  | 0.0000% | $23011480.00       | $21843966.80       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3138 | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $843.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $996999.00         | $130459.02         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $123155.00         | $74834.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3744 | 2055-03-01      | 5.0000%  | 0.0000% | $22237617.00       | $21246838.57       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  | 0.0000% | $18758520.00       | $12348830.29       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $18703497.00       | $16963217.05       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $24485120.00       | $21396642.72       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $1728598.00        | $1432495.77        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB1974 | 2036-10-01      | 2.0000%  | 0.0000% | $122596.00         | $63342.99          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  | 0.0000% | $1581742.00        | $1246405.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $888.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7247 | 2055-11-01      | 5.5000%  | 0.0000% | $20883320.00       | $19959183.73       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  | 0.0000% | $30239244.00       | $21481350.75       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5087 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $957.45            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX8659 | 2055-03-01      | 7.0000%  | 0.0000% | $1141190.00        | $1026738.70        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $37000.00          | $31672.09          | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 TF     | 2055-06-20      | 4.8251%  | 0.0000% | $22372565.00       | $18288870.98       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $453000.00         | $338443.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $698.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1562 | 2053-10-01      | 3.0000%  | 0.0000% | $58969.00          | $48174.27          | Agency Mortgage-Backed Securities         |

### Security 283: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RR5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1I9RR5
- **C.18 - Value (incl. sponsor support):** $106000000.00
- **C.18.a - Value (excl. sponsor support):** $106000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2056-05-15      | 5.0000%  | 0.0000% | $11955200.00       | $12019030.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $29036200.00       | $23606923.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $31738600.00       | $27994974.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $46025700.00       | $41346107.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $937000.00         | $762842.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $1697100.00        | $1388518.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $999500.00         | $1001664.77        | U.S. Treasuries (including strips) |

### Security 284: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RS3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1I9RS3
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $3000000.00        | $3019527.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $16955400.00       | $16918194.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $466400.00         | $485071.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $18344600.00       | $18470388.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $1066000.00        | $1070940.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $4540100.00        | $4405290.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $9691100.00        | $9884341.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $7368400.00        | $4200080.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $5016200.00        | $5131106.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-19      | 0.0000%  | 0.0000% | $124000.00         | $121861.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.0000%  | 0.0000% | $8928900.00        | $8806877.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100000.00         | $96897.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | 0.0000% | $3786900.00        | $3755562.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $3000000.00        | $2999022.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $4273000.00        | $4274849.22        | U.S. Treasuries (including strips) |

### Security 285: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RT1, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1I9RT1
- **C.18 - Value (incl. sponsor support):** $81000000.00
- **C.18.a - Value (excl. sponsor support):** $81000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $82175100.00       | $82644862.89       | U.S. Treasuries (including strips) |

### Security 286: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.620000%
- **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: ARP1I9RU8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9RU8
- **C.18 - Value (incl. sponsor support):** $1348000000.00
- **C.18.a - Value (excl. sponsor support):** $1348000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $970000.00         | $107024.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9100 | 2028-11-01      | 5.5000%  | 0.0000% | $158686.00         | $701.31            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4020 | 2035-12-01      | 5.5000%  | 0.0000% | $464504.00         | $13129.80          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1174 | 2049-07-01      | 4.5000%  | 0.0000% | $1944313.00        | $399181.95         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $21156130.00       | $12568663.28       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1964 | 2049-08-01      | 3.5000%  | 0.0000% | $566134.00         | $157605.97         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3807 | 2039-05-01      | 6.0000%  | 0.0000% | $778823.00         | $62694.35          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6704 | 2055-02-01      | 6.5000%  | 0.0000% | $1210250.00        | $762161.23         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0116 | 2056-05-01      | 4.0000%  | 0.0000% | $267163646.00      | $249999999.32      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $514282.00         | $396537.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA2639 | 2056-01-01      | 4.5000%  | 0.0000% | $4393854.00        | $4217786.82        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA8096 | 2056-03-01      | 4.0000%  | 0.0000% | $157072.00         | $147116.51         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  | 0.0000% | $190278261.00      | $182183307.27      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO3898 | 2040-07-01      | 6.5000%  | 0.0000% | $1070859.00        | $613119.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4088 | 2040-09-01      | 4.5000%  | 0.0000% | $1962893.00        | $1881923.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5544 | 2041-05-01      | 4.5000%  | 0.0000% | $1997784.00        | $1986552.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $343000.00         | $222495.19         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $1077876.00        | $942284.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4324 | 2053-11-01      | 6.0000%  | 0.0000% | $102241927.00      | $72038523.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3703 | 2040-06-01      | 5.5000%  | 0.0000% | $2622994.00        | $2435913.37        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2406 | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $27600.72          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4492 | 2047-10-01      | 4.5000%  | 0.0000% | $10722532.00       | $2898194.32        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL7655 | 2044-01-01      | 3.5000%  | 0.0000% | $533438.00         | $90279.74          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1439 | 2052-02-01      | 2.0000%  | 0.0000% | $110000.00         | $68292.06          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  | 0.0000% | $225000.00         | $34694.59          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  | 0.0000% | $200000.00         | $95952.46          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  | 0.0000% | $110000.00         | $65522.29          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $2486000.00        | $1912843.60        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $1162704.00        | $857127.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0951 | 2051-11-01      | 3.5000%  | 0.0000% | $1053000.00        | $599555.23         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0300 | 2053-09-01      | 6.5000%  | 0.0000% | $18355554.00       | $14139662.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3728 | 2040-06-01      | 5.5000%  | 0.0000% | $1012922.00        | $784595.33         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA7516 | 2050-03-01      | 3.0000%  | 0.0000% | $314853.00         | $145352.71         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5365 | 2045-08-01      | 6.0000%  | 0.0000% | $17440930.00       | $13170570.67       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5355 | 2051-05-01      | 2.5000%  | 0.0000% | $1870511.00        | $835747.70         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2327 | 2052-05-01      | 3.0000%  | 0.0000% | $50818.00          | $36590.77          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $173572.00         | $91386.67          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8171 | 2037-06-01      | 4.0000%  | 0.0000% | $65000.00          | $32795.08          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7745 | 2055-11-01      | 5.5000%  | 0.0000% | $2770310.00        | $2650744.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4533 | 2055-09-01      | 6.0000%  | 0.0000% | $1440482.00        | $1172451.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2491 | 2055-12-01      | 5.5000%  | 0.0000% | $4429199.00        | $4498165.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0078 | 2041-03-01      | 6.0000%  | 0.0000% | $7940721.00        | $7984905.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0826 | 2055-02-01      | 5.0000%  | 0.0000% | $56610567.00       | $52760733.66       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  | 0.0000% | $5939000.00        | $5594863.84        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $77223000.00       | $37857458.21       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1680 | 2040-09-01      | 6.0000%  | 0.0000% | $9317776.00        | $8457872.58        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6727 | 2054-07-01      | 6.5000%  | 0.0000% | $3923909.00        | $2809582.10        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK6679 | 2029-05-01      | 4.0000%  | 0.0000% | $1086549.00        | $66930.27          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5918 | 2055-02-01      | 6.0000%  | 0.0000% | $2194769.00        | $1722453.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5357 | 2056-03-01      | 5.0000%  | 0.0000% | $55708001.00       | $55388565.14       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3294 | 2055-07-01      | 6.5000%  | 0.0000% | $156789385.00      | $129760672.04      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5248 | 2049-12-01      | 3.0000%  | 0.0000% | $396000.00         | $135636.44         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6483 | 2056-02-01      | 6.5000%  | 0.0000% | $1213393.00        | $1271919.91        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB3624 | 2056-05-01      | 4.5000%  | 0.0000% | $2434410.00        | $2345140.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB4894 | 2056-06-01      | 4.5000%  | 0.0000% | $1849106.00        | $1783704.97        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB4915 | 2056-06-01      | 5.0000%  | 0.0000% | $2672433.00        | $2659065.19        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2641 | 2055-08-01      | 6.5000%  | 0.0000% | $5635584.00        | $5115288.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0844 | 2055-08-01      | 6.0000%  | 0.0000% | $1048798.00        | $1068946.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $469665.00         | $344986.91         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9462 | 2056-04-01      | 6.5000%  | 0.0000% | $1675313.00        | $1752848.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4369 | 2054-04-01      | 5.5000%  | 0.0000% | $2394772.00        | $1845640.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $317882.00         | $137750.24         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $5000.00           | $3156.86           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3005 | 2040-01-01      | 6.0000%  | 0.0000% | $289734.00         | $181038.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4369 | 2055-06-01      | 5.5000%  | 0.0000% | $146411695.00      | $134996625.43      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4208 | 2043-04-01      | 3.0000%  | 0.0000% | $1400000.00        | $238889.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8287 | 2044-07-01      | 3.5000%  | 0.0000% | $15000.00          | $1066.64           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7798 | 2054-05-01      | 5.5000%  | 0.0000% | $447564.00         | $377101.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRC1668 | 2035-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $1056419.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3860 | 2040-07-01      | 5.5000%  | 0.0000% | $1046294.00        | $1034213.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4315 | 2040-10-01      | 5.0000%  | 0.0000% | $1352504.00        | $1328795.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI2452 | 2054-03-01      | 6.5000%  | 0.0000% | $200000.00         | $165434.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6758 | 2054-05-01      | 5.5000%  | 0.0000% | $5937561.00        | $4450273.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6023 | 2054-07-01      | 6.5000%  | 0.0000% | $41840853.00       | $30234471.14       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1709 | 2038-10-01      | 6.0000%  | 0.0000% | $1152822.00        | $783627.34         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $11000.00          | $9282.86           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $11372100.00       | $9349661.24        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0325 | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2575652.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5389 | 2046-02-01      | 5.5000%  | 0.0000% | $135000.00         | $134016.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5301 | 2036-05-01      | 5.0000%  | 0.0000% | $5360305.00        | $5414732.94        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9057 | 2051-02-01      | 2.0000%  | 0.0000% | $40000.00          | $20995.98          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG0756 | 2053-04-01      | 4.5000%  | 0.0000% | $12455970.00       | $10402644.88       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5295 | 2036-05-01      | 4.5000%  | 0.0000% | $7150071.00        | $7084318.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5356 | 2045-07-01      | 6.0000%  | 0.0000% | $11971919.00       | $8742705.36        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  | 0.0000% | $40000.00          | $27986.82          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9368 | 2052-08-01      | 4.5000%  | 0.0000% | $1027451.00        | $738335.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2298 | 2038-08-01      | 6.0000%  | 0.0000% | $345000.00         | $7810.24           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8704 | 2033-07-01      | 3.0000%  | 0.0000% | $110000.00         | $8848.59           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1717 | 2037-11-01      | 6.0000%  | 0.0000% | $536927.00         | $1970.47           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4280 | 2037-02-01      | 5.5000%  | 0.0000% | $625012.00         | $3679.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $147000.00         | $104659.72         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $70000.00          | $45747.33          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6585 | 2055-01-01      | 5.0000%  | 0.0000% | $1031126.00        | $641069.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7703 | 2055-11-01      | 4.5000%  | 0.0000% | $3021489.00        | $2897292.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8815 | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $759420.84         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | 0.0000% | $26559361.00       | $20251802.84       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1054 | 2054-10-01      | 5.5000%  | 0.0000% | $26250000.00       | $21028571.22       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9440 | 2056-04-01      | 6.0000%  | 0.0000% | $3189827.00        | $3276605.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1845 | 2056-04-01      | 4.5000%  | 0.0000% | $100299.00         | $96471.25          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8832 | 2055-11-01      | 6.0000%  | 0.0000% | $5444870.00        | $5384600.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0844 | 2055-04-01      | 6.5000%  | 0.0000% | $44352000.00       | $29591374.64       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL4036 | 2053-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1651.11           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0672 | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2182774.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7086 | 2055-11-01      | 5.5000%  | 0.0000% | $5722509.00        | $5505787.16        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0577 | 2056-04-01      | 5.5000%  | 0.0000% | $1487432.00        | $1515530.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0376 | 2055-12-01      | 6.0000%  | 0.0000% | $1558920.00        | $1604781.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3516 | 2056-01-01      | 6.5000%  | 0.0000% | $3134316.00        | $3008987.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1200 | 2056-04-01      | 5.0000%  | 0.0000% | $137013.00         | $135089.82         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8162 | 2055-10-01      | 6.0000%  | 0.0000% | $289226.00         | $297163.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2541 | 2055-08-01      | 6.0000%  | 0.0000% | $1446755.00        | $1485120.85        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ3264 | 2055-02-01      | 4.5000%  | 0.0000% | $3649000.00        | $3384739.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0105 | 2053-10-01      | 6.5000%  | 0.0000% | $1550248.00        | $981124.00         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8433 | 2053-01-01      | 6.5000%  | 0.0000% | $250450.00         | $133736.50         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6254 | 2051-11-01      | 2.5000%  | 0.0000% | $1226000.00        | $676944.58         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $700000.00         | $577303.38         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2626 | 2039-10-01      | 4.5000%  | 0.0000% | $1013024.00        | $692481.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE3828 | 2052-06-01      | 4.5000%  | 0.0000% | $536097.00         | $327716.21         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB0786 | 2050-07-01      | 3.0000%  | 0.0000% | $1169222.00        | $457782.27         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5978 | 2051-08-01      | 2.5000%  | 0.0000% | $1172481.00        | $684946.83         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $318548.00         | $276970.35         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA3869 | 2049-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8459.10           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $21000.00          | $4205.84           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7238 | 2050-02-01      | 3.5000%  | 0.0000% | $40000.00          | $10328.97          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQB0647 | 2050-06-01      | 4.0000%  | 0.0000% | $198070.00         | $81972.25          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  | 0.0000% | $1023000.00        | $705969.46         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB7808 | 2051-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $2370069.85        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8994 | 2052-03-01      | 3.5000%  | 0.0000% | $471991.00         | $391795.04         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3320 | 2053-06-01      | 6.0000%  | 0.0000% | $12500000.00       | $9648495.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6461 | 2054-10-01      | 6.5000%  | 0.0000% | $8700000.00        | $6149425.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5143 | 2041-03-01      | 4.5000%  | 0.0000% | $1167334.00        | $1146922.34        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5349 | 2049-12-01      | 3.0000%  | 0.0000% | $404000.00         | $152102.40         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6042 | 2050-04-01      | 3.5000%  | 0.0000% | $89485150.00       | $7810369.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4520 | 2040-11-01      | 5.5000%  | 0.0000% | $4337446.00        | $3129564.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY8460 | 2055-07-01      | 4.5000%  | 0.0000% | $2793135.00        | $2655098.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9114 | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1052608.22        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLTB1221 | 2056-04-01      | 7.5000%  | 0.0000% | $1334519.00        | $1439425.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4063 | 2055-09-01      | 6.0000%  | 0.0000% | $7289625.00        | $7190799.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8579 | 2055-11-01      | 5.5000%  | 0.0000% | $34159532.00       | $31104695.92       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3343 | 2052-06-01      | 3.5000%  | 0.0000% | $13069577.00       | $11279855.32       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6964 | 2055-11-01      | 5.5000%  | 0.0000% | $511684.00         | $493902.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1321 | 2039-11-01      | 5.0000%  | 0.0000% | $115471.00         | $76805.11          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8125 | 2036-07-01      | 3.0000%  | 0.0000% | $1514012.00        | $552023.60         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK7772 | 2030-10-01      | 3.5000%  | 0.0000% | $1214095.00        | $57507.00          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2737 | 2042-02-01      | 4.0000%  | 0.0000% | $14384641.00       | $1874452.32        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  | 0.0000% | $65000.00          | $4551.74           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0422 | 2035-10-01      | 2.0000%  | 0.0000% | $370000.00         | $142269.79         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1468 | 2038-07-01      | 3.0000%  | 0.0000% | $104426.00         | $82763.67          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB1734 | 2041-01-01      | 3.5000%  | 0.0000% | $5753882.00        | $5335498.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8372 | 2040-03-01      | 5.5000%  | 0.0000% | $91711232.00       | $54719777.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1700 | 2037-11-01      | 6.0000%  | 0.0000% | $283551.00         | $950.37            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1164 | 2052-03-01      | 3.5000%  | 0.0000% | $827384.00         | $596584.86         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA3270 | 2048-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $95738.19          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2608 | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $2863.84           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7360 | 2054-10-01      | 6.0000%  | 0.0000% | $48332.00          | $38538.50          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $15977.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4430 | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1209908.64        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9202 | 2055-07-01      | 6.0000%  | 0.0000% | $3314475.00        | $2952893.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0226 | 2055-02-01      | 6.0000%  | 0.0000% | $100000.00         | $84705.90          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL5443 | 2056-05-01      | 5.5000%  | 0.0000% | $23439949.00       | $23658310.36       | Agency Mortgage-Backed Securities |

### Security 287: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RV6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1I9RV6
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 3.7270%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $13969100.00       | $9122016.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $31200.00          | $31392.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $471400.00         | $457459.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $6376400.00        | $5806884.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $128.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $400.00            | $402.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $32831200.00       | $32536047.51       | U.S. Treasuries (including strips) |

### Security 288: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.620000%
- **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: ARP1I9RW4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I9RW4
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $200100.00         | $203826.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $131586200.00      | $132196046.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $4200.00           | $4009.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $10250000.00       | $10396027.50       | U.S. Treasuries (including strips) |

### Security 289: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9RX2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9RX2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 3.7260%  | 0.0000% | $836000.00         | $838765.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3200.00           | $3199.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $3200.00           | $3263.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $6400.00           | $6468.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $3200.00           | $3200.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $9600.00           | $9869.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $400.00            | $398.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1000.00           | $1005.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $25600.00          | $25600.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $3200.00           | $3209.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $400.00            | $395.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $3200.00           | $3188.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $22400.00          | $22822.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $9600.00           | $9027.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1800.00           | $1811.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $400.00            | $402.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $24000.00          | $23826.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $800.00            | $802.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $60000.00          | $59770.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 0.0000%  | 0.0000% | $2800.00           | $2770.17           | U.S. Treasuries (including strips) |

### Security 290: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 3.620000%
- **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: ARP1I9RY0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1I9RY0
- **C.18 - Value (incl. sponsor support):** $93000000.00
- **C.18.a - Value (excl. sponsor support):** $93000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CKMA4370   | 2051-06-01      | 2.0000%  | 0.0000% | $32000.00          | $18946.87          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-11-05      | 0.0000%  | 0.0000% | $96428200.00       | $94869920.29       | U.S. Treasuries (including strips) |

### Security 291: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.620000%
- **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: ARP1I9S11, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9S11
- **C.18 - Value (incl. sponsor support):** $1024000000.00
- **C.18.a - Value (excl. sponsor support):** $1024000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SP 787109 C       | 2053-11-20      | 6.5000%  | 0.0000% | $1337634.00        | $945535.17         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1442   | 2048-11-01      | 4.5000%  | 0.0000% | $79000.00          | $6314.58           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843   | 2037-04-01      | 2.5000%  | 0.0000% | $3897988.00        | $2320673.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8153   | 2037-05-01      | 2.0000%  | 0.0000% | $45710016.00       | $26543530.21       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8274   | 2038-12-01      | 6.0000%  | 0.0000% | $129000.00         | $54151.98          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3SZT0937   | 2044-05-01      | 5.0000%  | 0.0000% | $330000.00         | $37517.46          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8551   | 2053-03-01      | 5.5000%  | 0.0000% | $70000.00          | $31747.77          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0426   | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $223674.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4745   | 2053-06-01      | 6.0000%  | 0.0000% | $1513916.00        | $831215.16         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8295   | 2052-12-01      | 5.0000%  | 0.0000% | $743000.00         | $515471.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8277   | 2039-01-01      | 5.0000%  | 0.0000% | $25949.00          | $14511.38          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VZA3608   | 2043-09-01      | 3.0000%  | 0.0000% | $65000.00          | $17879.95          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8337   | 2039-11-01      | 4.0000%  | 0.0000% | $416402.00         | $321457.27         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB0322   | 2056-04-01      | 4.5000%  | 0.0000% | $1251944.00        | $1204665.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4341   | 2056-03-01      | 5.5000%  | 0.0000% | $13122064.00       | $12974824.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5814   | 2056-04-01      | 5.0000%  | 0.0000% | $21282592.00       | $19916317.93       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5384   | 2039-04-01      | 4.0000%  | 0.0000% | $544066.00         | $418911.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4755   | 2037-06-01      | 2.5000%  | 0.0000% | $60000.00          | $38700.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605   | 2052-06-01      | 2.0000%  | 0.0000% | $2355000.00        | $1669267.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3849   | 2052-06-01      | 3.5000%  | 0.0000% | $6900000.00        | $4545035.40        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBV1427   | 2055-03-01      | 7.0000%  | 0.0000% | $2653836.00        | $1342362.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5238   | 2052-07-01      | 5.0000%  | 0.0000% | $1411272.00        | $999392.55         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO2795   | 2039-12-01      | 4.0000%  | 0.0000% | $122315.00         | $95286.09          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL444673   | 2027-07-01      | 7.0000%  | 0.0000% | $5000000.00        | $5123.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5598   | 2056-04-01      | 5.0000%  | 0.0000% | $48183040.00       | $47564734.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2200   | 2056-03-01      | 5.0000%  | 0.0000% | $115222912.00      | $112624869.73      | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0036   | 2040-11-01      | 4.0000%  | 0.0000% | $92000.00          | $84950.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAD0716   | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $795818.93         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 JL674273   | 2028-04-01      | 7.0000%  | 0.0000% | $5013336.00        | $15890.76          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7884   | 2054-06-01      | 5.5000%  | 0.0000% | $15274.00          | $14980.45          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3206   | 2050-08-01      | 2.0000%  | 0.0000% | $1460000.00        | $719484.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL547095   | 2030-06-01      | 6.5000%  | 0.0000% | $2055216.00        | $12965.52          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1853002.00        | $1356003.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256885   | 2027-09-01      | 6.0000%  | 0.0000% | $6018000.00        | $7917.39           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1844   | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4068812.90        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8148   | 2051-05-01      | 3.0000%  | 0.0000% | $131000.00         | $56778.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1894   | 2056-06-01      | 5.5000%  | 0.0000% | $35284736.00       | $35786088.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH2473   | 2056-06-01      | 6.0000%  | 0.0000% | $3380090.00        | $3521430.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDH2387   | 2041-06-01      | 5.5000%  | 0.0000% | $12829392.00       | $13121232.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6931   | 2053-08-01      | 6.5000%  | 0.0000% | $34799872.00       | $27794992.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578   | 2053-12-01      | 6.0000%  | 0.0000% | $14753904.00       | $11170837.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9847   | 2056-05-01      | 5.0000%  | 0.0000% | $12021168.00       | $11867740.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5331   | 2053-09-01      | 3.5000%  | 0.0000% | $103052288.00      | $93843625.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3205   | 2054-10-01      | 5.0000%  | 0.0000% | $1956280.00        | $1857933.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5431   | 2054-11-01      | 5.5000%  | 0.0000% | $4076910.00        | $3304405.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2822   | 2039-04-01      | 6.5000%  | 0.0000% | $3348784.00        | $33315.49          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0612   | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $243034.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQD6641   | 2052-01-01      | 5.0000%  | 0.0000% | $143582.00         | $79590.75          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO5388   | 2041-05-01      | 4.5000%  | 0.0000% | $1487030.00        | $1473814.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9701   | 2055-03-01      | 6.0000%  | 0.0000% | $3510250.00        | $2811536.02        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ2301   | 2055-09-01      | 7.0000%  | 0.0000% | $2109800.00        | $1307706.03        | Agency Mortgage-Backed Securities  |
| GNMI SF BC1102 X       | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18052.70          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5163   | 2054-03-25      | 6.5000%  | 0.0000% | $109484800.00      | $109535188.55      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0333   | 2059-01-01      | 3.5000%  | 0.0000% | $5000000.00        | $1965638.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKBJ8720   | 2049-05-01      | 4.0000%  | 0.0000% | $4590416.00        | $389150.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5914   | 2040-12-01      | 4.0000%  | 0.0000% | $7382368.00        | $6797633.10        | Agency Mortgage-Backed Securities  |
| GNMI SF 759264 X       | 2041-02-15      | 4.0000%  | 0.0000% | $1386880.00        | $158586.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA9922   | 2056-04-01      | 6.5000%  | 0.0000% | $3945824.00        | $4107867.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTB3712   | 2056-05-01      | 6.5000%  | 0.0000% | $1334690.00        | $1394535.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8204   | 2053-02-01      | 6.0000%  | 0.0000% | $6836944.00        | $4939935.11        | Agency Mortgage-Backed Securities  |
| GNII SF DS5872 C       | 2056-05-20      | 5.0000%  | 0.0000% | $1061750.00        | $1045458.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWMA2454   | 2030-09-01      | 3.5000%  | 0.0000% | $976584.00         | $90914.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4513   | 2042-02-01      | 3.5000%  | 0.0000% | $75000000.00       | $5303154.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8636   | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1123303.24        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7862   | 2048-08-01      | 4.0000%  | 0.0000% | $1202532.00        | $220223.21         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8178   | 2037-09-01      | 4.0000%  | 0.0000% | $188873.00         | $96867.23          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO5211   | 2041-04-01      | 5.0000%  | 0.0000% | $1357222.00        | $1367451.14        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8186   | 2037-09-01      | 4.5000%  | 0.0000% | $415590.00         | $206597.27         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9092   | 2054-06-01      | 7.0000%  | 0.0000% | $2590064.00        | $1556693.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3950   | 2040-08-01      | 6.0000%  | 0.0000% | $1269208.00        | $1210156.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7614   | 2054-06-01      | 5.5000%  | 0.0000% | $35717.00          | $25927.28          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8201   | 2052-03-01      | 3.0000%  | 0.0000% | $68000.00          | $43108.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0689   | 2053-04-01      | 5.5000%  | 0.0000% | $2097524.00        | $1432575.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3696   | 2055-03-01      | 6.0000%  | 0.0000% | $1539500.00        | $1252649.54        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0788   | 2032-04-01      | 7.0000%  | 0.0000% | $8411500.00        | $37526.22          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3228   | 2047-02-01      | 3.5000%  | 0.0000% | $3200000.00        | $251208.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA0401   | 2051-12-01      | 2.5000%  | 0.0000% | $1825000.00        | $1376453.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5667   | 2040-03-01      | 3.5000%  | 0.0000% | $5601672.00        | $4412675.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3661   | 2055-07-01      | 6.0000%  | 0.0000% | $2914820.00        | $2710682.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427   | 2053-08-01      | 5.5000%  | 0.0000% | $5000000.00        | $3634395.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB4102   | 2056-06-01      | 5.0000%  | 0.0000% | $5981432.00        | $5918034.14        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY9553   | 2055-08-01      | 7.0000%  | 0.0000% | $1543000.00        | $1632174.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3809   | 2055-09-01      | 6.5000%  | 0.0000% | $5976016.00        | $5328610.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA9166   | 2056-03-01      | 6.5000%  | 0.0000% | $5400256.00        | $5663087.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA4403   | 2056-01-01      | 6.5000%  | 0.0000% | $1759924.00        | $1834554.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3074   | 2053-12-01      | 6.0000%  | 0.0000% | $391518.00         | $352256.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL5346   | 2045-04-15      | 3.0000%  | 0.0000% | $27655720.00       | $25048347.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2898   | 2055-08-01      | 4.5000%  | 0.0000% | $6340296.00        | $6025730.08        | Agency Mortgage-Backed Securities  |
| GNII SF DQ0727 C       | 2056-05-20      | 5.5000%  | 0.0000% | $2611092.00        | $2653357.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9861   | 2052-09-01      | 5.5000%  | 0.0000% | $100000.00         | $53167.56          | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBU4965   | 2054-08-01      | 8.0000%  | 0.0000% | $1098870.00        | $839440.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8278   | 2055-11-01      | 6.5000%  | 0.0000% | $1559626.00        | $1215258.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0796   | 2055-04-01      | 6.0000%  | 0.0000% | $32469760.00       | $25579719.41       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9238   | 2055-03-01      | 6.0000%  | 0.0000% | $468064.00         | $477367.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9887   | 2056-05-01      | 5.0000%  | 0.0000% | $12739680.00       | $12587371.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5257   | 2056-05-01      | 5.0000%  | 0.0000% | $25576384.00       | $25242558.20       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ3653   | 2055-09-01      | 7.0000%  | 0.0000% | $1772412.00        | $1335215.80        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD4681   | 2052-04-01      | 1.5000%  | 0.0000% | $22052.00          | $14916.10          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5709   | 2054-07-01      | 6.0000%  | 0.0000% | $400000.00         | $288823.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3SZT0944   | 2043-11-01      | 5.0000%  | 0.0000% | $11914020.00       | $2322548.58        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1722   | 2033-07-01      | 2.5000%  | 0.0000% | $700000.00         | $582795.28         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1727   | 2035-12-01      | 2.0000%  | 0.0000% | $583134.00         | $236189.93         | Agency Mortgage-Backed Securities  |
| GNII SF BR8985 C       | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11452.07          | Agency Mortgage-Backed Securities  |
| GNII SF DK5753 C       | 2055-07-20      | 6.5000%  | 0.0000% | $806488.00         | $846780.85         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $210208000.00      | $211291094.44      | U.S. Treasuries (including strips) |
| FEPC 05.500 CLZS2334   | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $27519.42          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3709   | 2047-07-01      | 3.5000%  | 0.0000% | $113000.00         | $12576.36          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3810   | 2056-01-01      | 6.0000%  | 0.0000% | $5264080.00        | $5020131.92        | Agency Mortgage-Backed Securities  |
| GNII SF DM3338 C       | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $844476.21         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0529   | 2055-12-01      | 6.0000%  | 0.0000% | $2027449.00        | $2088444.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA5183   | 2056-01-01      | 6.5000%  | 0.0000% | $1259724.00        | $1342307.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9994   | 2056-05-01      | 5.0000%  | 0.0000% | $4319856.00        | $4282432.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7146   | 2056-05-01      | 5.0000%  | 0.0000% | $3335480.00        | $3299076.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG8218   | 2056-04-01      | 6.0000%  | 0.0000% | $9407488.00        | $9664649.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1596   | 2054-12-01      | 5.0000%  | 0.0000% | $504074.00         | $450309.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8814   | 2055-03-01      | 6.0000%  | 0.0000% | $9272030.00        | $7792347.48        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA2481   | 2037-07-01      | 2.5000%  | 0.0000% | $4950616.00        | $4166769.50        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2959   | 2050-07-01      | 2.5000%  | 0.0000% | $30000000.00       | $9768215.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7688   | 2053-02-01      | 5.5000%  | 0.0000% | $1948000.00        | $1286795.21        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4537   | 2051-02-01      | 1.5000%  | 0.0000% | $100000.00         | $52471.52          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1190   | 2052-07-01      | 4.5000%  | 0.0000% | $4233088.00        | $3113561.90        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5085   | 2040-11-01      | 2.0000%  | 0.0000% | $385000.00         | $183270.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7105   | 2048-07-01      | 4.0000%  | 0.0000% | $566190.00         | $89131.36          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8116   | 2050-12-01      | 3.5000%  | 0.0000% | $7845000.00        | $2344476.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG2604   | 2053-05-01      | 6.5000%  | 0.0000% | $1084582.00        | $558259.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA1088   | 2049-07-01      | 4.5000%  | 0.0000% | $4350000.00        | $356642.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDH2417   | 2041-06-01      | 6.0000%  | 0.0000% | $1703750.00        | $1765377.48        | Agency Mortgage-Backed Securities  |
| GNMI SF AY8218 X       | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11005.31          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ8031         | 2060-09-15      | 4.5300%  | 0.0000% | $480120.00         | $461895.91         | Agency Mortgage-Backed Securities  |
| GNII SF DK3962 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $568817.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6912   | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $65143.25          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ4962   | 2055-10-01      | 7.0000%  | 0.0000% | $1797568.00        | $1899536.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA4156   | 2037-02-01      | 2.5000%  | 0.0000% | $33869952.00       | $28986643.30       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC2559   | 2041-04-01      | 6.0000%  | 0.0000% | $7149568.00        | $7397320.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4428   | 2040-11-01      | 5.0000%  | 0.0000% | $1423228.00        | $1383425.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAQ7860   | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $230351.30         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC3695   | 2051-07-01      | 2.0000%  | 0.0000% | $3500000.00        | $1930621.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI8794   | 2039-05-01      | 5.0000%  | 0.0000% | $500000.00         | $33667.56          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI8125   | 2038-09-01      | 6.5000%  | 0.0000% | $2900000.00        | $11942.15          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0781   | 2051-11-01      | 3.0000%  | 0.0000% | $1110000.00        | $602221.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6051   | 2055-12-01      | 6.0000%  | 0.0000% | $3410964.00        | $3392416.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ6544   | 2054-10-01      | 6.5000%  | 0.0000% | $1119308.00        | $874405.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS1524   | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1574086.74        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBM4313   | 2030-03-01      | 7.0000%  | 0.0000% | $437924.00         | $16253.87          | Agency Mortgage-Backed Securities  |

### Security 292: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.620000%
- **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: ARP1I9S37, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1I9S37
- **C.18 - Value (incl. sponsor support):** $559000000.00
- **C.18.a - Value (excl. sponsor support):** $559000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFS2078   | 2052-06-01      | 3.5000%  | 0.0000% | $58801.00          | $40522.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $828.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF9098   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $982.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3558   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8202   | 2052-11-01      | 5.5000%  | 0.0000% | $3723283.00        | $2662219.36        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307   | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $683.60            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE3568   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $623.19            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4226   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $673.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8032   | 2046-10-01      | 3.0000%  | 0.0000% | $47469520.00       | $10041817.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $651.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL890131   | 2038-12-01      | 6.5000%  | 0.0000% | $29986000.00       | $951912.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1865   | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1840.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303   | 2055-02-01      | 5.5000%  | 0.0000% | $1432324.00        | $1259337.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3645   | 2055-09-01      | 6.5000%  | 0.0000% | $1578644.00        | $1649558.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4494   | 2051-12-01      | 3.0000%  | 0.0000% | $7981752.00        | $4489073.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5537   | 2050-07-01      | 3.0000%  | 0.0000% | $11719248.00       | $10405529.64       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2066   | 2052-06-01      | 4.0000%  | 0.0000% | $75598.00          | $50616.60          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1430   | 2052-04-01      | 3.5000%  | 0.0000% | $41857088.00       | $25954542.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M       | 2049-07-20      | 3.0000%  | 0.0000% | $1000.00           | $127.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA7107 M       | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $332.69            | Agency Mortgage-Backed Securities         |
| GNII SF DR1380 C       | 2051-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $811.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $831.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZLFP0013   | 2048-06-25      | 4.0000%  | 0.0000% | $1000.00           | $604.95            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAT2678   | 2043-06-01      | 6.1700%  | 0.0000% | $1024.00           | $10.06             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U95024 G   | 2042-06-01      | 4.5000%  | 0.0000% | $20966304.00       | $2528504.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6033   | 2054-08-01      | 6.5000%  | 0.0000% | $12204238.00       | $6956711.38        | Agency Mortgage-Backed Securities         |
| FKAR WV7024            | 2036-01-01      | 4.2080%  | 0.0000% | $2762400.00        | $2769098.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $61.10             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2705   | 2052-04-01      | 2.5000%  | 0.0000% | $10241888.00       | $8146913.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4125   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $888.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3274   | 2055-08-01      | 6.5000%  | 0.0000% | $10119.00          | $10574.92          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8356   | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $803.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421   | 2054-07-01      | 6.0000%  | 0.0000% | $3156476.00        | $1801288.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $8490279.00        | $4022934.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA7315 M       | 2051-04-20      | 4.0000%  | 0.0000% | $1024.00           | $377.45            | Agency Mortgage-Backed Securities         |
| GNII SF 005063 M       | 2041-05-20      | 6.0000%  | 0.0000% | $1000.00           | $26.14             | Agency Mortgage-Backed Securities         |
| GNMI SP 783716 X       | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $353.39            | Agency Mortgage-Backed Securities         |
| GNII SP 785220 C       | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $501.14            | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $447.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA7314 M       | 2051-03-20      | 3.5000%  | 0.0000% | $1000.00           | $391.24            | Agency Mortgage-Backed Securities         |
| GNII SP 785197 C       | 2050-11-20      | 3.5000%  | 0.0000% | $1024.00           | $236.69            | Agency Mortgage-Backed Securities         |
| GNII SP 785327 C       | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $354.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $1000.00           | $423.78            | Agency Mortgage-Backed Securities         |
| GNPL PN CS8166         | 2058-04-15      | 4.9200%  | 0.0000% | $1000.00           | $971.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $609.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $310.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTRB1211   | 2045-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6484   | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $512.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5446   | 2054-10-01      | 5.5000%  | 0.0000% | $1074878.00        | $969722.52         | Agency Mortgage-Backed Securities         |
| GNII SF DR3653 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities         |
| GNII SF DR3774 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.17           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5933 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6069   | 2053-04-01      | 5.5000%  | 0.0000% | $1040.00           | $712.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6085   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $715.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1948   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1688   | 2055-05-01      | 5.5000%  | 0.0000% | $3494060.00        | $3484679.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0904   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $1000.00           | $651.31            | Agency Mortgage-Backed Securities         |
| GNII SF DQ7886 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| GNII SF DP1507 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1033.95           | Agency Mortgage-Backed Securities         |
| GNII SF DS2148 C       | 2056-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1040.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $79.62             | Agency Mortgage-Backed Securities         |
| GNII SF DR6393 C       | 2056-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1024.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $1024.00           | $64.70             | Agency Mortgage-Backed Securities         |
| GNII SF MA6602 M       | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $170.33            | Agency Mortgage-Backed Securities         |
| GNII SF DR9413 C       | 2056-04-20      | 4.5000%  | 0.0000% | $1000.00           | $962.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2578   | 2052-07-01      | 4.5000%  | 0.0000% | $2637868.00        | $1810050.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0012   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $941.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4452   | 2053-04-01      | 6.5000%  | 0.0000% | $17588640.00       | $11874546.50       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5827   | 2056-04-01      | 5.0000%  | 0.0000% | $234864.00         | $232197.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6070   | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $413.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1046   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $887.60            | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $1000.00           | $860.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA4691 M       | 2032-09-20      | 3.5000%  | 0.0000% | $1000.00           | $92.72             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6931   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $800.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $125.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4740   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $284.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6117   | 2048-11-01      | 3.0000%  | 0.0000% | $2698240.00        | $1030984.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3328   | 2049-04-01      | 4.0000%  | 0.0000% | $1024.00           | $186.77            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34962 G   | 2045-07-01      | 4.0000%  | 0.0000% | $10766440.00       | $1586878.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0502   | 2060-09-01      | 2.5000%  | 0.0000% | $1024.00           | $368.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9848   | 2053-09-01      | 5.5000%  | 0.0000% | $17083192.00       | $13735710.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8740   | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $189.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $7428871.00        | $6644060.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5318   | 2054-04-01      | 6.5000%  | 0.0000% | $6438264.00        | $4709049.75        | Agency Mortgage-Backed Securities         |
| GNII SF DH4675 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $839.94            | Agency Mortgage-Backed Securities         |
| GNII SF 004842 M       | 2033-02-20      | 8.5000%  | 0.0000% | $1000.00           | $5.79              | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $880.46            | Agency Mortgage-Backed Securities         |
| GNII SP 785015 C       | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $181.82            | Agency Mortgage-Backed Securities         |
| GNII SP 785225 C       | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $444.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA7052 M       | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $391.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M       | 2051-03-20      | 3.5000%  | 0.0000% | $1024.00           | $378.46            | Agency Mortgage-Backed Securities         |
| GNII SP 786384 C       | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $940.67            | Agency Mortgage-Backed Securities         |
| GNII SP 787111 C       | 2051-10-20      | 2.0000%  | 0.0000% | $1024.00           | $677.21            | Agency Mortgage-Backed Securities         |
| GNII SF DR5680 C       | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $995.71            | Agency Mortgage-Backed Securities         |
| GNII JM 005278 M       | 2042-01-20      | 3.5000%  | 0.0000% | $1000.00           | $35.20             | Agency Mortgage-Backed Securities         |
| GNII SF DR1894 C       | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 717148 X       | 2039-05-15      | 4.5000%  | 0.0000% | $1000.00           | $42.24             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $128600.00         | $130173.70         | U.S. Treasuries (including strips)        |
| FNAR XX.XXX WS373182   | 2036-05-01      | 4.3930%  | 0.0000% | $69496.00          | $129.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4996   | 2045-05-01      | 3.5000%  | 0.0000% | $164724224.00      | $13362644.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4720   | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $90.46             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $16570752.00       | $12272584.36       | Agency Mortgage-Backed Securities         |
| GNII JP 786764 M       | 2038-06-20      | 2.5000%  | 0.0000% | $1000.00           | $588.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA4880   | 2032-12-01      | 5.0000%  | 0.0000% | $499612.00         | $158078.25         | Agency Mortgage-Backed Securities         |
| GNII SF DO7622 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.53           | Agency Mortgage-Backed Securities         |
| GNII SF DR3770 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.59           | Agency Mortgage-Backed Securities         |
| GNII SF DR1968 C       | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $994.61            | Agency Mortgage-Backed Securities         |
| GNII SF DO6965 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities         |
| GNII ET DO5340 C       | 2065-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.56           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502   | 2054-02-01      | 7.0000%  | 0.0000% | $1290870.00        | $1129733.56        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3354 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0218   | 2057-09-01      | 3.5000%  | 0.0000% | $1088.00           | $360.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7952   | 2054-02-01      | 4.5000%  | 0.0000% | $8000.00           | $6533.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5640   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $819.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741   | 2056-01-01      | 5.5000%  | 0.0000% | $23920064.00       | $23689320.76       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG9917   | 2041-05-01      | 6.0000%  | 0.0000% | $1305682.00        | $1351043.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0145   | 2055-02-25      | 6.5000%  | 0.0000% | $11821.00          | $9950.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3875   | 2047-06-01      | 3.5000%  | 0.0000% | $1190.00           | $826.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8599   | 2055-07-01      | 5.5000%  | 0.0000% | $17080000.00       | $16597421.35       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5187   | 2052-06-01      | 3.0000%  | 0.0000% | $1012.00           | $890.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH1205   | 2047-06-01      | 4.0000%  | 0.0000% | $1008.00           | $188.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5406   | 2046-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522   | 2054-05-01      | 6.0000%  | 0.0000% | $19325472.00       | $15060536.96       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5424   | 2050-12-01      | 4.5000%  | 0.0000% | $1089184.00        | $1058980.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7885   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $213.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6054   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $717.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2700   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $963.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9304   | 2054-10-01      | 5.0000%  | 0.0000% | $640000.00         | $561368.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6079   | 2053-04-01      | 5.5000%  | 0.0000% | $22120064.00       | $14586467.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1223   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $947.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8838   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.88            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4285   | 2031-03-01      | 2.0000%  | 0.0000% | $97000.00          | $27124.02          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $305405.00         | $204910.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG4599   | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.29           | Agency Mortgage-Backed Securities         |
| GNCL CL DF5006         | 2068-08-15      | 5.0400%  | 0.0000% | $1000.00           | $993.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1219   | 2055-10-01      | 5.5000%  | 0.0000% | $13637068.00       | $13260741.95       | Agency Mortgage-Backed Securities         |
| GNII SF MA4452 M       | 2047-05-20      | 4.0000%  | 0.0000% | $1000.00           | $86.21             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1476   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $962.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M       | 2047-01-20      | 3.0000%  | 0.0000% | $1000.00           | $131.56            | Agency Mortgage-Backed Securities         |
| GNII SP 785248 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1024.00           | $321.86            | Agency Mortgage-Backed Securities         |
| GNII SP 784666 C       | 2049-01-20      | 5.0000%  | 0.0000% | $1024.00           | $158.08            | Agency Mortgage-Backed Securities         |
| GNII SF MB0997 M       | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.80           | Agency Mortgage-Backed Securities         |
| GNII SF DO9781 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $819.74            | Agency Mortgage-Backed Securities         |
| GNII SF MB1071 M       | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.75           | Agency Mortgage-Backed Securities         |
| GNII SF DP7260 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1008.00           | $1041.94           | Agency Mortgage-Backed Securities         |
| GNII SF DR2276 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $18408736.00       | $16354437.69       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3674   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $661.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1897   | 2055-06-01      | 6.0000%  | 0.0000% | $4013824.00        | $3472767.70        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0658   | 2054-10-01      | 4.5000%  | 0.0000% | $73000.00          | $63965.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0502   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $940.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7506   | 2052-07-01      | 4.5000%  | 0.0000% | $84006.00          | $55207.04          | Agency Mortgage-Backed Securities         |
| FKAR 04.600 WNWN4084   | 2035-07-01      | 4.6000%  | 0.0000% | $18954112.00       | $18856228.76       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI1586   | 2054-03-01      | 5.5000%  | 0.0000% | $13497760.00       | $12929988.51       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8358   | 2043-10-01      | 4.0000%  | 0.0000% | $32748080.00       | $4575697.03        | Agency Mortgage-Backed Securities         |
| GNII SP 784134 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1280.00           | $107.86            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4228   | 2036-01-01      | 1.5000%  | 0.0000% | $1015000.00        | $439830.46         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3693   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $806.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6219   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $995.49            | Agency Mortgage-Backed Securities         |
| GNII SF DR3761 C       | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.54           | Agency Mortgage-Backed Securities         |
| GNII SF DR3823 C       | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.51           | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C       | 2041-07-20      | 4.0000%  | 0.0000% | $1000.00           | $45.70             | Agency Mortgage-Backed Securities         |
| GNII SF DR0635 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $998.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2327   | 2056-04-01      | 5.0000%  | 0.0000% | $22267720.00       | $22003714.47       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $614.67            | Agency Mortgage-Backed Securities         |
| GNII SF DN6544 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1080.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2834   | 2055-09-01      | 5.0000%  | 0.0000% | $10096660.00       | $9427432.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA6792 M       | 2035-08-20      | 2.0000%  | 0.0000% | $1000.00           | $283.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0463   | 2047-09-01      | 4.0000%  | 0.0000% | $14700189.00       | $3290931.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $888.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7786   | 2052-08-01      | 5.0000%  | 0.0000% | $128498864.00      | $89756753.73       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4392   | 2053-10-01      | 4.0000%  | 0.0000% | $3138444.00        | $2357336.79        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $709.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE8265   | 2052-08-01      | 4.0000%  | 0.0000% | $8181344.00        | $6058186.78        | Agency Mortgage-Backed Securities         |
| GNII SP 786534 C       | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $717.92            | Agency Mortgage-Backed Securities         |
| GNII SP 786361 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $761.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1946   | 2052-08-01      | 3.5000%  | 0.0000% | $6077032.00        | $5156576.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $981.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2206   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1364   | 2055-10-01      | 6.0000%  | 0.0000% | $22715700.00       | $22632822.20       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4584   | 2055-10-01      | 5.5000%  | 0.0000% | $1375942.00        | $1311991.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $965.24            | Agency Mortgage-Backed Securities         |
| GNMI SP 784462 X       | 2039-01-15      | 6.5000%  | 0.0000% | $1000.00           | $275.05            | Agency Mortgage-Backed Securities         |
| GNII SF MB0744 M       | 2055-11-20      | 4.5000%  | 0.0000% | $1024.00           | $975.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6030   | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.52           | Agency Mortgage-Backed Securities         |
| GNII SF DR8064 C       | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.61           | Agency Mortgage-Backed Securities         |
| GNII SF DS8550 C       | 2056-05-20      | 4.5000%  | 0.0000% | $1000.00           | $973.29            | Agency Mortgage-Backed Securities         |
| GNII SF DR1067 C       | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $994.62            | Agency Mortgage-Backed Securities         |
| GNII SF DN7601 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1080.47           | Agency Mortgage-Backed Securities         |
| GNII SF DS1614 C       | 2056-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1041.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $696.63            | Agency Mortgage-Backed Securities         |
| GNII SF DR3887 C       | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.12           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $35671700.00       | $35669645.19       | U.S. Treasuries (including strips)        |
| FEPC 04.000 3SZT0959   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $217.78            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1660   | 2052-03-01      | 2.5000%  | 0.0000% | $2408000.00        | $1681548.39        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $531.60            | Agency Mortgage-Backed Securities         |
| FKAR W9WV7003          | 2035-07-01      | 4.1980%  | 0.0000% | $57737344.00       | $57698839.60       | Agency Mortgage-Backed Securities         |
| FKAR 04.150 WNWN2617   | 2031-09-01      | 4.1500%  | 0.0000% | $9400000.00        | $9294144.51        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $677.53            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81713 G   | 2045-05-01      | 4.0000%  | 0.0000% | $25938040.00       | $4781186.03        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD8010   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $626.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8694   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $751.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $704.31            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0536   | 2052-04-01      | 3.0000%  | 0.0000% | $5021110.00        | $3493564.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-08-25      | 4.7621%  | 0.0000% | $703936.00         | $685072.05         | Agency Collateralized Mortgage Obligation |
| GNII SP 786883 C       | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $897.79            | Agency Mortgage-Backed Securities         |
| GNII SP 786854 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1000.00           | $669.51            | Agency Mortgage-Backed Securities         |

### Security 293: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.620000%
- **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: ARP1I9S45, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9S45
- **C.18 - Value (incl. sponsor support):** $1861000000.00
- **C.18.a - Value (excl. sponsor support):** $1861000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNAR AR 080968 M     | 2034-07-20      | 5.3750%  | 0.0000% | $660000.00         | $5425.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6488 | 2056-02-01      | 5.0000%  | 0.0000% | $2046196.00        | $2013436.75        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7191 | 2052-04-01      | 3.5000%  | 0.0000% | $3139500.00        | $2055397.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO5148 | 2041-03-01      | 5.0000%  | 0.0000% | $1122222.00        | $1127091.41        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA4335 | 2051-01-01      | 2.0000%  | 0.0000% | $1068000.00        | $561645.13         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA5000 | 2051-04-01      | 1.5000%  | 0.0000% | $2793456.00        | $1595684.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $29000.00          | $21644.41          | Agency Mortgage-Backed Securities |
| GNII ET DQ0009 C     | 2065-08-20      | 2.0000%  | 0.0000% | $251592.00         | $193957.57         | Agency Mortgage-Backed Securities |
| GNII SF DK6023 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1310308.00        | $1369973.89        | Agency Mortgage-Backed Securities |
| GNII SF DP1273 C     | 2056-02-20      | 7.0000%  | 0.0000% | $2829304.00        | $3011768.43        | Agency Mortgage-Backed Securities |
| GNII SF DL6442 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1496910.06        | Agency Mortgage-Backed Securities |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $1845430.00        | $1592542.25        | Agency Mortgage-Backed Securities |
| GNII SF BN5830 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1880654.00        | $858318.81         | Agency Mortgage-Backed Securities |
| GNII ET DL8562 C     | 2065-08-20      | 7.0000%  | 0.0000% | $11883760.00       | $12127335.01       | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $17730624.00       | $12617641.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL895625 | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $444487.13         | Agency Mortgage-Backed Securities |
| GNII ET DQ2999 C     | 2066-02-20      | 6.5000%  | 0.0000% | $35793728.00       | $36612421.06       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2891 | 2055-07-01      | 6.5000%  | 0.0000% | $44513152.00       | $37583932.01       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2310 | 2055-09-01      | 7.0000%  | 0.0000% | $1031952.00        | $1003242.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  | 0.0000% | $95201120.00       | $64450522.61       | Agency Mortgage-Backed Securities |
| GNII SF MA8875 M     | 2053-05-20      | 3.5000%  | 0.0000% | $70000.00          | $47384.99          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9842 | 2056-04-01      | 5.0000%  | 0.0000% | $2136624.00        | $2117785.15        | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $2012356.00        | $1134219.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  | 0.0000% | $1185000.00        | $113717.00         | Agency Mortgage-Backed Securities |
| GNII SF MB0913 M     | 2041-02-20      | 5.5000%  | 0.0000% | $111370.00         | $111345.96         | Agency Mortgage-Backed Securities |
| GNII SF BO8929 C     | 2049-12-20      | 3.5000%  | 0.0000% | $1685162.00        | $478804.64         | Agency Mortgage-Backed Securities |
| GNII SF AO3452 C     | 2047-12-20      | 3.5000%  | 0.0000% | $8073904.00        | $482459.17         | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $22157.05          | Agency Mortgage-Backed Securities |
| GNII JM MA7308 M     | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $106766.60         | Agency Mortgage-Backed Securities |
| GNII SP 788619 C     | 2056-03-20      | 3.5000%  | 0.0000% | $214420224.00      | $189017478.82      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $100000000.00      | $71920033.11       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $10181000.00       | $3569428.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | 0.0000% | $49725888.00       | $34900736.35       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF6574 | 2055-12-01      | 7.0000%  | 0.0000% | $1889156.00        | $2000154.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8673 | 2055-01-01      | 5.0000%  | 0.0000% | $1134824.00        | $1100565.68        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9403 | 2055-09-01      | 7.0000%  | 0.0000% | $4339680.00        | $3867354.70        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4419 | 2036-09-01      | 2.5000%  | 0.0000% | $12619680.00       | $5975267.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  | 0.0000% | $12099024.00       | $11607715.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3063 | 2056-03-01      | 4.5000%  | 0.0000% | $2255916.00        | $2165259.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9563 | 2056-04-01      | 5.0000%  | 0.0000% | $6840896.00        | $6259438.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1395 | 2056-02-01      | 6.0000%  | 0.0000% | $2891548.00        | $2987496.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB4900 | 2056-05-01      | 6.0000%  | 0.0000% | $3165800.00        | $3284155.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8749 | 2054-08-01      | 5.5000%  | 0.0000% | $15000000.00       | $12870548.50       | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $534422.98         | Agency Mortgage-Backed Securities |
| GNII ET DN1756 C     | 2066-02-20      | 4.0000%  | 0.0000% | $332119.00         | $310956.16         | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1305506.98        | Agency Mortgage-Backed Securities |
| GNMI SF 736553 X     | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8216.50           | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $152361472.00      | $91440363.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO7256 | 2035-01-01      | 3.0000%  | 0.0000% | $124260.00         | $37609.03          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3992 | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1259541.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $105812480.00      | $75339659.84       | Agency Mortgage-Backed Securities |
| FNMS 04.000 R3BM7783 | 2052-12-01      | 4.0000%  | 0.0000% | $2100000.00        | $1759174.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9833 | 2056-05-01      | 5.5000%  | 0.0000% | $19364128.00       | $19584192.08       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH0960 | 2056-06-01      | 5.0000%  | 0.0000% | $13213744.00       | $13071166.24       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH0941 | 2056-05-01      | 5.0000%  | 0.0000% | $14330192.00       | $14165407.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH0944 | 2056-05-01      | 5.5000%  | 0.0000% | $13439664.00       | $13690001.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9831 | 2056-05-01      | 5.5000%  | 0.0000% | $6145032.00        | $6223207.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH1088 | 2056-05-01      | 6.5000%  | 0.0000% | $1209754.00        | $1264771.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDH1126 | 2056-05-01      | 4.5000%  | 0.0000% | $2135000.00        | $2056711.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $54235.28          | Agency Mortgage-Backed Securities |
| GNII SF DR9217 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1071338.00        | $1127005.39        | Agency Mortgage-Backed Securities |
| GNII SF DS1582 C     | 2056-05-20      | 5.0000%  | 0.0000% | $2313020.00        | $2313038.25        | Agency Mortgage-Backed Securities |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $1694462.00        | $1780000.59        | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $396399.71         | Agency Mortgage-Backed Securities |
| GNII SF MA4749 M     | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $20403.23          | Agency Mortgage-Backed Securities |
| GNII SF DA6823 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $810296.99         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0275 | 2055-12-01      | 7.0000%  | 0.0000% | $1321450.00        | $1399551.66        | Agency Mortgage-Backed Securities |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $4699996.00        | $45597.90          | Agency Mortgage-Backed Securities |
| GNII SF DP0794 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1025750.00        | $1072752.86        | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $651605.53         | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $90221.00          | $87816.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $116075.00         | $15135.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBW4280 | 2041-05-01      | 5.0000%  | 0.0000% | $2315848.00        | $2337908.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9829 | 2055-01-01      | 6.5000%  | 0.0000% | $41106112.00       | $35411569.64       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9014 | 2041-01-01      | 5.0000%  | 0.0000% | $1814258.00        | $1801481.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5600 | 2052-07-01      | 5.0000%  | 0.0000% | $2105224.00        | $1509788.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5173 | 2055-03-01      | 6.0000%  | 0.0000% | $2823512.00        | $2579546.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBD5174 | 2046-08-01      | 2.5000%  | 0.0000% | $25166.00          | $9404.63           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $92000.00          | $6768.72           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0842 | 2032-08-01      | 6.5000%  | 0.0000% | $52297435.00       | $98598.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF8333 | 2053-03-01      | 5.0000%  | 0.0000% | $465045.00         | $374582.46         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8794 | 2055-09-01      | 7.0000%  | 0.0000% | $1259310.00        | $1339327.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH1752 | 2056-06-01      | 5.5000%  | 0.0000% | $11757968.00       | $11940072.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3692 | 2054-05-01      | 5.5000%  | 0.0000% | $13252704.00       | $12528942.43       | Agency Mortgage-Backed Securities |
| GNII SF DH6870 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $461729.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6641 | 2053-06-01      | 5.5000%  | 0.0000% | $25085344.00       | $19074580.95       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7956 | 2054-01-01      | 4.5000%  | 0.0000% | $1042518.00        | $976443.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3243 | 2050-02-01      | 3.5000%  | 0.0000% | $900395.00         | $187222.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 R3BF0707 | 2052-08-01      | 3.5000%  | 0.0000% | $2205228.00        | $1370408.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6043 | 2053-04-01      | 4.5000%  | 0.0000% | $5000000.00        | $3618841.57        | Agency Mortgage-Backed Securities |
| GNII ET DP1068 C     | 2065-12-20      | 5.5000%  | 0.0000% | $937184.00         | $943475.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $977551.00         | $877858.78         | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $972116.98         | Agency Mortgage-Backed Securities |
| GNII ET DN3815 C     | 2065-11-20      | 6.5000%  | 0.0000% | $4300000.00        | $3894175.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ8286 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2712385.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ2853 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $8477177.73        | Agency Mortgage-Backed Securities |
| GNII SF DR7766 C     | 2056-05-20      | 6.0000%  | 0.0000% | $3389992.00        | $3523261.63        | Agency Mortgage-Backed Securities |
| GNII SF DS2092 C     | 2056-04-20      | 6.0000%  | 0.0000% | $5082904.00        | $5258849.23        | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $113000.00         | $44615.69          | Agency Mortgage-Backed Securities |
| GNII SF DJ8369 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1676373.36        | Agency Mortgage-Backed Securities |
| GNII SF MB0867 M     | 2055-12-20      | 3.0000%  | 0.0000% | $54993152.00       | $48585118.63       | Agency Mortgage-Backed Securities |
| GNII SF DL3866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1212454.00        | $1264971.72        | Agency Mortgage-Backed Securities |
| GNII SF DK6145 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2542620.00        | $2142696.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5210 | 2056-05-01      | 5.0000%  | 0.0000% | $141304320.00      | $139657997.54      | Agency Mortgage-Backed Securities |
| GNII ET DF1369 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $1996388.15        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $897473.94         | Agency Mortgage-Backed Securities |
| GNPL PN CL6600       | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $45399.94          | Agency Mortgage-Backed Securities |
| GNII ET DM3952 C     | 2065-08-20      | 4.0000%  | 0.0000% | $240652.00         | $224213.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $7947064.00        | $3954340.70        | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $33698.69          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA7003 | 2047-03-01      | 2.0000%  | 0.0000% | $14300000.00       | $9281365.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4837 | 2041-01-01      | 6.0000%  | 0.0000% | $1941646.00        | $1946621.45        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6448 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $56462.70          | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $12021.23          | Agency Mortgage-Backed Securities |
| GNII SF DL5175 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1077838.00        | $1120530.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6299 | 2051-01-01      | 3.0000%  | 0.0000% | $151000.00         | $106043.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5573 | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $48251.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5743 | 2053-10-01      | 5.0000%  | 0.0000% | $152060160.00      | $150946606.57      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9999 | 2056-05-01      | 5.0000%  | 0.0000% | $2299960.00        | $2284290.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4276 | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3938106.40        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4882 | 2048-11-01      | 4.5000%  | 0.0000% | $513000.00         | $91343.53          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG2994 | 2056-02-01      | 6.5000%  | 0.0000% | $9045088.00        | $8837889.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6654 | 2056-04-01      | 6.0000%  | 0.0000% | $2857192.00        | $2951748.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2345 | 2056-04-01      | 5.0000%  | 0.0000% | $17019520.00       | $16766362.70       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB3763 | 2056-05-01      | 5.0000%  | 0.0000% | $11896944.00       | $11796449.19       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9713 | 2056-04-01      | 5.0000%  | 0.0000% | $11477296.00       | $11309056.42       | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1097906.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7917 | 2056-03-01      | 5.5000%  | 0.0000% | $5416480.00        | $5467473.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ5205 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2315842.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1611 | 2037-04-01      | 2.5000%  | 0.0000% | $1680430.00        | $837512.97         | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $800000.00         | $55806.01          | Agency Mortgage-Backed Securities |
| GNII SF AV5009 C     | 2046-10-20      | 3.0000%  | 0.0000% | $1801326.00        | $100264.12         | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $55042.35          | Agency Mortgage-Backed Securities |
| GNCL CL DQ7847       | 2068-07-15      | 5.3000%  | 0.0000% | $6430616.00        | $6455220.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  | 0.0000% | $14600000.00       | $13644425.86       | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $366508.84         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9400 | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $3505816.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CWAP7487 | 2027-09-01      | 3.0000%  | 0.0000% | $600000.00         | $5564.23           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7475 | 2053-07-01      | 6.5000%  | 0.0000% | $61455.00          | $43814.77          | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.0000%  | 0.0000% | $1732174.00        | $90195.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH1798 | 2056-06-01      | 5.0000%  | 0.0000% | $2259984.00        | $2240057.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7580 | 2053-11-01      | 6.0000%  | 0.0000% | $2127940.00        | $1467187.08        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4416 | 2055-09-01      | 7.0000%  | 0.0000% | $1058842.00        | $631723.62         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4470 | 2052-01-01      | 3.0000%  | 0.0000% | $76260224.00       | $66758141.36       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8117 | 2054-03-01      | 4.5000%  | 0.0000% | $24451584.00       | $19341431.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8222 | 2054-03-01      | 5.5000%  | 0.0000% | $150280704.00      | $132651326.44      | Agency Mortgage-Backed Securities |
| GNII ET DO6604 C     | 2065-10-20      | 2.0000%  | 0.0000% | $329917.00         | $253723.64         | Agency Mortgage-Backed Securities |
| GNII SF MA6040 M     | 2049-07-20      | 4.0000%  | 0.0000% | $300000.00         | $26670.93          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1014 | 2037-04-01      | 1.5000%  | 0.0000% | $3283348.00        | $2136671.49        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8150 | 2037-02-01      | 3.0000%  | 0.0000% | $131643.00         | $62713.54          | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $800000.00         | $100284.47         | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $392576.27         | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $32099264.00       | $18736039.64       | Agency Mortgage-Backed Securities |
| GNII SF BE9832 C     | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9105.71           | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1490561.27        | Agency Mortgage-Backed Securities |
| GNII SF DK0399 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $985777.43         | Agency Mortgage-Backed Securities |
| GNII ET DJ3148 C     | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $62759.19          | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $3960124.83        | Agency Mortgage-Backed Securities |
| GNII SF CX3287 C     | 2053-11-20      | 7.0000%  | 0.0000% | $800000.00         | $44417.43          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $885000.00         | $7072.02           | Agency Mortgage-Backed Securities |
| GNII SF MA8153 M     | 2052-07-20      | 5.5000%  | 0.0000% | $332832.00         | $182889.31         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $151853.28         | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M     | 2053-10-20      | 6.0000%  | 0.0000% | $1470000.00        | $784693.76         | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $62858.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2870 | 2047-01-01      | 3.0000%  | 0.0000% | $225000.00         | $25374.31          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0001 | 2040-06-01      | 4.5000%  | 0.0000% | $123217.00         | $97896.47          | Agency Mortgage-Backed Securities |
| GNII SF DM3339 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1589274.00        | $1566340.48        | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C     | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $506876.48         | Agency Mortgage-Backed Securities |
| GNII SF CM2070 C     | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1656589.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8942 | 2056-03-01      | 4.5000%  | 0.0000% | $1317184.00        | $1275355.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9590 | 2056-05-01      | 5.0000%  | 0.0000% | $2204940.00        | $2186960.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9318 | 2036-11-01      | 2.0000%  | 0.0000% | $627932.00         | $317538.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5953 | 2056-03-01      | 4.5000%  | 0.0000% | $13195872.00       | $12716785.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3097 | 2052-10-01      | 4.0000%  | 0.0000% | $6810000.00        | $4616714.08        | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $989138.66         | Agency Mortgage-Backed Securities |
| GNII SF CX5760 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $908630.10         | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $6982.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2528 | 2050-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $8528517.23        | Agency Mortgage-Backed Securities |
| FNMS 02.525 CLAU6340 | 2043-06-01      | 2.5250%  | 0.0000% | $90426.00          | $51720.50          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2563 | 2055-07-01      | 6.5000%  | 0.0000% | $1734000.00        | $1203678.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8131 | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $25495.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9362 | 2049-12-01      | 3.5000%  | 0.0000% | $1741930.00        | $532404.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0986 | 2052-10-01      | 5.0000%  | 0.0000% | $1811572.00        | $1559684.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH1063 | 2056-05-01      | 6.0000%  | 0.0000% | $1138649.00        | $1170369.10        | Agency Mortgage-Backed Securities |
| GNII SF MB0741 M     | 2055-10-20      | 3.0000%  | 0.0000% | $13198928.00       | $11592207.70       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL5222 | 2056-05-01      | 6.0000%  | 0.0000% | $36903280.00       | $37816286.64       | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C     | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $837654.47         | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $113485056.00      | $99918844.31       | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $71253000.00       | $62508688.88       | Agency Mortgage-Backed Securities |
| GNII SF DN2460 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1796216.00        | $1881204.95        | Agency Mortgage-Backed Securities |
| GNII ET DN7933 C     | 2065-11-20      | 4.0000%  | 0.0000% | $285615.00         | $266769.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $215600.00         | $143846.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0721 | 2056-04-01      | 4.5000%  | 0.0000% | $12197712.00       | $11719809.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2191 | 2056-05-01      | 6.0000%  | 0.0000% | $3017280.00        | $3127681.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0825 | 2056-02-01      | 5.5000%  | 0.0000% | $3170836.00        | $3206155.05        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $2120000.00        | $1261470.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL5388 | 2056-05-01      | 4.5000%  | 0.0000% | $782415.00         | $753000.11         | Agency Mortgage-Backed Securities |
| GNII SF CC9815 C     | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $56159.66          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA1747 | 2049-11-01      | 5.0000%  | 0.0000% | $6196616.00        | $1227890.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7926 | 2048-11-01      | 4.0000%  | 0.0000% | $4656856.00        | $595913.07         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7804 | 2054-01-01      | 6.5000%  | 0.0000% | $21130000.00       | $15735209.38       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF0891 | 2055-11-01      | 7.0000%  | 0.0000% | $3511676.00        | $3722357.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5012 | 2050-05-01      | 2.5000%  | 0.0000% | $1152440.00        | $491083.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $631000.00         | $431302.23         | Agency Mortgage-Backed Securities |

### Security 294: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9S52, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9S52
- **C.18 - Value (incl. sponsor support):** $2025000000.00
- **C.18.a - Value (excl. sponsor support):** $2025000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $250092800.00      | $249998284.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $216441200.00      | $211970552.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $262438000.00      | $249998182.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $247858000.00      | $249999887.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7870%  | 0.0000% | $55990900.00       | $56213046.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $257179200.00      | $162566452.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $245536000.00      | $249998093.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $122020600.00      | $117213888.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $112845600.00      | $113353463.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | 0.0000% | $209041200.00      | $204995162.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $198060800.00      | $199193036.09      | U.S. Treasuries (including strips) |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9S60, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9S60
- **C.18 - Value (incl. sponsor support):** $391000000.00
- **C.18.a - Value (excl. sponsor support):** $391000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100304000.00      | $96315562.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | 0.0000% | $125410500.00      | $125108771.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $173790400.00      | $177395698.17      | U.S. Treasuries (including strips) |

### Security 296: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **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: ARP1I9S86, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9S86
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF 003388 M         | 2033-05-20      | 4.5000%  | 0.0000% | $25000.00          | $268.78            | Agency Mortgage-Backed Securities   |
| GNII SF 004115 M         | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $3797.09           | Agency Mortgage-Backed Securities   |
| GNMI SF 723541 X         | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1223.46           | Agency Mortgage-Backed Securities   |
| GNII SF 005300 M         | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $2035.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 648970 X         | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4410.15           | Agency Mortgage-Backed Securities   |
| GNMI SF 697946 X         | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3418.65           | Agency Mortgage-Backed Securities   |
| GNMI SF 554687 X         | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $294.02            | Agency Mortgage-Backed Securities   |
| GNAR AR 080012 M         | 2026-11-20      | 5.1250%  | 0.0000% | $48658897.00       | $2549.51           | Agency Mortgage-Backed Securities   |
| GNMI SF 422963 X         | 2029-03-15      | 6.5000%  | 0.0000% | $503404.00         | $3308.01           | Agency Mortgage-Backed Securities   |
| GNMI SP 782067 X         | 2032-11-15      | 7.0000%  | 0.0000% | $37972.00          | $761.05            | Agency Mortgage-Backed Securities   |
| GNMI SF 663852 X         | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1116.93           | Agency Mortgage-Backed Securities   |
| GNAR AR 080115 M         | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2032.23           | Agency Mortgage-Backed Securities   |
| GNII SF 003284 M         | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $229.75            | Agency Mortgage-Backed Securities   |
| GNII SF 003377 M         | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $4640.31           | Agency Mortgage-Backed Securities   |
| GNMI SP 781299 X         | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $860.74            | Agency Mortgage-Backed Securities   |
| GNMI SF 746166 X         | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1457.87           | Agency Mortgage-Backed Securities   |
| GNII SF 004852 M         | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2012.21           | Agency Mortgage-Backed Securities   |
| GNMI SF 471690 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $523.33            | Agency Mortgage-Backed Securities   |
| GNAR AR 080011 M         | 2026-11-20      | 5.1250%  | 0.0000% | $3000000.00        | $161.47            | Agency Mortgage-Backed Securities   |
| GNII SF 003840 M         | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $290.81            | Agency Mortgage-Backed Securities   |
| GNII SP 784314 C         | 2043-05-20      | 3.5000%  | 0.0000% | $893054.00         | $133869.30         | Agency Mortgage-Backed Securities   |
| GNMI SF 755071 X         | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4788.80           | Agency Mortgage-Backed Securities   |
| GNII SF 003320 M         | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $307.98            | Agency Mortgage-Backed Securities   |
| GNII FS 004483 M         | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $1960.25           | Agency Mortgage-Backed Securities   |
| GNII SF 003039 M         | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $814.57            | Agency Mortgage-Backed Securities   |
| GNMI SP 783807 X         | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2338.61           | Agency Mortgage-Backed Securities   |
| GNMI SF 585479 X         | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $631.46            | Agency Mortgage-Backed Securities   |
| GNMI SF 584464 X         | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3554.69           | Agency Mortgage-Backed Securities   |
| GNMI SF 593723 X         | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3458.19           | Agency Mortgage-Backed Securities   |
| GNAR AR 080143 M         | 2027-12-20      | 5.1250%  | 0.0000% | $14749822.00       | $4165.37           | Agency Mortgage-Backed Securities   |
| GNII SF 002699 M         | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $672.65            | Agency Mortgage-Backed Securities   |
| GNMI SP 783632 X         | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $2908.06           | Agency Mortgage-Backed Securities   |
| GNII SF 004073 M         | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1769.37           | Agency Mortgage-Backed Securities   |
| GNII SF 003416 M         | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3352.47           | Agency Mortgage-Backed Securities   |
| GNMI SF 552766 X         | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3247.14           | Agency Mortgage-Backed Securities   |
| GNII SF 003678 M         | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1105.14           | Agency Mortgage-Backed Securities   |
| GNMI SF 532558 X         | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4213.82           | Agency Mortgage-Backed Securities   |
| GNII SF 002550 M         | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $3.72              | Agency Mortgage-Backed Securities   |
| GNII SF MA7369 M         | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4371.78           | Agency Mortgage-Backed Securities   |
| GNII SF MA7458 M         | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $3229.61           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7471 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2632.57           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2224 X         | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1309.43           | Agency Mortgage-Backed Securities   |
| GNMI SF 703495 X         | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $286.69            | Agency Mortgage-Backed Securities   |
| GNMI SF AA6407 X         | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3006.57           | Agency Mortgage-Backed Securities   |
| GNMI SF 710719 X         | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1241.59           | Agency Mortgage-Backed Securities   |
| GNMI SF 796410 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4010.17           | Agency Mortgage-Backed Securities   |
| GNII SF DO0220 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1133484.00        | $1190960.19        | Agency Mortgage-Backed Securities   |
| GNMI SF 663893 X         | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities   |
| GNMI SP 782072 X         | 2033-07-15      | 7.0000%  | 0.0000% | $229821.00         | $1671.61           | Agency Mortgage-Backed Securities   |
| GNMI SF 544405 X         | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $4575.79           | Agency Mortgage-Backed Securities   |
| GNMI SP 784070 X         | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $115176.44         | Agency Mortgage-Backed Securities   |
| GNII JM MA6209 M         | 2049-10-20      | 3.0000%  | 0.0000% | $25000.00          | $1660.51           | Agency Mortgage-Backed Securities   |
| GNMI SF 568466 X         | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $4264.93           | Agency Mortgage-Backed Securities   |
| GNII SF 002767 M         | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $645.08            | Agency Mortgage-Backed Securities   |
| GNII JM 004163 M         | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $43.99             | Agency Mortgage-Backed Securities   |
| GNMI SF 460993 X         | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $588.87            | Agency Mortgage-Backed Securities   |
| GNMI SF 486599 X         | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $16.54             | Agency Mortgage-Backed Securities   |
| GNAR AR 080137 M         | 2027-11-20      | 5.1250%  | 0.0000% | $22626740.00       | $4679.18           | Agency Mortgage-Backed Securities   |
| GNMI SP 784638 X         | 2046-09-15      | 4.0000%  | 0.0000% | $377000.00         | $97259.47          | Agency Mortgage-Backed Securities   |
| GNMI SF 555704 X         | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $38.65             | Agency Mortgage-Backed Securities   |
| GNMI SF 564648 X         | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $64.13             | Agency Mortgage-Backed Securities   |
| GNII SF MA7519 M         | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $416.87            | Agency Mortgage-Backed Securities   |
| GNII JP 783785 M         | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $2720.60           | Agency Mortgage-Backed Securities   |
| GNCL CL CW0767           | 2066-04-15      | 5.8300%  | 0.0000% | $27253.00          | $28650.52          | Agency Mortgage-Backed Securities   |
| GNII SF MA7194 M         | 2051-02-20      | 3.0000%  | 0.0000% | $5000.00           | $1744.35           | Agency Mortgage-Backed Securities   |
| GNII SF CL2910 C         | 2035-05-20      | 6.0000%  | 0.0000% | $1253668.00        | $648574.37         | Agency Mortgage-Backed Securities   |
| GNII SF MA8096 M         | 2052-06-20      | 2.0000%  | 0.0000% | $9435.00           | $5805.74           | Agency Mortgage-Backed Securities   |
| GNII SF 003702 M         | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $637.05            | Agency Mortgage-Backed Securities   |
| GNII JM 004308 M         | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $487.59            | Agency Mortgage-Backed Securities   |
| GNII SF MA9239 M         | 2053-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1688.23           | Agency Mortgage-Backed Securities   |
| GNII SF 005239 M         | 2041-11-20      | 3.0000%  | 0.0000% | $70000.00          | $4082.26           | Agency Mortgage-Backed Securities   |
| GNMI SF 732938 X         | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3345.00           | Agency Mortgage-Backed Securities   |
| GNMI SF 721470 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $298.93            | Agency Mortgage-Backed Securities   |
| GNII SF MA7235 M         | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2464.41           | Agency Mortgage-Backed Securities   |
| GNII SF MA3308 M         | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4510.79           | Agency Mortgage-Backed Securities   |
| GNII SF MA1265 M         | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $4860.49           | Agency Mortgage-Backed Securities   |
| GNMI SF CN3327 X         | 2052-12-15      | 7.0000%  | 0.0000% | $4497592.00        | $2936458.69        | Agency Mortgage-Backed Securities   |
| GNMI SF 506607 X         | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $39.60             | Agency Mortgage-Backed Securities   |
| GNMI SF 723599 X         | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1894.01           | Agency Mortgage-Backed Securities   |
| GNMI SF 400595 X         | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1083.81           | Agency Mortgage-Backed Securities   |
| GNMI SF 548496 X         | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $265.09            | Agency Mortgage-Backed Securities   |
| GNMI SF 564116 X         | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1178.82           | Agency Mortgage-Backed Securities   |
| GNAR AR 080123 M         | 2027-10-20      | 5.1250%  | 0.0000% | $17717110.00       | $3727.37           | Agency Mortgage-Backed Securities   |
| GNAR AR 080061 M         | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $622.88            | Agency Mortgage-Backed Securities   |
| GNMI SF 545051 X         | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $1997.17           | Agency Mortgage-Backed Securities   |
| GNII SF 003248 M         | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $355.27            | Agency Mortgage-Backed Securities   |
| GNII SF 003941 M         | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $1972.85           | Agency Mortgage-Backed Securities   |
| GNMI SF 545134 X         | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $122.17            | Agency Mortgage-Backed Securities   |
| GNII SF 005277 M         | 2027-01-20      | 3.5000%  | 0.0000% | $2900000.00        | $6993.97           | Agency Mortgage-Backed Securities   |
| GNII SF 003931 M         | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4374.17           | Agency Mortgage-Backed Securities   |
| GNAR AR 008927 M         | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $143.68            | Agency Mortgage-Backed Securities   |
| GNII SF MA5168 M         | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4289.02           | Agency Mortgage-Backed Securities   |
| GNMI SF 462682 X         | 2028-04-15      | 6.5000%  | 0.0000% | $17953134.00       | $4426.23           | Agency Mortgage-Backed Securities   |
| GNMI SF 465529 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $1710.53           | Agency Mortgage-Backed Securities   |
| GNII SF 003796 M         | 2035-12-20      | 5.5000%  | 0.0000% | $35000.00          | $467.41            | Agency Mortgage-Backed Securities   |
| GNII SF 003994 M         | 2037-06-20      | 5.0000%  | 0.0000% | $26297.00          | $327.92            | Agency Mortgage-Backed Securities   |
| GNII SF MA5082 M         | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5011.42           | Agency Mortgage-Backed Securities   |
| GNII SF MA6604 M         | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5133.56           | Agency Mortgage-Backed Securities   |
| GNII SF 003851 M         | 2036-05-20      | 5.5000%  | 0.0000% | $88000.00          | $883.81            | Agency Mortgage-Backed Securities   |
| GNII SF 003150 M         | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $637.34            | Agency Mortgage-Backed Securities   |
| GNMI SF 587980 X         | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3617.79           | Agency Mortgage-Backed Securities   |
| GNII SF 003414 M         | 2033-07-20      | 5.0000%  | 0.0000% | $25135.00          | $259.61            | Agency Mortgage-Backed Securities   |
| GNII SF 002657 M         | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $323.62            | Agency Mortgage-Backed Securities   |
| GNMI SF 569899 X         | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2126.05           | Agency Mortgage-Backed Securities   |
| GNII SF 002644 M         | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1425.98           | Agency Mortgage-Backed Securities   |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1531.29           | Agency Mortgage-Backed Securities   |
| GNII SF 003132 M         | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $79.04             | Agency Mortgage-Backed Securities   |
| GNII SF 002548 M         | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $842.48            | Agency Mortgage-Backed Securities   |
| GNII SF 003296 M         | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $408.88            | Agency Mortgage-Backed Securities   |
| GNMI SF 738603 X         | 2026-08-15      | 4.0000%  | 0.0000% | $3490000.00        | $1347.78           | Agency Mortgage-Backed Securities   |
| GNII SF 005326 M         | 2027-03-20      | 3.0000%  | 0.0000% | $1163000.00        | $4966.86           | Agency Mortgage-Backed Securities   |
| GNMI SF 570033 X         | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1846.04           | Agency Mortgage-Backed Securities   |
| GNMI SF 737555 X         | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1209.84           | Agency Mortgage-Backed Securities   |
| GNII SF 005256 M         | 2026-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $4357.76           | Agency Mortgage-Backed Securities   |
| GNMI SF 490279 X         | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1012.06           | Agency Mortgage-Backed Securities   |
| GNMI SF 599357 X         | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1655.83           | Agency Mortgage-Backed Securities   |
| GNII SF DS5711 C         | 2056-05-20      | 5.0000%  | 0.0000% | $3136720.00        | $3123259.99        | Agency Mortgage-Backed Securities   |
| GNMI SF 412407 X         | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $4514.28           | Agency Mortgage-Backed Securities   |
| GNMI SF 448335 X         | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $29.04             | Agency Mortgage-Backed Securities   |
| GNII SF 003612 M         | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $381.68            | Agency Mortgage-Backed Securities   |
| GNMI SF 728323 X         | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1731.06           | Agency Mortgage-Backed Securities   |
| GNMI SF 487732 X         | 2039-03-15      | 4.5000%  | 0.0000% | $1539680.00        | $25414.80          | Agency Mortgage-Backed Securities   |
| GNMI SP 781001 X         | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $218.00            | Agency Mortgage-Backed Securities   |
| GNII SF 003530 M         | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $877.19            | Agency Mortgage-Backed Securities   |
| GNMI SF 584308 X         | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $494.53            | Agency Mortgage-Backed Securities   |
| GNII SF 003295 M         | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $888.45            | Agency Mortgage-Backed Securities   |
| GNMI SF 723939 X         | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1660.21           | Agency Mortgage-Backed Securities   |
| GNMI SF 723438 X         | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1833.42           | Agency Mortgage-Backed Securities   |
| GNMI SF 532749 X         | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $122.78            | Agency Mortgage-Backed Securities   |
| GNMI SF 745045 X         | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2017.25           | Agency Mortgage-Backed Securities   |
| GNII SF 003025 M         | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2128.96           | Agency Mortgage-Backed Securities   |
| GNMI SF 723249 X         | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1662.55           | Agency Mortgage-Backed Securities   |
| GNII SF 003429 M         | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $258.01            | Agency Mortgage-Backed Securities   |
| GNII SF 003940 M         | 2037-01-20      | 5.5000%  | 0.0000% | $45323.00          | $447.87            | Agency Mortgage-Backed Securities   |
| GNII SF MA8150 M         | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $689.98            | Agency Mortgage-Backed Securities   |
| GNII SF 004006 M         | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1701.16           | Agency Mortgage-Backed Securities   |
| GNII SF 002643 M         | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $197.31            | Agency Mortgage-Backed Securities   |
| GNII SF 003737 M         | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4455.70           | Agency Mortgage-Backed Securities   |
| GNII SF 003376 M         | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3054.58           | Agency Mortgage-Backed Securities   |
| GNII SF 004371 M         | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $1940.61           | Agency Mortgage-Backed Securities   |
| GNII JM MA6030 M         | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3735.74           | Agency Mortgage-Backed Securities   |
| GNII JM MA6081 M         | 2049-08-20      | 3.5000%  | 0.0000% | $6000.00           | $261.39            | Agency Mortgage-Backed Securities   |
| GNII SF 003345 M         | 2033-02-20      | 5.0000%  | 0.0000% | $90000.00          | $570.22            | Agency Mortgage-Backed Securities   |
| GNII SF MA6576 M         | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $3951.21           | Agency Mortgage-Backed Securities   |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1814.28           | Agency Mortgage-Backed Securities   |
| GNAR AR 008971 M         | 2026-09-20      | 5.3750%  | 0.0000% | $1456149.00        | $19.48             | Agency Mortgage-Backed Securities   |
| GNMI SF 716813 X         | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2168.03           | Agency Mortgage-Backed Securities   |
| GNAR AR 008947 M         | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $702.54            | Agency Mortgage-Backed Securities   |
| GNAR AR 080107 M         | 2027-08-20      | 5.3750%  | 0.0000% | $17856106.00       | $3558.15           | Agency Mortgage-Backed Securities   |
| GNAR AR 080312 M         | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4034.43           | Agency Mortgage-Backed Securities   |
| GNII SF CT4982 C         | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $631577.33         | Agency Mortgage-Backed Securities   |
| GNMI SF AD3518 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $3907.81           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7352 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1696.07           | Agency Mortgage-Backed Securities   |
| GNMI SF 434141 X         | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $135.52            | Agency Mortgage-Backed Securities   |
| GNAR AR 008892 M         | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $37.45             | Agency Mortgage-Backed Securities   |
| GNMI SF 468156 X         | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $739.85            | Agency Mortgage-Backed Securities   |
| GNAR AR 008913 M         | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $595.66            | Agency Mortgage-Backed Securities   |
| GNMI SF 421379 X         | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $353.87            | Agency Mortgage-Backed Securities   |
| GNMI SF 736057 X         | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2628.17           | Agency Mortgage-Backed Securities   |
| GNII SF 003704 M         | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $457.32            | Agency Mortgage-Backed Securities   |
| GNMI SF 736667 X         | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1556.41           | Agency Mortgage-Backed Securities   |
| GNAR AR 008911 M         | 2026-07-20      | 5.3750%  | 0.0000% | $5835381.00        | $48.66             | Agency Mortgage-Backed Securities   |
| GNMI SF 731680 X         | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1130.13           | Agency Mortgage-Backed Securities   |
| GNMI SF 487861 X         | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $4995.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 564821 X         | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $491.30            | Agency Mortgage-Backed Securities   |
| GNII SF MA5296 M         | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $2070.25           | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3657.71           | Agency Debentures and Agency Strips |
| GNMI SF 578272 X         | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $546.40            | Agency Mortgage-Backed Securities   |
| GNMI SF 705956 X         | 2027-11-15      | 2.5000%  | 0.0000% | $1130604.00        | $84808.00          | Agency Mortgage-Backed Securities   |
| GNII SF MB0424 M         | 2055-05-20      | 5.5000%  | 0.0000% | $7334912.00        | $6103049.29        | Agency Mortgage-Backed Securities   |
| GNMI SF AM8641 X         | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $4905.18           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2152 X         | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2295.46           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0384 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3694.34           | Agency Mortgage-Backed Securities   |
| GNMI SF AD1012 X         | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4644.97           | Agency Mortgage-Backed Securities   |
| GNII SF MA5799 M         | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1614.17           | Agency Mortgage-Backed Securities   |
| GNMI SF 587719 X         | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $287.36            | Agency Mortgage-Backed Securities   |
| GNII JM MA5701 M         | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1723.66           | Agency Mortgage-Backed Securities   |
| GNMI SF AX2595 X         | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $44612.47          | Agency Mortgage-Backed Securities   |
| GNII SF 003237 M         | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $99.41             | Agency Mortgage-Backed Securities   |
| GNMI SF 587228 X         | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2368.10           | Agency Mortgage-Backed Securities   |
| GNII SF 002495 M         | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $335.36            | Agency Mortgage-Backed Securities   |
| GNPL PN DB4202           | 2060-01-15      | 5.3800%  | 0.0000% | $200890.00         | $203377.28         | Agency Mortgage-Backed Securities   |
| GNII SF 778108 C         | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $2657.26           | Agency Mortgage-Backed Securities   |
| GNII JM MA0002 M         | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $1160.67           | Agency Mortgage-Backed Securities   |
| GNII SF MA0465 M         | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $4884.51           | Agency Mortgage-Backed Securities   |
| GNII SF MA2752 M         | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $152.28            | Agency Mortgage-Backed Securities   |
| GNII SF MA3523 M         | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2196.09           | Agency Mortgage-Backed Securities   |
| GNII SF MA1089 M         | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1027.39           | Agency Mortgage-Backed Securities   |
| GNII SF 002658 M         | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1200.29           | Agency Mortgage-Backed Securities   |
| GNII SF 003569 M         | 2034-06-20      | 5.5000%  | 0.0000% | $25152.00          | $319.29            | Agency Mortgage-Backed Securities   |
| GNMI SF 592626 X         | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $18144.52          | Agency Mortgage-Backed Securities   |
| GNII SF MA5334 M         | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4338.12           | Agency Mortgage-Backed Securities   |
| GNMI SF 573796 X         | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1744.19           | Agency Mortgage-Backed Securities   |
| GNMI SF 469991 X         | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $442.19            | Agency Mortgage-Backed Securities   |
| GNMI SF 563338 X         | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $486.38            | Agency Mortgage-Backed Securities   |
| GNMI SF 457100 X         | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1399.29           | Agency Mortgage-Backed Securities   |
| GNMI SF 511460 X         | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4312.66           | Agency Mortgage-Backed Securities   |
| GNAR AR 008991 M         | 2026-10-20      | 5.1250%  | 0.0000% | $30763233.00       | $1368.63           | Agency Mortgage-Backed Securities   |
| GNMI SF 486470 X         | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $325.46            | Agency Mortgage-Backed Securities   |
| GNMI SF 606285 X         | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $1771.98           | Agency Mortgage-Backed Securities   |
| GNII SF 002975 M         | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $50.25             | Agency Mortgage-Backed Securities   |
| GNII SF 003009 M         | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $80.08             | Agency Mortgage-Backed Securities   |
| GNII RG CN9880 C         | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $245387.04         | Agency Mortgage-Backed Securities   |
| GNII BD DP1059 C         | 2056-01-20      | 4.0000%  | 0.0000% | $2093784.00        | $1901653.07        | Agency Mortgage-Backed Securities   |
| GNMI SF BB6967 X         | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4398.64           | Agency Mortgage-Backed Securities   |
| GNMI SF BC1180 X         | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2169.80           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2435 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1626.45           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0383 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1428.53           | Agency Mortgage-Backed Securities   |
| GNII SF MA4265 M         | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2498.86           | Agency Mortgage-Backed Securities   |
| GNII SF MA6314 M         | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $2147.27           | Agency Mortgage-Backed Securities   |
| GNMI SF 662442 X         | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2200.84           | Agency Mortgage-Backed Securities   |
| GNMI SF 521330 X         | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $734.82            | Agency Mortgage-Backed Securities   |
| GNMI SF 477023 X         | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $4543.90           | Agency Mortgage-Backed Securities   |
| GNII SP 784793 C         | 2047-12-20      | 3.5000%  | 0.0000% | $12605.00          | $2993.07           | Agency Mortgage-Backed Securities   |
| GNMI SF 722796 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $505.51            | Agency Mortgage-Backed Securities   |
| GNMI SF 658258 X         | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2622.59           | Agency Mortgage-Backed Securities   |
| GNMI SF 447986 X         | 2028-06-15      | 7.0000%  | 0.0000% | $316236.00         | $141.35            | Agency Mortgage-Backed Securities   |
| GNMI SF 693508 X         | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4209.65           | Agency Mortgage-Backed Securities   |
| GNMI SF 567628 X         | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $116.04            | Agency Mortgage-Backed Securities   |
| GNAR AR 080393 M         | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1729.36           | Agency Mortgage-Backed Securities   |
| GNMI SF 618961 X         | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.68              | Agency Mortgage-Backed Securities   |
| GNII SF 004961 M         | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3296.72           | Agency Mortgage-Backed Securities   |
| GNMI SF 707098 X         | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $12650.34          | Agency Mortgage-Backed Securities   |
| GNAR AR 080076 M         | 2027-05-20      | 5.6250%  | 0.0000% | $24796998.00       | $3179.00           | Agency Mortgage-Backed Securities   |
| GNII JP 783930 M         | 2027-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $267.38            | Agency Mortgage-Backed Securities   |
| GNMI SF 669010 X         | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3027.20           | Agency Mortgage-Backed Securities   |
| GNII SF BX4944 C         | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $82797.94          | Agency Mortgage-Backed Securities   |
| GNII SF DL2625 C         | 2052-09-20      | 6.5000%  | 0.0000% | $1144432.00        | $1196410.86        | Agency Mortgage-Backed Securities   |
| GNMI SP 781215 X         | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $259.77            | Agency Mortgage-Backed Securities   |
| GNMI SF 486516 X         | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $494.12            | Agency Mortgage-Backed Securities   |
| GNMI SF 738712 X         | 2026-09-15      | 3.0000%  | 0.0000% | $2000000.00        | $3280.52           | Agency Mortgage-Backed Securities   |
| GNII SF MA8487 M         | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $4912.50           | Agency Mortgage-Backed Securities   |
| GNII SF CU3559 C         | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $1780025.20        | Agency Mortgage-Backed Securities   |
| GNPL PN DN1560           | 2060-11-15      | 5.4000%  | 0.0000% | $231340.00         | $236998.15         | Agency Mortgage-Backed Securities   |
| GNMI SF 797250 X         | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $94.25             | Agency Mortgage-Backed Securities   |
| GNMI SF 636501 X         | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $65.23             | Agency Mortgage-Backed Securities   |
| GNMI SF 774290 X         | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2367.52           | Agency Mortgage-Backed Securities   |
| GNMI SF 772109 X         | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $2752.21           | Agency Mortgage-Backed Securities   |
| GNII SF MA0021 M         | 2042-04-20      | 3.0000%  | 0.0000% | $64000.00          | $4919.89           | Agency Mortgage-Backed Securities   |
| GNMI SF 662537 X         | 2037-08-15      | 6.5000%  | 0.0000% | $253128.00         | $1465.08           | Agency Mortgage-Backed Securities   |
| GNMI SF AB2392 X         | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2449.07           | Agency Mortgage-Backed Securities   |
| GNII SF MA0375 M         | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $3777.76           | Agency Mortgage-Backed Securities   |
| GNII SF MA6824 M         | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4679.03           | Agency Mortgage-Backed Securities   |
| GNII SF MA6152 M         | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $3942.89           | Agency Mortgage-Backed Securities   |
| GNII SF MA2072 M         | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3536.27           | Agency Mortgage-Backed Securities   |
| GNII SF BM5450 C         | 2049-07-20      | 4.5000%  | 0.0000% | $2059720.00        | $520020.21         | Agency Mortgage-Backed Securities   |
| GNII SF MA8799 M         | 2053-04-20      | 4.5000%  | 0.0000% | $6000.00           | $4601.89           | Agency Mortgage-Backed Securities   |
| GNII SF DL3097 C         | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $819362.24         | Agency Mortgage-Backed Securities   |
| GNAR AR 080023 M         | 2026-12-20      | 5.1250%  | 0.0000% | $19035907.00       | $1549.28           | Agency Mortgage-Backed Securities   |
| GNAR AR 080095 M         | 2027-07-20      | 5.3750%  | 0.0000% | $25010315.00       | $4250.62           | Agency Mortgage-Backed Securities   |
| GNAR AR 080136 M         | 2027-11-20      | 5.1250%  | 0.0000% | $24851436.00       | $4928.84           | Agency Mortgage-Backed Securities   |
| GNMI SF 554033 X         | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $914.10            | Agency Mortgage-Backed Securities   |
| GNMI SF 557521 X         | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $92.84             | Agency Mortgage-Backed Securities   |
| GNMI SF 689414 X         | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $741.11            | Agency Mortgage-Backed Securities   |
| GNMI SF 697944 X         | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3275.47           | Agency Mortgage-Backed Securities   |
| GNII JM MA5978 M         | 2049-06-20      | 4.5000%  | 0.0000% | $1948076.00        | $129858.13         | Agency Mortgage-Backed Securities   |
| GNMI SF 693631 X         | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3549.41           | Agency Mortgage-Backed Securities   |
| GNMI SP 782085 X         | 2033-11-15      | 7.0000%  | 0.0000% | $62005.00          | $777.75            | Agency Mortgage-Backed Securities   |
| GNMI SF 604290 X         | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1580.43           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6307 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1827.41           | Agency Mortgage-Backed Securities   |
| GNII ET DR3634 C         | 2066-02-20      | 6.0000%  | 0.0000% | $10028591.00       | $10304636.58       | Agency Mortgage-Backed Securities   |
| GNMI SF 603333 X         | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1072.69           | Agency Mortgage-Backed Securities   |
| GNII SF AA1000 C         | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $868.32            | Agency Mortgage-Backed Securities   |
| GNAR FB MA1113 M         | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $998.01            | Agency Mortgage-Backed Securities   |
| GNII SF MA2936 M         | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $4698.03           | Agency Mortgage-Backed Securities   |
| GNII JM MA1828 M         | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $106.33            | Agency Mortgage-Backed Securities   |
| GNAR AT MA3334 M         | 2045-12-20      | 5.1250%  | 0.0000% | $58000.00          | $1141.85           | Agency Mortgage-Backed Securities   |
| GNII SF MA1762 M         | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1713.64           | Agency Mortgage-Backed Securities   |
| GNMI SF AB9205 X         | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $959.75            | Agency Mortgage-Backed Securities   |
| GNMI SP 782958 X         | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3048.68           | Agency Mortgage-Backed Securities   |
| GNMI SP 781811 X         | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $2895.42           | Agency Mortgage-Backed Securities   |
| GNMI SF 646746 X         | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $712.62            | Agency Mortgage-Backed Securities   |
| GNMI SF 655338 X         | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1799.49           | Agency Mortgage-Backed Securities   |
| GNII SF BX4963 C         | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4744.82           | Agency Mortgage-Backed Securities   |
| GNII SF DO9878 C         | 2056-01-20      | 5.5000%  | 0.0000% | $9373232.00        | $9507409.54        | Agency Mortgage-Backed Securities   |
| GNII SF MA9427 M         | 2053-12-20      | 7.5000%  | 0.0000% | $795432.00         | $160278.90         | Agency Mortgage-Backed Securities   |
| GNII SF MA6320 M         | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $3769.79           | Agency Mortgage-Backed Securities   |
| GNII SF MA2893 M         | 2045-05-20      | 4.0000%  | 0.0000% | $122406.00         | $10536.91          | Agency Mortgage-Backed Securities   |
| GNII SF MA0602 M         | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $2993.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 755948 X         | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3333.56           | Agency Mortgage-Backed Securities   |
| GNII SF DS6410 C         | 2056-05-20      | 5.0000%  | 0.0000% | $2818008.00        | $2811281.10        | Agency Mortgage-Backed Securities   |
| GNMI SF 578273 X         | 2032-06-15      | 6.5000%  | 0.0000% | $7869857.00        | $15216.70          | Agency Mortgage-Backed Securities   |
| GNII SF 003172 M         | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $388.50            | Agency Mortgage-Backed Securities   |
| GNII SF 002671 M         | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $28.02             | Agency Mortgage-Backed Securities   |
| GNII SF 003652 M         | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $682.84            | Agency Mortgage-Backed Securities   |
| GNII SF 004060 M         | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1243.73           | Agency Mortgage-Backed Securities   |
| GNMI SF 587282 X         | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2781.97           | Agency Mortgage-Backed Securities   |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2211.21           | Agency Mortgage-Backed Securities   |
| GNII SF 002603 M         | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2139.47           | Agency Mortgage-Backed Securities   |
| GNII SF 002689 M         | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3011.71           | Agency Mortgage-Backed Securities   |
| GNAR AR 008949 M         | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $590.39            | Agency Mortgage-Backed Securities   |
| GNII SF MA2340 M         | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $3951.42           | Agency Mortgage-Backed Securities   |
| GNII SF MA3524 M         | 2046-03-20      | 5.0000%  | 0.0000% | $35000.00          | $2844.72           | Agency Mortgage-Backed Securities   |
| GNII SF DA5839 C         | 2054-02-20      | 8.0000%  | 0.0000% | $954835.00         | $1010089.68        | Agency Mortgage-Backed Securities   |
| GNII SF MA0300 M         | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $305.30            | Agency Mortgage-Backed Securities   |
| GNMI SF 778855 X         | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $756.86            | Agency Mortgage-Backed Securities   |
| GNMI SF 757366 X         | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $3937.37           | Agency Mortgage-Backed Securities   |
| GNMI SF 623958 X         | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1766.99           | Agency Mortgage-Backed Securities   |
| GNMI SF 652203 X         | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1468.50           | Agency Mortgage-Backed Securities   |
| GNMI SF 619189 X         | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $10.61             | Agency Mortgage-Backed Securities   |
| GNMI SF 704865 X         | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $3874.29           | Agency Mortgage-Backed Securities   |
| GNMI SF 651823 X         | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $3482.88           | Agency Mortgage-Backed Securities   |
| GNMI SF AD9472 X         | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $4816.79           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2412 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1692.94           | Agency Mortgage-Backed Securities   |
| GNMI SF AD0815 X         | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1797.88           | Agency Mortgage-Backed Securities   |
| GNII SF AM4929 C         | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $794.49            | Agency Mortgage-Backed Securities   |
| GNII SF 003798 M         | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $928.79            | Agency Mortgage-Backed Securities   |
| GNII SF 004222 M         | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4071.23           | Agency Mortgage-Backed Securities   |
| GNII SF 003610 M         | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $517.91            | Agency Mortgage-Backed Securities   |
| GNII SF 002741 M         | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1443.65           | Agency Mortgage-Backed Securities   |
| GNII SF DJ9837 C         | 2055-07-20      | 6.5000%  | 0.0000% | $2081884.00        | $1728197.60        | Agency Mortgage-Backed Securities   |
| GNMI SF AA6418 X         | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $4870.87           | Agency Mortgage-Backed Securities   |

### Security 297: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9SF0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9SF0
- **C.18 - Value (incl. sponsor support):** $20244335.00
- **C.18.a - Value (excl. sponsor support):** $20244335.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $10863200.00       | $10992677.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $2466600.00        | $2523513.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $7104900.00        | $7139326.72        | U.S. Treasuries (including strips) |

### Security 298: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9SH6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9SH6
- **C.18 - Value (incl. sponsor support):** $963000000.00
- **C.18.a - Value (excl. sponsor support):** $963000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $966751200.00      | $982260035.22      | U.S. Treasuries (including strips) |

### Security 299: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9T36, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1I9T36
- **C.18 - Value (incl. sponsor support):** $729000000.00
- **C.18.a - Value (excl. sponsor support):** $729000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $145.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $26520000.00       | $26630497.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $744200.00         | $744234.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $3764800.00        | $3747824.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $213.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $222000.00         | $223060.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $3480300.00        | $3429218.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $402.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $500.00            | $501.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1000.00           | $997.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $292.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $393800.00         | $293572.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $8467500.00        | $8453851.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $22600.00          | $21817.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $26809100.00       | $27100225.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $5500.00           | $6009.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $4354000.00        | $4331669.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $160000.00         | $157844.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $300.00            | $306.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $74100.00          | $64054.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1340000.00        | $1351471.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1100.00           | $1088.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $8288600.00        | $8095037.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $500.00            | $494.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $7775100.00        | $7811134.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $6980000.00        | $7037211.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $412600.00         | $414576.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $69400.00          | $78553.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $552300.00         | $547908.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $61.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $40000.00          | $37382.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $11824000.00       | $13097758.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $30000000.00       | $30217727.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $20533600.00       | $20769159.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $104542500.00      | $105999295.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $50000.00          | $79677.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $5000000.00        | $5196833.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $1900.00           | $1528.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $2930100.00        | $2919493.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $217923000.00      | $222033918.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $22419700.00       | $22739104.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $4860000.00        | $5334223.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $12000000.00       | $11745444.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $650000.00         | $642228.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $199.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $498.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $35000.00          | $36034.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $87375900.00       | $85889343.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $1472800.00        | $1260505.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $50000100.00       | $49306977.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $500200.00         | $498556.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $700.00            | $786.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $14381700.00       | $14377012.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $37097300.00       | $39717957.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $500.00            | $572.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $9300.00           | $15474.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $17300.00          | $16518.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $909000.00         | $794785.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $957800.00         | $920516.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $400000.00         | $852253.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $3400000.00        | $3329641.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $5000500.00        | $5203376.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $400.00            | $401.87            | U.S. Treasuries (including strips) |

### Security 300: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.620000%
- **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: ARP1I9T77, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I9T77
- **C.18 - Value (incl. sponsor support):** $372000000.00
- **C.18.a - Value (excl. sponsor support):** $372000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DA7708 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $937.85            | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M                                   | 2054-02-20      | 6.5000%  | 0.0000% | $2034.00           | $760.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4774                               | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $613.63            | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $5756464.00        | $4085410.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782                               | 2052-10-01      | 3.5000%  | 0.0000% | $55000.00          | $40570.86          | Agency Mortgage-Backed Securities         |
| GNII SF MB0621 M                                   | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $949.76            | Agency Mortgage-Backed Securities         |
| GNII SP 785360 C                                   | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $553.95            | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB                                   | 2054-04-20      | 4.6551%  | 0.0000% | $1000.00           | $513.76            | Agency Collateralized Mortgage Obligation |
| GNII SF MA3598 M                                   | 2046-04-20      | 4.0000%  | 0.0000% | $49952118.00       | $4253030.82        | Agency Mortgage-Backed Securities         |
| GNRM 2021-107 DB                                   | 2051-04-20      | 1.7500%  | 0.0000% | $1000.00           | $387.62            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FE                                   | 2055-06-20      | 4.7251%  | 0.0000% | $1008.00           | $1003.89           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 4.6251%  | 0.0000% | $1008.00           | $480.09            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $725.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC1509                               | 2046-08-01      | 3.0000%  | 0.0000% | $667000.00         | $150163.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5020                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $742.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7969                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $996.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7948                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $2677616.00        | $2211316.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2975                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $942.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2717                               | 2050-02-01      | 3.0000%  | 0.0000% | $8494440.00        | $7139358.60        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4770                               | 2031-01-01      | 5.1100%  | 0.0000% | $1000.00           | $1018.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4954                               | 2056-05-01      | 5.5000%  | 0.0000% | $2433915.00        | $2462741.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4263                               | 2056-02-01      | 5.0000%  | 0.0000% | $3270989.00        | $3220615.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1813                               | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3395848.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA5396                               | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $797.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                               | 2052-05-01      | 4.0000%  | 0.0000% | $2200.00           | $1541.96           | Agency Mortgage-Backed Securities         |
| GNRM 2024-026 LY                                   | 2054-02-20      | 5.7500%  | 0.0000% | $1024.00           | $803.43            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-063 HF                                   | 2055-04-20      | 4.9451%  | 0.0000% | $1030.00           | $884.26            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-127 FG                                   | 2055-07-20      | 4.9451%  | 0.0000% | $448502.00         | $386927.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF                                   | 2051-11-20      | 2.5000%  | 0.0000% | $1024.00           | $569.77            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $584.10            | Agency Collateralized Mortgage Obligation |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $610475.00         | $587821.12         | Agency Mortgage-Backed Securities         |
| GNRA 2022-103 MF                                   | 2052-06-20      | 4.5000%  | 0.0000% | $17059.00          | $11467.57          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-89 FH                                    | 2049-07-20      | 4.1171%  | 0.0000% | $1024.00           | $154.82            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDE1755                               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $973.87            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3847                               | 2053-05-01      | 7.0000%  | 0.0000% | $1040862.00        | $1100231.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF0037                               | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $998.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $594.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4764                               | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1190464.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF0459                               | 2052-09-01      | 6.0000%  | 0.0000% | $450000.00         | $271350.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0133                               | 2054-07-01      | 6.0000%  | 0.0000% | $2188620.00        | $2215207.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                               | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $659.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2482                               | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $807.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470                               | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $862.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9180                               | 2055-11-01      | 5.0000%  | 0.0000% | $2060.00           | $1994.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2347                               | 2055-09-01      | 6.5000%  | 0.0000% | $5958.00           | $5562.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $1529600.00        | $1301587.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6178                               | 2055-01-01      | 5.5000%  | 0.0000% | $434749.00         | $374199.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG9406                               | 2056-05-01      | 6.5000%  | 0.0000% | $1980.00           | $2092.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6497                               | 2053-06-01      | 4.0000%  | 0.0000% | $1001.00           | $551.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8649                               | 2055-12-01      | 6.0000%  | 0.0000% | $5311488.00        | $5484532.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4267                               | 2053-10-01      | 6.5000%  | 0.0000% | $1122885.00        | $1132291.26        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $1000.00           | $905.18            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDB9599                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $927.67            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-1511      A-3    20340325 3.5 | 2034-03-25      | 3.5420%  | 0.0000% | $1000.00           | $931.13            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDB0517                               | 2054-08-01      | 5.5000%  | 0.0000% | $9841488.00        | $9298531.99        | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M                                   | 2046-01-20      | 4.0000%  | 0.0000% | $1018.00           | $80.88             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1586                               | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $777.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6908                               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $929.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8335                               | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.20           | Agency Mortgage-Backed Securities         |
| GNII SF DA9885 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $2000.00           | $1546.56           | Agency Mortgage-Backed Securities         |
| GNII SF DA5635 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $963.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3410                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $887.29            | Agency Mortgage-Backed Securities         |
| GNII SF CX5121 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $9281321.00        | $8718545.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                               | 2052-06-01      | 2.0000%  | 0.0000% | $1159810.00        | $763143.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261                               | 2036-02-01      | 2.0000%  | 0.0000% | $2209.00           | $941.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1460                               | 2055-11-01      | 6.0000%  | 0.0000% | $3788806.00        | $3441123.64        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5470                               | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $415.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.90            | Agency Mortgage-Backed Securities         |
| GNII SF DA1869 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1569.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0869                               | 2053-05-01      | 6.0000%  | 0.0000% | $56413632.00       | $40705259.32       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4339                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $700.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1859                               | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $982.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2921                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9197                               | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.98           | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M                                   | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $1858.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $1009.00           | $611.66            | Agency Mortgage-Backed Securities         |
| GNRA 2024-132 FD                                   | 2054-08-20      | 4.7251%  | 0.0000% | $1000.00           | $688.03            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC                                   | 2054-08-20      | 4.6851%  | 0.0000% | $727000.00         | $456825.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.6251%  | 0.0000% | $486130.00         | $285616.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 KF                                   | 2053-02-20      | 4.5251%  | 0.0000% | $1024.00           | $670.54            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 FE                                   | 2055-12-20      | 5.1251%  | 0.0000% | $1024.00           | $903.27            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-203 FA                                   | 2055-11-20      | 5.0251%  | 0.0000% | $1000.00           | $980.95            | Agency Collateralized Mortgage Obligation |
| GNRA 2026-032 DF                                   | 2056-02-20      | 4.7251%  | 0.0000% | $1000.00           | $986.53            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-103 FA                                   | 2055-06-20      | 5.4251%  | 0.0000% | $1024.00           | $695.26            | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZM5943                               | 2048-03-01      | 4.0000%  | 0.0000% | $1005.00           | $223.06            | Agency Mortgage-Backed Securities         |
| FMAR 842047 G                                      | 2054-04-01      | 4.8260%  | 0.0000% | $1000.00           | $894.99            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4717                               | 2052-08-01      | 2.0000%  | 0.0000% | $10861680.00       | $7540085.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6468                               | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $995.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1231                               | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $848.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2614                               | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $784.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4960                               | 2052-12-01      | 5.5000%  | 0.0000% | $1007.00           | $533.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-11-25      | 4.9121%  | 0.0000% | $1024.00           | $845.00            | Agency Collateralized Mortgage Obligation |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $13803883.00       | $9347461.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA8878 M                                   | 2053-05-20      | 5.0000%  | 0.0000% | $1008.00           | $765.86            | Agency Mortgage-Backed Securities         |
| GNAR AF MB0695 M                                   | 2055-10-20      | 4.5000%  | 0.0000% | $691516.00         | $674177.53         | Agency Mortgage-Backed Securities         |
| GNMI SP 783236 X                                   | 2033-12-15      | 6.5000%  | 0.0000% | $1030.00           | $22.45             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4242                               | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3162                               | 2051-12-01      | 2.0000%  | 0.0000% | $728188.00         | $452790.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1240                               | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $609.61            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3903                               | 2053-09-01      | 6.5000%  | 0.0000% | $387087.00         | $268359.68         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2052-11-25      | 5.0000%  | 0.0000% | $1008.00           | $688.89            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA2389                               | 2050-04-01      | 4.5000%  | 0.0000% | $1029.00           | $217.56            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4047                               | 2035-06-01      | 4.8900%  | 0.0000% | $1002.00           | $1018.79           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ6206                               | 2031-04-01      | 4.4400%  | 0.0000% | $15000000.00       | $14942258.64       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2938                               | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $817.55            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3658                               | 2035-04-01      | 4.8000%  | 0.0000% | $994654.00         | $1006850.78        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4142                               | 2032-07-01      | 4.4900%  | 0.0000% | $489099.00         | $489415.56         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4445                               | 2030-07-01      | 4.9800%  | 0.0000% | $1000.00           | $1012.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4310                               | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $802.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4798                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $751.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0448                               | 2055-01-01      | 6.5000%  | 0.0000% | $1310559.00        | $860994.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6306                               | 2055-04-01      | 5.5000%  | 0.0000% | $12000.00          | $11441.02          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT6179                               | 2051-07-01      | 2.5000%  | 0.0000% | $5750000.00        | $3313245.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5487                               | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $237.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1915                               | 2052-02-01      | 3.0000%  | 0.0000% | $1023262.00        | $643610.24         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7416                               | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $976.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0932                               | 2036-07-01      | 2.0000%  | 0.0000% | $2000.00           | $961.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0118                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $821.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0693                               | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $514.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3647                               | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $639.15            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBM3972                               | 2038-04-01      | 2.5000%  | 0.0000% | $397551.00         | $75693.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-11-25      | 4.8621%  | 0.0000% | $1957.00           | $1487.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-12-25      | 4.5000%  | 0.0000% | $1008.00           | $834.57            | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLDC1016                               | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $908.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4749                               | 2053-11-01      | 6.5000%  | 0.0000% | $34761475.00       | $20998058.01       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0142                               | 2047-09-01      | 3.5000%  | 0.0000% | $33211784.00       | $6159946.69        | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M                                   | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $722.99            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $363.97            | Agency Mortgage-Backed Securities         |
| GNII SF CR9733 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $59857.00          | $48025.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M                                   | 2051-01-20      | 3.0000%  | 0.0000% | $1000.00           | $346.86            | Agency Mortgage-Backed Securities         |
| GNII SF MA8044 M                                   | 2052-05-20      | 3.5000%  | 0.0000% | $11508601.00       | $7506936.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0408                               | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $587.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1322                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $683.14            | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M                                   | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $577.71            | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M                                   | 2052-07-20      | 4.5000%  | 0.0000% | $1008.00           | $702.65            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9538                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $583.30            | Agency Mortgage-Backed Securities         |
| GNII SF CZ2469 C                                   | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3972                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities         |
| GNII SF DA8141 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $965.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9569                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.19           | Agency Mortgage-Backed Securities         |
| GNII SF DF0795 C                                   | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL890061                               | 2036-06-01      | 5.5000%  | 0.0000% | $1020.00           | $26.08             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0603                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $909.47            | Agency Mortgage-Backed Securities         |
| GNRA 2023-187 FE                                   | 2053-12-20      | 4.8751%  | 0.0000% | $2560.00           | $963.09            | Agency Collateralized Mortgage Obligation |
| GNII SF MA6820 M                                   | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $275.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M                                   | 2052-06-20      | 4.0000%  | 0.0000% | $4032.00           | $2731.15           | Agency Mortgage-Backed Securities         |
| GNII ET DJ7771 C                                   | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $590.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $5491.00           | $4042.41           | Agency Mortgage-Backed Securities         |
| GNII SF MB1143 M                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.07           | Agency Mortgage-Backed Securities         |
| FHLMC STACR REMIC TR 2026-DNA2 M-1    20460326 FLT | 2046-03-26      | 4.8121%  | 0.0000% | $125000.00         | $95496.52          | Agency Collateralized Mortgage Obligation |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $2049.00           | $1416.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8518                               | 2039-12-01      | 5.0000%  | 0.0000% | $1033.00           | $25.99             | Agency Mortgage-Backed Securities         |
| GNII SF MA8430 M                                   | 2052-11-20      | 6.0000%  | 0.0000% | $2011.00           | $934.43            | Agency Mortgage-Backed Securities         |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.8251%  | 0.0000% | $2070.00           | $691.15            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQX8910                               | 2055-02-01      | 5.5000%  | 0.0000% | $4307916.00        | $3960824.87        | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 YF                                   | 2055-08-20      | 4.7251%  | 0.0000% | $1000.00           | $946.02            | Agency Collateralized Mortgage Obligation |
| GNII SF MA8491 M                                   | 2052-12-20      | 5.5000%  | 0.0000% | $4576.00           | $2778.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $18594.00          | $15728.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8086                               | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $991.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $4554352.00        | $2810948.62        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011                               | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2093369.56        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4340                               | 2047-09-01      | 3.5000%  | 0.0000% | $1527968.00        | $565919.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5219                               | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $737.25            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2433                               | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $314.83            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $41308.00          | $25495.32          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2027-11-25      | 2.7763%  | 0.0000% | $1345.00           | $888.06            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD6258                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.41           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4575                               | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $460.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1527                               | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $171.32            | Agency Mortgage-Backed Securities         |
| GNII ET DM7655 C                                   | 2065-10-20      | 6.5000%  | 0.0000% | $1001.00           | $577.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6348                               | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $732.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8535                               | 2054-06-01      | 6.0000%  | 0.0000% | $1118.00           | $829.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5042                               | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1902.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3065                               | 2055-10-01      | 5.5000%  | 0.0000% | $2112.00           | $1998.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB5149                               | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $2990253.00        | $2621943.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6358                               | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $713.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M                                   | 2048-03-20      | 3.5000%  | 0.0000% | $1791.00           | $198.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5908                               | 2053-09-01      | 6.0000%  | 0.0000% | $8989000.00        | $6557085.84        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2074                               | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $636.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5841                               | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0794                               | 2056-02-01      | 5.0000%  | 0.0000% | $2532624.00        | $2508927.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6663                               | 2056-04-01      | 5.5000%  | 0.0000% | $7000.00           | $7098.31           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6578                               | 2033-03-01      | 4.1400%  | 0.0000% | $817985.00         | $798847.42         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $1469790.00        | $1341964.45        | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 AF                                   | 2054-10-20      | 4.6751%  | 0.0000% | $1000.00           | $630.11            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 4.5351%  | 0.0000% | $1000.00           | $626.50            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 FG                                   | 2055-05-20      | 5.3751%  | 0.0000% | $1024.00           | $660.96            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 4.9251%  | 0.0000% | $1000.00           | $587.59            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2032-05-15      | 2.8750%  | 0.0000% | $12989900.00       | $12074784.28       | U.S. Treasuries (including strips)        |
| GNII SF MB0424 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $852.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $4263144.00        | $2599547.69        | Agency Mortgage-Backed Securities         |
| GNRA 2025-116 FB                                   | 2055-07-20      | 4.7751%  | 0.0000% | $2100.00           | $1394.68           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $707.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $7931.00           | $5417.17           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650                               | 2050-05-01      | 3.0000%  | 0.0000% | $1678070.00        | $656056.97         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0193                               | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $273.17            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $49919887.00       | $2770776.72        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $5864216.00        | $1983483.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2676                               | 2055-05-01      | 6.5000%  | 0.0000% | $1161158.00        | $1217676.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $1786280.00        | $1462005.57        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS8163                               | 2028-05-01      | 5.1600%  | 0.0000% | $5251300.00        | $5258895.13        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBL5691                               | 2027-03-01      | 1.7700%  | 0.0000% | $1000.00           | $982.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7633                               | 2055-04-01      | 6.5000%  | 0.0000% | $1002586.00        | $1039957.87        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3450                               | 2032-07-01      | 4.4100%  | 0.0000% | $10519.00          | $10507.57          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2190                               | 2055-07-01      | 6.0000%  | 0.0000% | $1216.00           | $990.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1055                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $921.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAE0746                               | 2036-08-01      | 6.5000%  | 0.0000% | $2001.00           | $58.74             | Agency Mortgage-Backed Securities         |
| GNII SF MA9603 M                                   | 2054-04-20      | 4.5000%  | 0.0000% | $2008.00           | $1797.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2239                               | 2056-03-01      | 5.5000%  | 0.0000% | $40937910.00       | $40776306.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0286                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $798.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M                                   | 2045-10-20      | 4.0000%  | 0.0000% | $1002.00           | $71.26             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0502                               | 2056-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1863.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0437                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5396                               | 2056-05-01      | 5.5000%  | 0.0000% | $1942272.00        | $1975614.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M                                   | 2048-12-20      | 4.0000%  | 0.0000% | $3643.00           | $315.11            | Agency Mortgage-Backed Securities         |
| GNII SF CS0890 C                                   | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2184                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $861.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5385                               | 2054-05-01      | 5.0000%  | 0.0000% | $436928.00         | $434463.33         | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FB                                   | 2054-10-20      | 4.6251%  | 0.0000% | $1840.00           | $1385.78           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.6251%  | 0.0000% | $759011.00         | $500869.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-117 FE                                   | 2054-07-20      | 4.9251%  | 0.0000% | $1024.00           | $463.01            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-013 FD                                   | 2054-01-20      | 4.6851%  | 0.0000% | $1000.00           | $332.86            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 4.7751%  | 0.0000% | $192001.00         | $120235.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FG                                   | 2055-07-20      | 4.9751%  | 0.0000% | $1008.00           | $1004.33           | Agency Collateralized Mortgage Obligation |
| GNII SF CB8590 C                                   | 2051-03-20      | 2.5000%  | 0.0000% | $3038.00           | $1806.63           | Agency Mortgage-Backed Securities         |
| GNII SF BZ7364 C                                   | 2050-11-20      | 4.0000%  | 0.0000% | $360499.00         | $186807.33         | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 FB                                   | 2055-03-20      | 4.6751%  | 0.0000% | $342145.00         | $234824.28         | Agency Collateralized Mortgage Obligation |
| GNII SF DR1663 C                                   | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1067.27           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $1001.00           | $55.89             | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | 0.0000% | $2045.00           | $176.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M                                   | 2050-06-20      | 3.0000%  | 0.0000% | $2027.00           | $478.80            | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M                                   | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $970.82            | Agency Mortgage-Backed Securities         |
| GNII SF CU7817 C                                   | 2053-11-20      | 8.0000%  | 0.0000% | $1008.00           | $856.88            | Agency Mortgage-Backed Securities         |
| GNII SF MB0872 M                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ6047                               | 2036-02-01      | 4.2400%  | 0.0000% | $40800.00          | $39579.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1704                               | 2048-05-01      | 4.5000%  | 0.0000% | $6740730.00        | $1282500.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA4068 M                                   | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $125.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4853                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $967.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3585                               | 2055-11-01      | 6.0000%  | 0.0000% | $7851342.00        | $7991535.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7419                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0447                               | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $787.12            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC8876                               | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $762.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2434                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.61            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4155                               | 2030-06-01      | 5.1900%  | 0.0000% | $1000.00           | $1019.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCA2822                               | 2048-12-01      | 5.5000%  | 0.0000% | $21666936.00       | $3778241.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1182                               | 2048-02-01      | 3.5000%  | 0.0000% | $42721970.00       | $9322007.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6247                               | 2055-10-01      | 5.5000%  | 0.0000% | $1505856.00        | $1469865.15        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3846                               | 2053-05-01      | 7.0000%  | 0.0000% | $1247475.00        | $1155651.91        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559                               | 2052-06-01      | 4.0000%  | 0.0000% | $1524.00           | $1008.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7521                               | 2052-08-01      | 5.0000%  | 0.0000% | $4214272.00        | $2791492.26        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $1003.00           | $552.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2359                               | 2053-02-01      | 5.5000%  | 0.0000% | $3024.00           | $2081.00           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3139                               | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $718.34            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $539.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $687.25            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182                               | 2051-12-01      | 2.0000%  | 0.0000% | $97000.00          | $59415.89          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234                               | 2052-08-01      | 2.5000%  | 0.0000% | $1031588.00        | $705778.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $6062591.00        | $1942454.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7956                               | 2053-02-01      | 6.0000%  | 0.0000% | $1114524.00        | $984402.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5064                               | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $119033.48         | Agency Mortgage-Backed Securities         |
| GNII ET DS4068 C                                   | 2066-05-20      | 6.0000%  | 0.0000% | $1024.00           | $1053.41           | Agency Mortgage-Backed Securities         |
| GNII SF DA6289 C                                   | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA5191 M                                   | 2048-05-20      | 3.5000%  | 0.0000% | $2288.00           | $256.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA9965 M                                   | 2054-10-20      | 5.5000%  | 0.0000% | $1001.00           | $734.76            | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 4.7251%  | 0.0000% | $1024.00           | $567.30            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $45378400.00       | $33378714.58       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA0639                               | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $226276.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9847                               | 2053-04-01      | 5.0000%  | 0.0000% | $2086255.00        | $1815281.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7216                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $818.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQJ9007                               | 2054-11-01      | 4.0000%  | 0.0000% | $3022.00           | $2663.59           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-10-15      | 3.5000%  | 0.0000% | $1000.00           | $318.14            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQG2510                               | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $862477.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8100                               | 2050-10-01      | 3.0000%  | 0.0000% | $1008.00           | $307.39            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C69107 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $18045743.00       | $220453.39         | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2680%  | 0.0000% | $178544.00         | $152971.85         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q40718 G                               | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $111.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452                               | 2054-08-01      | 5.0000%  | 0.0000% | $2327000.00        | $1979381.52        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6634                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $925.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9751                               | 2055-10-01      | 5.5000%  | 0.0000% | $1022.00           | $967.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9064                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE1348                               | 2055-06-01      | 5.0000%  | 0.0000% | $2035097.00        | $1993943.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2479                               | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $202.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693                               | 2055-07-01      | 6.0000%  | 0.0000% | $66625.00          | $57308.33          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2383                               | 2055-10-01      | 5.0000%  | 0.0000% | $3098040.00        | $3048440.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4644                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $667.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $316262.00         | $199906.14         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9225                               | 2051-02-01      | 2.0000%  | 0.0000% | $406964.00         | $217824.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1608                               | 2055-11-01      | 5.5000%  | 0.0000% | $2010.00           | $2031.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $1008.00           | $449.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M                                   | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $694.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M                                   | 2052-08-20      | 5.0000%  | 0.0000% | $1046504.00        | $723412.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $1023.00           | $82.53             | Agency Mortgage-Backed Securities         |
| GNII ET DJ5913 C                                   | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $631.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $785.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5919                               | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $998.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1809                               | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $484.10            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0109                               | 2056-04-01      | 4.5000%  | 0.0000% | $1008.00           | $965.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2364                               | 2051-12-01      | 2.0000%  | 0.0000% | $2641280.00        | $1697307.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0626                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2767                               | 2055-09-01      | 6.0000%  | 0.0000% | $9319814.00        | $9096479.76        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1106                               | 2032-07-01      | 3.0000%  | 0.0000% | $3500000.00        | $230207.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8646                               | 2056-01-01      | 6.0000%  | 0.0000% | $19572524.00       | $19742438.43       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $739.40            | Agency Mortgage-Backed Securities         |

### Security 301: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9T93, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1I9T93
- **C.18 - Value (incl. sponsor support):** $646000000.00
- **C.18.a - Value (excl. sponsor support):** $646000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $1208000.00        | $1106746.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $125000000.00      | $127327983.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $161570800.00      | $150402178.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $300.00            | $305.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $25200.00          | $26967.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $8858800.00        | $8819019.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $2827300.00        | $2798559.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $49999900.00       | $47404576.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100000000.00      | $96621962.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $4881500.00        | $4933848.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $4650000.00        | $4738967.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $3812600.00        | $5035391.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $190.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $113.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $23985000.00       | $24344684.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51239435.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $12700500.00       | $12613245.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $800000.00         | $807162.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $50000000.00       | $50503515.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $400.00            | $345.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $5999900.00        | $7122971.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $13283400.00       | $13236843.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $66006700.00       | $45887128.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $3793600.00        | $3947510.99        | U.S. Treasuries (including strips) |

### Security 302: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.630000%
- **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: ARP1I9TA0, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1I9TA0
- **C.18 - Value (incl. sponsor support):** $186000000.00
- **C.18.a - Value (excl. sponsor support):** $186000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $550000.00         | $352687.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0127 | 2056-05-01      | 5.0000%  | 0.0000% | $52064576.00       | $51385023.37       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3912.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4142 | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $53297.55          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8278 | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $16666.11          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $140000.00         | $102434.16         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAM8986 | 2027-05-01      | 2.8300%  | 0.0000% | $2000000.00        | $1518975.98        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6892 | 2027-05-01      | 4.0000%  | 0.0000% | $5000.00           | $1.64              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9132 | 2029-01-01      | 5.5000%  | 0.0000% | $322910.00         | $632.67            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2471 | 2037-09-01      | 3.0000%  | 0.0000% | $75000.00          | $9563.73           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2319 | 2053-02-01      | 4.5000%  | 0.0000% | $47000.00          | $32644.42          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $578.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2200 | 2053-01-01      | 6.0000%  | 0.0000% | $10000.00          | $7031.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  | 0.0000% | $97000.00          | $501.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  | 0.0000% | $46000.00          | $7786.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5211 | 2054-04-01      | 6.0000%  | 0.0000% | $15000.00          | $11106.32          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $3997630.00        | $462248.15         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $104424.00         | $98888.67          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL2682 | 2052-04-01      | 2.5000%  | 0.0000% | $2733352.00        | $2184659.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8917 | 2055-11-01      | 6.0000%  | 0.0000% | $24434144.00       | $23077167.86       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL3957 | 2052-08-01      | 2.0000%  | 0.0000% | $8289056.00        | $6574293.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1358 | 2054-04-01      | 6.5000%  | 0.0000% | $600000.00         | $401802.31         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $4184000.00        | $3567137.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0112 | 2054-11-01      | 6.0000%  | 0.0000% | $103512.00         | $100400.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $35000.00          | $32908.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA5908 | 2056-02-01      | 4.5000%  | 0.0000% | $5127152.00        | $4758198.30        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0380 | 2034-02-01      | 3.5000%  | 0.0000% | $250000.00         | $55574.53          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0058 | 2047-04-01      | 3.0000%  | 0.0000% | $459000.00         | $119207.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $16462.05          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3933 | 2047-08-01      | 3.5000%  | 0.0000% | $675000.00         | $150077.23         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1284 | 2046-06-01      | 4.5000%  | 0.0000% | $4788.00           | $485.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL1691 | 2041-07-01      | 5.0000%  | 0.0000% | $384296.00         | $16026.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678 | 2035-12-01      | 5.0000%  | 0.0000% | $606000.00         | $19814.28          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZS7734 | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $88342.00          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6335 | 2026-09-01      | 4.0000%  | 0.0000% | $327680.00         | $69.08             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  | 0.0000% | $275000.00         | $23493.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $2611.00           | $344.42            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2285 | 2033-01-01      | 3.0000%  | 0.0000% | $128000.00         | $11132.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL5072 | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $16483.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2369 | 2035-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3427.74           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1713 | 2040-12-01      | 5.0000%  | 0.0000% | $16000.00          | $14212.81          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6739 | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $79311.16          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $30000.00          | $21613.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2540 | 2039-01-01      | 5.5000%  | 0.0000% | $7941824.00        | $57611.75          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1562 | 2037-08-01      | 5.5000%  | 0.0000% | $192280.00         | $3548.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3000 | 2040-03-01      | 5.5000%  | 0.0000% | $35188.00          | $434.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7891 | 2032-10-01      | 3.0000%  | 0.0000% | $305000.00         | $49001.13          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3913 | 2041-10-01      | 5.0000%  | 0.0000% | $205038.00         | $19534.93          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2320 | 2038-09-01      | 5.5000%  | 0.0000% | $39999.00          | $246.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  | 0.0000% | $255000.00         | $3189.81           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8338 | 2039-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2828.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2397 | 2035-11-01      | 3.5000%  | 0.0000% | $74000.00          | $8179.01           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8546 | 2029-12-01      | 2.5000%  | 0.0000% | $10000.00          | $493.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  | 0.0000% | $92000.00          | $16213.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $129052.00         | $13070.33          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  | 0.0000% | $18000.00          | $2202.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $303000.00         | $155571.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  | 0.0000% | $21000.00          | $11211.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | 0.0000% | $22000.00          | $14309.99          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2115 | 2055-05-01      | 6.0000%  | 0.0000% | $64341.00          | $58901.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ6815 | 2055-10-01      | 4.5000%  | 0.0000% | $1475954.00        | $1408132.56        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4691 | 2055-12-01      | 5.5000%  | 0.0000% | $1156297.00        | $1166007.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8333 | 2053-06-01      | 6.5000%  | 0.0000% | $50000.00          | $25904.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1121 | 2036-07-01      | 5.5000%  | 0.0000% | $529000.00         | $2435.62           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $18000.00          | $2353.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9618 | 2046-03-01      | 3.5000%  | 0.0000% | $17000.00          | $3035.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $7580384.00        | $5397317.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3897 | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $628356.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3356 | 2053-07-01      | 6.0000%  | 0.0000% | $57576.00          | $36672.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $75000.00          | $64346.13          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-12-25      | 4.6621%  | 0.0000% | $3500000.00        | $2918035.59        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRA8418 | 2053-01-01      | 6.0000%  | 0.0000% | $410000.00         | $276762.86         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $476000.00         | $44668.23          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8021 | 2049-09-01      | 2.5000%  | 0.0000% | $4900000.00        | $868797.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7241 | 2054-12-01      | 5.5000%  | 0.0000% | $1100000.00        | $871444.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6419 | 2054-09-01      | 6.0000%  | 0.0000% | $300012.00         | $253882.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3814 | 2053-08-01      | 5.0000%  | 0.0000% | $100000.00         | $79454.13          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2267 | 2034-12-01      | 5.5000%  | 0.0000% | $3112000.00        | $36110.37          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $400000.00         | $256079.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6058 | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $378354.58         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD1378 | 2051-11-01      | 2.5000%  | 0.0000% | $318653.00         | $168971.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $4772.92           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD3226 | 2051-12-01      | 2.5000%  | 0.0000% | $8242000.00        | $5448027.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0095 | 2056-02-01      | 5.5000%  | 0.0000% | $865000.00         | $834523.07         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL3853 | 2051-12-01      | 2.5000%  | 0.0000% | $7206088.00        | $6006851.24        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD6061 | 2052-01-01      | 2.0000%  | 0.0000% | $33258000.00       | $19883911.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7730 | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4178.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $72000.00          | $18621.17          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB0805 | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $32976.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $600000.00         | $358052.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  | 0.0000% | $100000.00         | $17827.23          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $83269.00          | $56688.47          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $204768.00         | $109749.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $75000.00          | $58200.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  | 0.0000% | $874998.00         | $1813.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $153000.00         | $42690.92          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4522 | 2054-09-01      | 6.0000%  | 0.0000% | $228804.00         | $175642.16         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $247000.00         | $54111.55          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8292 | 2039-04-01      | 4.5000%  | 0.0000% | $733000.00         | $467069.30         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7541 | 2031-10-01      | 2.5000%  | 0.0000% | $1345000.00        | $151082.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7568 | 2029-01-01      | 4.0000%  | 0.0000% | $5000.00           | $2.23              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  | 0.0000% | $18000.00          | $9207.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8056 | 2033-07-01      | 4.0000%  | 0.0000% | $28000.00          | $4052.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5214 | 2054-04-01      | 5.0000%  | 0.0000% | $34000.00          | $29554.52          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7823 | 2030-11-01      | 2.5000%  | 0.0000% | $363436.00         | $45824.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7591 | 2028-11-01      | 2.5000%  | 0.0000% | $4500.00           | $176.04            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL6330 | 2043-07-01      | 3.0000%  | 0.0000% | $368950.00         | $61376.70          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2439 | 2036-11-01      | 3.5000%  | 0.0000% | $125000.00         | $21934.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3630 | 2053-08-01      | 5.5000%  | 0.0000% | $439992.00         | $348301.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  | 0.0000% | $1168000.00        | $641634.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $195322.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $221999.00         | $161315.80         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $4786232.00        | $2724559.15        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA1329 | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $11970.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8288 | 2039-03-01      | 5.5000%  | 0.0000% | $12000.00          | $6474.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0934 | 2035-09-01      | 3.5000%  | 0.0000% | $73922.00          | $38444.70          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3145.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTSC0392 | 2038-06-01      | 4.0000%  | 0.0000% | $4400000.00        | $2546331.86        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK3339 | 2026-06-25      | 4.0000%  | 0.0000% | $65532.00          | $14.01             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL1743 | 2041-07-01      | 5.0000%  | 0.0000% | $154607.00         | $3205.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2458 | 2037-05-01      | 3.5000%  | 0.0000% | $26000.00          | $3068.68           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ0206 | 2053-11-01      | 7.0000%  | 0.0000% | $18127000.00       | $9687274.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4375 | 2055-06-01      | 5.5000%  | 0.0000% | $612730.00         | $592782.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | 0.0000% | $12000.00          | $8140.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1812 | 2055-08-01      | 5.5000%  | 0.0000% | $265000.00         | $246848.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4642 | 2055-08-01      | 6.0000%  | 0.0000% | $1450000.00        | $1413761.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3829 | 2056-01-01      | 5.5000%  | 0.0000% | $564273.00         | $543064.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3834 | 2054-10-01      | 6.0000%  | 0.0000% | $2856324.00        | $2639481.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3836 | 2053-08-01      | 5.0000%  | 0.0000% | $2606568.00        | $2485991.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  | 0.0000% | $786020.00         | $110393.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0840 | 2031-12-01      | 6.5000%  | 0.0000% | $2200000.00        | $13725.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2243 | 2038-07-01      | 5.5000%  | 0.0000% | $1214852.00        | $6959.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1669.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729406 | 2033-08-01      | 5.5000%  | 0.0000% | $55413.00          | $86.76             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1193 | 2053-04-01      | 5.5000%  | 0.0000% | $231221.00         | $205623.46         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD8213 | 2052-03-01      | 3.0000%  | 0.0000% | $7072900.00        | $3862348.59        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $218000.00         | $178505.87         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $50000.00          | $37284.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  | 0.0000% | $100000.00         | $80691.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $11000.00          | $8323.73           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | 0.0000% | $3477956.00        | $2379502.20        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9301 | 2037-10-01      | 4.0000%  | 0.0000% | $160000.00         | $26301.12          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5808 | 2052-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4000.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | 0.0000% | $215000.00         | $140298.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $6619000.00        | $3646611.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL3453 | 2042-08-01      | 4.0000%  | 0.0000% | $1391616.00        | $46232.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3835 | 2053-02-01      | 6.0000%  | 0.0000% | $19000.00          | $14173.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $14747520.00       | $10707937.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNQS0276 | 2033-02-01      | 6.0000%  | 0.0000% | $1992762.00        | $853322.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2622 | 2050-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $498527.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $30000.00          | $21726.46          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2770 | 2055-05-01      | 6.5000%  | 0.0000% | $15000.00          | $13834.94          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1306 | 2048-07-01      | 4.5000%  | 0.0000% | $470000.00         | $67287.44          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  | 0.0000% | $40000.00          | $23624.44          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $830000.00         | $6632.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4101 | 2041-11-01      | 5.0000%  | 0.0000% | $2300000.00        | $201002.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM5332 | 2048-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $162899.77         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $77000.00          | $12373.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  | 0.0000% | $27000.00          | $19986.23          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1129 | 2051-08-01      | 4.0000%  | 0.0000% | $573305.00         | $347050.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG3342 | 2053-05-01      | 5.5000%  | 0.0000% | $50390.00          | $42285.40          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $69084.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2901 | 2040-02-01      | 5.5000%  | 0.0000% | $145438.00         | $1439.94           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $147623.00         | $90380.76          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3901 | 2032-01-01      | 2.5000%  | 0.0000% | $1727234.00        | $249009.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $14000.00          | $11185.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8512 | 2029-01-01      | 2.5000%  | 0.0000% | $41952.00          | $1707.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9065 | 2033-06-01      | 4.0000%  | 0.0000% | $3102092.00        | $204708.04         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0531 | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $112173.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  | 0.0000% | $2699999.00        | $74095.00          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $191000.00         | $10233.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1486 | 2037-06-01      | 5.5000%  | 0.0000% | $70201.00          | $714.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3162 | 2039-11-01      | 6.0000%  | 0.0000% | $90434.00          | $1485.45           | Agency Mortgage-Backed Securities         |

### Security 303: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 3.630000%
- **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: ARP1I9TB8, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1I9TB8
- **C.18 - Value (incl. sponsor support):** $359000000.00
- **C.18.a - Value (excl. sponsor support):** $359000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3736400.00        | $2764980.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $2700.00           | $2020.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB5701   | 2053-02-01      | 6.0000%  | 0.0000% | $4850662.00        | $3400116.20        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBL3481   | 2026-08-01      | 2.6100%  | 0.0000% | $5752000.00        | $5327864.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4348   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $997.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $93225200.00       | $61761109.59       | Agency Mortgage-Backed Securities  |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $994.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033   | 2054-05-01      | 6.0000%  | 0.0000% | $4590860.00        | $3691880.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4660   | 2056-02-01      | 3.0000%  | 0.0000% | $381958.00         | $329757.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834   | 2048-01-01      | 4.0000%  | 0.0000% | $1022.00           | $256.70            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $172.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $999700.00         | $991117.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $4454100.00        | $4228687.82        | U.S. Treasuries (including strips) |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $82851840.00       | $74485877.30       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $600.00            | $577.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $38386400.00       | $38560431.63       | U.S. Treasuries (including strips) |
| FEPC 05.000 CLRA8083   | 2052-10-01      | 5.0000%  | 0.0000% | $642714.00         | $470768.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330   | 2052-11-01      | 5.0000%  | 0.0000% | $11662752.00       | $8790248.89        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $38255200.00       | $37901218.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $5275200.00        | $5221311.14        | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $9297568.00        | $7005857.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585   | 2055-06-01      | 6.0000%  | 0.0000% | $20566944.00       | $17184081.70       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $21400.00          | $12482.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1012.48           | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFS9690   | 2054-11-01      | 5.0000%  | 0.0000% | $1388056.00        | $1185622.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $70000000.00       | $34725139.98       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $6400.00           | $6021.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $191.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $139.04            | U.S. Treasuries (including strips) |
| GNMI SP 786677 X       | 2053-04-15      | 6.0000%  | 0.0000% | $58269.00          | $51358.14          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $88.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1329200.00        | $1194055.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $800.00            | $729.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $15684700.00       | $16073503.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $4609300.00        | $4630804.77        | U.S. Treasuries (including strips) |
| FNMS 06.000 CLFA0909   | 2054-09-01      | 6.0000%  | 0.0000% | $1030.00           | $879.19            | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $25047360.00       | $22921034.23       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $13027600.00       | $12893344.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $622300.00         | $475795.49         | U.S. Treasuries (including strips) |
| GNII SF MA9486 M       | 2054-01-20      | 4.5000%  | 0.0000% | $1099650.00        | $953126.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480   | 2055-08-01      | 6.0000%  | 0.0000% | $1619328.00        | $1297573.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1060   | 2055-04-01      | 5.5000%  | 0.0000% | $1088.00           | $929.65            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |

### Security 304: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.630000%
- **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: ARP1I9TE2, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1I9TE2
- **C.18 - Value (incl. sponsor support):** $186332000.00
- **C.18.a - Value (excl. sponsor support):** $186332000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SP 787604 C     | 2054-10-20      | 5.0000%  | 0.0000% | $67775601.00       | $61603748.12       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $163124517.00      | $96039290.38       | Agency Mortgage-Backed Securities |
| GNII SP 787605 C     | 2054-10-20      | 5.0000%  | 0.0000% | $37566019.00       | $34278921.83       | Agency Mortgage-Backed Securities |

### Security 305: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.620000%
- **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: ARP1I9TQ5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I9TQ5
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2026-067 KF     | 2056-04-20      | 4.3251%  | 0.0000% | $104162944.00      | $103948126.39      | Agency Collateralized Mortgage Obligation |
| GNPL PN DM8131       | 2061-03-15      | 5.5000%  | 0.0000% | $1570850.00        | $1606963.84        | Agency Mortgage-Backed Securities         |
| GNHA AL CW9906 H     | 2073-11-20      | 6.1940%  | 0.0000% | $3737456.00        | $3398064.78        | Agency Mortgage-Backed Securities         |
| GNRA 2026-083 FG     | 2056-05-20      | 4.2929%  | 0.0000% | $720100.00         | $719357.01         | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIAS8605 | 2032-01-01      | 3.0000%  | 0.0000% | $1450000.00        | $179734.57         | Agency Mortgage-Backed Securities         |
| GNRA 2023-182 FM     | 2053-12-20      | 4.9251%  | 0.0000% | $50000000.00       | $26265554.52       | Agency Collateralized Mortgage Obligation |
| GNII SF DP9618 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1329684.00        | $1334608.05        | Agency Mortgage-Backed Securities         |
| GNII SF DH5738 C     | 2055-03-20      | 6.5000%  | 0.0000% | $623764.00         | $431574.83         | Agency Mortgage-Backed Securities         |
| GNHA RM DR0444 H     | 2076-03-20      | 5.3020%  | 0.0000% | $1160056.00        | $1252635.67        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4844 | 2030-10-01      | 3.9800%  | 0.0000% | $96418000.00       | $94990103.03       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAO2903 | 2042-05-01      | 4.5000%  | 0.0000% | $174828.00         | $6450.60           | Agency Mortgage-Backed Securities         |
| GNPL PN DO5669       | 2061-01-15      | 5.6500%  | 0.0000% | $731950.00         | $758659.54         | Agency Mortgage-Backed Securities         |
| GNMI SF 790802 X     | 2042-09-15      | 3.5000%  | 0.0000% | $1000342.00        | $471017.06         | Agency Mortgage-Backed Securities         |
| GNII SF DQ0519 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1794588.00        | $1859160.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2488 | 2056-05-01      | 5.0000%  | 0.0000% | $4056584.00        | $4023506.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8043 | 2056-02-01      | 5.5000%  | 0.0000% | $1117372.00        | $1130797.31        | Agency Mortgage-Backed Securities         |
| GNRA 2024-026 FC     | 2054-02-20      | 4.8251%  | 0.0000% | $47500000.00       | $17026103.72       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDG2872 | 2056-02-01      | 5.5000%  | 0.0000% | $11229424.00       | $11346279.97       | Agency Mortgage-Backed Securities         |
| GNII SP 788404 C     | 2056-01-20      | 6.0000%  | 0.0000% | $16580448.00       | $16287800.26       | Agency Mortgage-Backed Securities         |

### Security 306: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.630000%
- **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: ARP1I9TS1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I9TS1
- **C.18 - Value (incl. sponsor support):** $2645000000.00
- **C.18.a - Value (excl. sponsor support):** $2645000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $3282100.00        | $1249243.43        | Agency Mortgage-Backed Securities         |
| GNII SF DP6930 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3753964.00        | $3936486.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7782 | 2055-10-01      | 5.5000%  | 0.0000% | $10609616.00       | $8863649.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662 | 2055-03-01      | 6.0000%  | 0.0000% | $41000000.00       | $30937341.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8105 | 2055-11-01      | 5.5000%  | 0.0000% | $7756424.00        | $7522838.66        | Agency Mortgage-Backed Securities         |
| GNII SF DM8883 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1097904.00        | $1090329.31        | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $10000000.00       | $8902529.76        | Agency Mortgage-Backed Securities         |
| GNII SF DG6823 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1319018.00        | $718551.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM1774 | 2039-03-01      | 4.5000%  | 0.0000% | $13075568.00       | $2669958.37        | Agency Mortgage-Backed Securities         |
| GNII SF 625497 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1105340.00        | $775154.14         | Agency Mortgage-Backed Securities         |
| GNII SF DO5660 C     | 2056-02-20      | 6.5000%  | 0.0000% | $620416.00         | $653802.93         | Agency Mortgage-Backed Securities         |
| GNII SF DP7209 C     | 2056-02-20      | 5.5000%  | 0.0000% | $7070040.00        | $7307588.76        | Agency Mortgage-Backed Securities         |
| GNRA 2024-073 A      | 2056-10-16      | 3.5000%  | 0.0000% | $89426048.00       | $79066635.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-061 JF     | 2055-03-20      | 4.5251%  | 0.0000% | $44957376.00       | $42581192.16       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ4364 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1243730.00        | $1284570.92        | Agency Mortgage-Backed Securities         |
| GNII SF DM1129 C     | 2055-08-20      | 6.0000%  | 0.0000% | $8008576.00        | $7882422.87        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2718 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3173750.00        | $3284068.83        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2384 C     | 2056-03-20      | 5.0000%  | 0.0000% | $47430208.00       | $47123076.76       | Agency Mortgage-Backed Securities         |
| GNII SF DI3588 C     | 2055-05-20      | 6.5000%  | 0.0000% | $400830.00         | $298980.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $100000000.00      | $46582908.82       | Agency Mortgage-Backed Securities         |
| GNMI SF AE8170 X     | 2044-02-15      | 4.0000%  | 0.0000% | $7000000.00        | $775852.47         | Agency Mortgage-Backed Securities         |
| GNII SF DR3860 C     | 2056-04-20      | 6.0000%  | 0.0000% | $5776520.00        | $5968030.72        | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1430164.00        | $1314299.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL887598 | 2036-07-01      | 6.0000%  | 0.0000% | $3000000.00        | $11888.64          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4724 | 2055-08-01      | 7.0000%  | 0.0000% | $84665088.00       | $69254863.97       | Agency Mortgage-Backed Securities         |
| GNII SF DI3647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $505540.00         | $450119.32         | Agency Mortgage-Backed Securities         |
| GNII SF DI3437 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1015456.00        | $460648.51         | Agency Mortgage-Backed Securities         |
| GNII SF DI6924 C     | 2055-03-20      | 6.5000%  | 0.0000% | $947408.00         | $871360.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB3878 | 2056-05-01      | 5.5000%  | 0.0000% | $2770552.00        | $2827344.93        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4363 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1525250.00        | $1574623.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1313 | 2056-04-01      | 5.5000%  | 0.0000% | $4303392.00        | $3962159.45        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9939 | 2047-01-01      | 4.0000%  | 0.0000% | $57027840.00       | $10530438.92       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3513 | 2053-08-01      | 6.0000%  | 0.0000% | $2900000.00        | $1903111.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2363 | 2053-02-01      | 6.0000%  | 0.0000% | $322087000.00      | $220771628.34      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8916 | 2029-01-01      | 6.5000%  | 0.0000% | $2000000.00        | $5628.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $151000.00         | $21636.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $37032000.00       | $17192521.62       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6931 | 2052-07-01      | 4.5000%  | 0.0000% | $7000000.00        | $5964886.15        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAR1397 | 2043-01-01      | 3.0000%  | 0.0000% | $1700000.00        | $295466.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8039 | 2056-01-01      | 6.0000%  | 0.0000% | $1919630.00        | $1987896.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107 | 2056-06-01      | 4.5000%  | 0.0000% | $3090000.00        | $707297.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA4986 | 2049-04-01      | 4.0000%  | 0.0000% | $46059072.00       | $43029706.44       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9904 | 2055-01-01      | 5.5000%  | 0.0000% | $385789.00         | $339850.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4025 | 2052-07-01      | 4.5000%  | 0.0000% | $2749000.00        | $1934816.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTCB8911 | 2044-07-01      | 5.0000%  | 0.0000% | $2103324.00        | $1676618.71        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2961 | 2037-04-01      | 3.0000%  | 0.0000% | $30957696.00       | $6441411.69        | Agency Mortgage-Backed Securities         |
| GNII SF DP1351 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1001296.00        | $1050177.42        | Agency Mortgage-Backed Securities         |
| GNII SF DN0713 C     | 2055-09-20      | 6.0000%  | 0.0000% | $8023424.00        | $8382927.80        | Agency Mortgage-Backed Securities         |
| GNII SF DN6555 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1219612.00        | $1286795.85        | Agency Mortgage-Backed Securities         |
| GNII SF DP6727 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1137278.00        | $1198789.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA7954 | 2056-03-01      | 6.5000%  | 0.0000% | $1005052.00        | $1058026.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $597984256.00      | $247652568.39      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG5934 | 2056-04-01      | 6.0000%  | 0.0000% | $1321244.00        | $1377217.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $75978.00          | $55939.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLDG7343 | 2056-04-01      | 3.5000%  | 0.0000% | $135272.00         | $123121.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3349 | 2052-09-01      | 4.5000%  | 0.0000% | $2047000.00        | $1435782.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6769 | 2053-01-01      | 5.0000%  | 0.0000% | $142631680.00      | $113268362.82      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3987 | 2056-03-01      | 6.0000%  | 0.0000% | $2019660.00        | $2095564.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB9043 | 2044-08-01      | 5.5000%  | 0.0000% | $23703456.00       | $16681562.36       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1058 | 2052-10-01      | 4.0000%  | 0.0000% | $18547936.00       | $16012384.03       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $11000.00          | $9704.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1887 | 2055-07-01      | 6.0000%  | 0.0000% | $32581696.00       | $29156297.55       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7536 | 2049-04-01      | 4.0000%  | 0.0000% | $82964224.00       | $29383786.53       | Agency Mortgage-Backed Securities         |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $65725000.00       | $26633841.97       | Agency Mortgage-Backed Securities         |
| GNII SF DQ8029 C     | 2056-03-20      | 6.0000%  | 0.0000% | $2329060.00        | $2415432.67        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8018 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1585202.00        | $1584525.40        | Agency Mortgage-Backed Securities         |
| GNII SF DL4475 C     | 2055-08-20      | 6.5000%  | 0.0000% | $826893.00         | $864938.40         | Agency Mortgage-Backed Securities         |
| GNII SF DL9867 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2585736.00        | $2669741.74        | Agency Mortgage-Backed Securities         |
| GNII SF DL5104 C     | 2055-10-20      | 6.0000%  | 0.0000% | $8097232.00        | $8215469.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5370 | 2055-10-01      | 6.0000%  | 0.0000% | $885155.00         | $847606.02         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4243 | 2043-07-01      | 3.0000%  | 0.0000% | $783928.00         | $139078.57         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0854 | 2032-10-01      | 6.0000%  | 0.0000% | $14209664.00       | $25755.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0493 | 2048-06-01      | 3.5000%  | 0.0000% | $1908714.00        | $722599.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6680 | 2049-04-01      | 4.0000%  | 0.0000% | $2900000.00        | $477169.42         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5398 | 2031-10-01      | 6.0000%  | 0.0000% | $3602372.00        | $20769.03          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9935 | 2040-04-01      | 5.0000%  | 0.0000% | $1789000.00        | $163132.65         | Agency Mortgage-Backed Securities         |
| GNII SF BL4662 C     | 2049-05-20      | 5.0000%  | 0.0000% | $18779296.00       | $2599724.57        | Agency Mortgage-Backed Securities         |
| GNMI SF 733989 X     | 2040-10-15      | 4.0000%  | 0.0000% | $2000000.00        | $113087.46         | Agency Mortgage-Backed Securities         |
| GNII SF DL0534 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6452760.00        | $6680289.57        | Agency Mortgage-Backed Securities         |
| GNII SF DL5314 C     | 2055-11-20      | 6.0000%  | 0.0000% | $10113424.00       | $9803064.99        | Agency Mortgage-Backed Securities         |
| GNII SF DP6192 C     | 2056-03-20      | 5.5000%  | 0.0000% | $20418528.00       | $20708501.12       | Agency Mortgage-Backed Securities         |
| GNII SF DK7925 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1460952.00        | $1518125.51        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $48966144.00       | $29424744.30       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF4390 | 2052-12-01      | 4.5000%  | 0.0000% | $1145924.00        | $759264.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL695504 | 2033-04-01      | 6.0000%  | 0.0000% | $2025084.00        | $23859.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9578 | 2055-01-01      | 4.5000%  | 0.0000% | $1508788.00        | $1276375.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3890 | 2052-06-01      | 3.0000%  | 0.0000% | $647281.00         | $444877.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS0837 | 2043-10-01      | 5.0000%  | 0.0000% | $29453888.00       | $1338485.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4967 | 2054-09-01      | 5.5000%  | 0.0000% | $17667424.00       | $13058213.15       | Agency Mortgage-Backed Securities         |
| GNII SF DP1441 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1042238.00        | $1118769.86        | Agency Mortgage-Backed Securities         |
| GNII SF DP1482 C     | 2056-02-20      | 6.5000%  | 0.0000% | $531291.00         | $559157.46         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2418 C     | 2056-03-20      | 5.5000%  | 0.0000% | $5666840.00        | $5747228.58        | Agency Mortgage-Backed Securities         |
| GNII SF DP8070 C     | 2056-03-20      | 5.0000%  | 0.0000% | $16428480.00       | $16321150.82       | Agency Mortgage-Backed Securities         |
| GNII SF DM8432 C     | 2055-10-20      | 6.0000%  | 0.0000% | $4839976.00        | $4933625.88        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | 0.0000% | $825000.00         | $345580.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $290968064.00      | $175094972.20      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3480 | 2056-01-01      | 5.5000%  | 0.0000% | $3243988.00        | $3301408.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA3676 | 2049-04-01      | 5.5000%  | 0.0000% | $1150644.00        | $249805.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB0420 | 2056-04-01      | 6.0000%  | 0.0000% | $1114966.00        | $1162695.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2948 | 2054-09-01      | 5.5000%  | 0.0000% | $20488192.00       | $19017578.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3472 | 2048-09-01      | 5.0000%  | 0.0000% | $63743.00          | $5270.91           | Agency Mortgage-Backed Securities         |
| GNII SF DR3865 C     | 2056-04-20      | 6.5000%  | 0.0000% | $2150152.00        | $2279539.97        | Agency Mortgage-Backed Securities         |
| GNII SF DR3871 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1847002.00        | $1947347.62        | Agency Mortgage-Backed Securities         |
| GNII SF DM7311 C     | 2055-09-20      | 6.0000%  | 0.0000% | $20429728.00       | $20664817.50       | Agency Mortgage-Backed Securities         |
| GNII SF DI3444 C     | 2055-04-20      | 6.5000%  | 0.0000% | $365685.00         | $317591.44         | Agency Mortgage-Backed Securities         |
| GNRA 2026-060 FB     | 2056-04-20      | 4.5251%  | 0.0000% | $49722000.00       | $48168422.96       | Agency Collateralized Mortgage Obligation |
| GNMI SF AM1086 X     | 2041-09-15      | 4.0000%  | 0.0000% | $5208664.00        | $635401.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL2581 | 2040-06-01      | 6.0000%  | 0.0000% | $289167.00         | $8808.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDH0026 | 2056-05-01      | 6.0000%  | 0.0000% | $2008912.00        | $2089870.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2476 | 2056-05-01      | 5.5000%  | 0.0000% | $1027992.00        | $1046791.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9041 | 2056-04-01      | 5.5000%  | 0.0000% | $7290048.00        | $7399758.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0800 | 2056-03-01      | 5.5000%  | 0.0000% | $1409420.00        | $1426619.25        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 ZLFP0040 | 2050-10-25      | 2.0000%  | 0.0000% | $72952000.00       | $49734921.21       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6764 | 2053-07-01      | 5.5000%  | 0.0000% | $664283.00         | $627633.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA0989 | 2047-12-01      | 3.0000%  | 0.0000% | $907352.00         | $452631.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7458 | 2051-12-01      | 2.0000%  | 0.0000% | $794736.00         | $556743.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE4816 | 2055-07-01      | 6.5000%  | 0.0000% | $1823600.00        | $1388418.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | 0.0000% | $10900000.00       | $6409202.88        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA6106 | 2050-06-01      | 4.0000%  | 0.0000% | $250244.00         | $51723.73          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4806 | 2049-12-01      | 3.5000%  | 0.0000% | $1850000.00        | $499859.72         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA9301 | 2051-02-01      | 3.0000%  | 0.0000% | $500000.00         | $245910.48         | Agency Mortgage-Backed Securities         |
| GNII SF DM3570 C     | 2055-10-20      | 6.0000%  | 0.0000% | $7646672.00        | $7924615.14        | Agency Mortgage-Backed Securities         |
| GNII SF DM6148 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2089052.00        | $2166906.98        | Agency Mortgage-Backed Securities         |
| GNII SF DM4808 C     | 2056-02-20      | 5.5000%  | 0.0000% | $3702860.00        | $3755042.36        | Agency Mortgage-Backed Securities         |
| GNII SF AF1049 C     | 2043-07-20      | 3.0000%  | 0.0000% | $4088000.00        | $1470311.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8046 | 2056-02-01      | 5.5000%  | 0.0000% | $2615000.00        | $2635809.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NQ256495 | 2036-11-01      | 6.0000%  | 0.0000% | $5300000.00        | $48930.27          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2330 | 2034-01-01      | 4.0000%  | 0.0000% | $300000.00         | $30092.83          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4695 | 2043-01-01      | 3.0000%  | 0.0000% | $119997.00         | $20040.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $3500000.00        | $2679000.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM1406 | 2046-07-01      | 3.0000%  | 0.0000% | $50000000.00       | $6520816.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3603 | 2053-10-01      | 6.0000%  | 0.0000% | $8769792.00        | $5694227.08        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8537 | 2044-06-01      | 3.5000%  | 0.0000% | $51000.00          | $9838.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4798 | 2047-11-01      | 3.5000%  | 0.0000% | $10226128.00       | $3097504.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2175 | 2030-08-01      | 4.0000%  | 0.0000% | $1251432.00        | $14602.14          | Agency Mortgage-Backed Securities         |
| GNII SF DI3431 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1029092.00        | $887792.43         | Agency Mortgage-Backed Securities         |
| GNII SF DP4393 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3599656.00        | $3716511.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $747396.00         | $323874.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS7253 | 2046-05-01      | 4.5000%  | 0.0000% | $310000.00         | $27496.64          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA2596 | 2031-04-01      | 3.0000%  | 0.0000% | $583000.00         | $60116.12          | Agency Mortgage-Backed Securities         |
| GNMI SF 738123 X     | 2041-03-15      | 4.0000%  | 0.0000% | $3170000.00        | $171288.14         | Agency Mortgage-Backed Securities         |
| GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $120000000.00      | $117194003.35      | Agency Mortgage-Backed Securities         |
| GNII SF MB0937 M     | 2056-01-20      | 5.5000%  | 0.0000% | $60000000.00       | $60141739.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M     | 2050-10-20      | 3.5000%  | 0.0000% | $176652032.00      | $52278266.30       | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M     | 2051-03-20      | 3.5000%  | 0.0000% | $51199000.00       | $18922785.93       | Agency Mortgage-Backed Securities         |
| GNMI SF 733627 X     | 2040-05-15      | 5.0000%  | 0.0000% | $2030000.00        | $98881.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $50000000.00       | $5783406.75        | Agency Mortgage-Backed Securities         |
| GNMI SF 724289 X     | 2039-08-15      | 5.0000%  | 0.0000% | $3020700.00        | $361368.34         | Agency Mortgage-Backed Securities         |
| GNII SF DQ5026 C     | 2056-05-20      | 5.5000%  | 0.0000% | $35371000.00       | $35900283.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1322 | 2056-04-01      | 5.5000%  | 0.0000% | $2367584.00        | $2409501.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $31857353.80       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059 | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $44920301.09       | Agency Mortgage-Backed Securities         |
| GNII SF DI8730 C     | 2055-07-20      | 6.5000%  | 0.0000% | $814447.00         | $748137.20         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB2085 | 2041-01-01      | 4.0000%  | 0.0000% | $42000000.00       | $1526319.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2628 | 2055-12-01      | 6.0000%  | 0.0000% | $1318478.00        | $1345982.68        | Agency Mortgage-Backed Securities         |
| GNII SF DK3192 C     | 2055-08-20      | 6.5000%  | 0.0000% | $879258.00         | $788343.17         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB0686 | 2036-01-01      | 4.0000%  | 0.0000% | $1668000.00        | $148609.42         | Agency Mortgage-Backed Securities         |
| GNII SF DP2444 C     | 2056-04-20      | 5.5000%  | 0.0000% | $2081660.00        | $2112174.59        | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $26078112.00       | $25616985.71       | Agency Mortgage-Backed Securities         |
| GNII SF DH7967 C     | 2055-03-20      | 6.5000%  | 0.0000% | $627066.00         | $472917.76         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0117 | 2055-03-01      | 6.0000%  | 0.0000% | $7304288.00        | $6569105.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  | 0.0000% | $55306.00          | $53459.34          | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C     | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $510611.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5704 | 2048-12-01      | 5.0000%  | 0.0000% | $675000.00         | $67962.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $50013040.00       | $40690974.43       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBK2211 | 2035-03-01      | 2.5000%  | 0.0000% | $29137568.00       | $10699039.69       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $1777786.24        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5948 C     | 2056-02-20      | 6.5000%  | 0.0000% | $930653.00         | $979132.20         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2413 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1429802.00        | $1473415.85        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $606000.00         | $58773.87          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4454 | 2051-02-01      | 2.0000%  | 0.0000% | $513632.00         | $259579.32         | Agency Mortgage-Backed Securities         |
| GNII SF DG6786 C     | 2055-02-20      | 6.5000%  | 0.0000% | $876398.00         | $650869.92         | Agency Mortgage-Backed Securities         |
| GNII SF DF4903 C     | 2054-11-20      | 6.5000%  | 0.0000% | $494516.00         | $374312.46         | Agency Mortgage-Backed Securities         |
| GNII SF DG7461 C     | 2055-06-20      | 6.5000%  | 0.0000% | $406485.00         | $426427.29         | Agency Mortgage-Backed Securities         |
| GNRA 2024-205 AB     | 2064-03-16      | 3.0000%  | 0.0000% | $22739680.00       | $19353591.06       | Agency Collateralized Mortgage Obligation |
| GNII SF BR5939 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1469998.00        | $636201.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $178120.00         | $72680.56          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  | 0.0000% | $50000000.00       | $26982455.39       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  | 0.0000% | $213610496.00      | $126940760.42      | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8210 | 2052-03-01      | 4.0000%  | 0.0000% | $11000.00          | $5478.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $15016000.00       | $10331581.04       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3254 | 2056-02-01      | 6.0000%  | 0.0000% | $1068114.00        | $738927.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2967 | 2053-05-01      | 5.5000%  | 0.0000% | $3850000.00        | $2640569.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2271 | 2055-07-01      | 6.0000%  | 0.0000% | $4397664.00        | $3370513.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1572 | 2055-11-01      | 6.5000%  | 0.0000% | $2183128.00        | $2260446.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL890149 | 2038-10-01      | 6.5000%  | 0.0000% | $2825000.00        | $29187.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0019 | 2055-01-01      | 5.5000%  | 0.0000% | $11778192.00       | $9720305.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5258 | 2053-07-01      | 6.0000%  | 0.0000% | $5307496.00        | $5424414.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7909 | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $25267.51          | Agency Mortgage-Backed Securities         |
| GNII SF DR4414 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1246398.00        | $1299533.18        | Agency Mortgage-Backed Securities         |
| GNII SF DO3422 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1058470.00        | $1113856.24        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6976 | 2043-09-01      | 4.0000%  | 0.0000% | $417505.00         | $86351.72          | Agency Mortgage-Backed Securities         |
| GNII SF DM6512 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2226740.00        | $2303664.85        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2068 C     | 2055-03-20      | 6.5000%  | 0.0000% | $642377.00         | $532021.68         | Agency Mortgage-Backed Securities         |
| GNII SF DN7128 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1888888.00        | $1851920.54        | Agency Mortgage-Backed Securities         |
| GNPL PN DD2253       | 2059-10-15      | 5.3400%  | 0.0000% | $1731800.00        | $1748965.83        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7442 C     | 2056-03-20      | 5.5000%  | 0.0000% | $10607080.00       | $10745999.33       | Agency Mortgage-Backed Securities         |
| GNII SF MB0870 M     | 2056-01-20      | 4.5000%  | 0.0000% | $20000000.00       | $19108749.37       | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $123767808.00      | $94190485.12       | Agency Mortgage-Backed Securities         |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $50000000.00       | $30011344.85       | Agency Mortgage-Backed Securities         |
| GNMI SF 746806 X     | 2040-09-15      | 4.0000%  | 0.0000% | $125000.00         | $5381.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1319 | 2056-04-01      | 5.5000%  | 0.0000% | $3193260.00        | $3244940.33        | Agency Mortgage-Backed Securities         |
| GNMI SF 737311 X     | 2040-08-15      | 5.0000%  | 0.0000% | $175378.00         | $14933.57          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | 0.0000% | $255000.00         | $40518.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBT8668 | 2051-08-01      | 4.0000%  | 0.0000% | $12310.00          | $6125.91           | Agency Mortgage-Backed Securities         |
| GNII SF DH7689 C     | 2055-02-20      | 6.5000%  | 0.0000% | $640849.00         | $575960.83         | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565       | 2060-01-15      | 6.2000%  | 0.0000% | $2950000.00        | $3134061.74        | Agency Mortgage-Backed Securities         |
| GNII SF MA7623 M     | 2036-10-20      | 3.5000%  | 0.0000% | $123638.00         | $46342.31          | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X     | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $493125.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $241000.00         | $94169.08          | Agency Mortgage-Backed Securities         |
| GNII SF DP7069 C     | 2056-01-20      | 6.0000%  | 0.0000% | $11981552.00       | $12365390.33       | Agency Mortgage-Backed Securities         |
| GNII SF DM9333 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2152132.00        | $2253785.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM6785 | 2043-08-01      | 3.5000%  | 0.0000% | $4220864.00        | $1919084.64        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3JRE0008 | 2050-01-01      | 3.0000%  | 0.0000% | $16201440.00       | $6752772.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7550 | 2054-07-01      | 5.5000%  | 0.0000% | $1237942.00        | $1213856.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6149 | 2052-08-01      | 4.5000%  | 0.0000% | $70278144.00       | $60479992.00       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7515 | 2050-05-01      | 3.0000%  | 0.0000% | $1775000.00        | $711278.65         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99139 G | 2046-02-01      | 4.0000%  | 0.0000% | $29621344.00       | $8093866.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $1300000.00        | $716647.97         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2827 | 2039-11-01      | 4.5000%  | 0.0000% | $8850000.00        | $427405.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0977 | 2035-12-01      | 5.0000%  | 0.0000% | $711073.00         | $17251.68          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2088 | 2028-08-01      | 6.0000%  | 0.0000% | $2865209.00        | $7046.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4158 | 2053-10-01      | 6.0000%  | 0.0000% | $17818816.00       | $11466028.08       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U51270 G | 2038-03-01      | 3.0000%  | 0.0000% | $1173850.00        | $147659.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $1170272.00        | $807284.04         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G67718 G | 2049-01-01      | 4.0000%  | 0.0000% | $245000.00         | $40633.53          | Agency Mortgage-Backed Securities         |
| GNMI SF 762412 X     | 2041-11-15      | 4.0000%  | 0.0000% | $2800000.00        | $164035.85         | Agency Mortgage-Backed Securities         |
| GNII SF DP2327 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1101224.00        | $1138953.06        | Agency Mortgage-Backed Securities         |
| GNII SF DP3103 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1170848.00        | $1268189.60        | Agency Mortgage-Backed Securities         |
| GNII SF DP6193 C     | 2056-03-20      | 5.5000%  | 0.0000% | $20418656.00       | $20707201.52       | Agency Mortgage-Backed Securities         |
| GNII SF DP2405 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1068374.00        | $1084568.38        | Agency Mortgage-Backed Securities         |
| GNII SF DP1440 C     | 2056-01-20      | 6.5000%  | 0.0000% | $547267.00         | $573508.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS6617 | 2027-09-01      | 3.0000%  | 0.0000% | $5284832.00        | $65924.05          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4534 | 2043-10-01      | 4.5000%  | 0.0000% | $1436000.00        | $87395.92          | Agency Mortgage-Backed Securities         |

### Security 307: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.620000%
- **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: ARP1I9U26, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1I9U26
- **C.18 - Value (incl. sponsor support):** $223000000.00
- **C.18.a - Value (excl. sponsor support):** $223000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2055-02-15      | 4.6250%  | 0.0000% | $138834500.00      | $132636723.89      | U.S. Treasuries (including strips)        |
| GNII SF MA8429 M         | 2052-10-20      | 5.5000%  | 0.0000% | $2000.00           | $1275.34           | Agency Mortgage-Backed Securities         |
| GNII SF DR8264 C         | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.22           | Agency Mortgage-Backed Securities         |
| GNMI SP 783252 X         | 2040-09-15      | 5.0000%  | 0.0000% | $2024.00           | $103.82            | Agency Mortgage-Backed Securities         |
| GNII EP 787736 C         | 2064-12-20      | 7.0000%  | 0.0000% | $1000.00           | $559.13            | Agency Mortgage-Backed Securities         |
| GNII SF DQ0643 C         | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.94           | Agency Mortgage-Backed Securities         |
| GNII SF MB1068 M         | 2056-04-20      | 4.0000%  | 0.0000% | $1008.00           | $938.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M         | 2047-10-20      | 3.5000%  | 0.0000% | $3068.00           | $344.27            | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M         | 2056-03-20      | 5.0000%  | 0.0000% | $1495040.00        | $1476740.01        | Agency Mortgage-Backed Securities         |
| GNII SF DH8934 C         | 2055-03-20      | 7.0000%  | 0.0000% | $4986112.00        | $5058083.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6388     | 2056-04-01      | 5.0000%  | 0.0000% | $17216.00          | $16920.30          | Agency Mortgage-Backed Securities         |
| GNII SF MB0481 M         | 2055-07-20      | 3.5000%  | 0.0000% | $1008.00           | $890.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9482     | 2054-11-01      | 5.5000%  | 0.0000% | $1028.00           | $906.98            | Agency Mortgage-Backed Securities         |
| GNII SF DI5720 C         | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1013.07           | Agency Mortgage-Backed Securities         |
| GNRA 2026-047 FV         | 2056-03-20      | 4.5251%  | 0.0000% | $1000.00           | $988.03            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-170 FB         | 2053-11-20      | 5.0751%  | 0.0000% | $2211.00           | $835.86            | Agency Collateralized Mortgage Obligation |
| GNII SF DS5891 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.41           | Agency Mortgage-Backed Securities         |
| GNRA 2026-063 KF         | 2056-04-20      | 4.7951%  | 0.0000% | $2770162.00        | $2665881.74        | Agency Collateralized Mortgage Obligation |
| GNII SF DH8936 C         | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $957.19            | Agency Mortgage-Backed Securities         |
| GNRA 2023-148 FA         | 2053-10-20      | 5.0751%  | 0.0000% | $843874.00         | $311823.75         | Agency Collateralized Mortgage Obligation |
| MNRA CL02SA2 R22M02S     | 2032-09-25      | 3.7557%  | 0.0000% | $1024.00           | $967.19            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8331     | 2053-06-01      | 5.5000%  | 0.0000% | $2369.00           | $1668.52           | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2056-04-25      | 4.9121%  | 0.0000% | $2085.00           | $1951.22           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDF5928     | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $994.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2003     | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $100.31            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLBX3789     | 2053-02-01      | 7.5000%  | 0.0000% | $1000.00           | $684.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6438     | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8833     | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $885.66            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG1079     | 2056-01-01      | 3.2870%  | 0.0000% | $1240.00           | $1162.48           | Agency Mortgage-Backed Securities         |
| GNII SF DN5616 C         | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6091     | 2056-02-01      | 5.0000%  | 0.0000% | $4924.00           | $4855.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0605     | 2055-12-01      | 5.5000%  | 0.0000% | $1012.00           | $1033.65           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2954 C         | 2056-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.41           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-10-15      | 3.5000%  | 0.0000% | $800.00            | $793.24            | U.S. Treasuries (including strips)        |
| GNII SF DQ2160 C         | 2056-03-20      | 5.0000%  | 0.0000% | $792159.00         | $787033.68         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.34             | U.S. Treasuries (including strips)        |
| GNII SF MA7706 M         | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $574.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-02-28      | 4.2500%  | 0.0000% | $7400.00           | $7510.06           | U.S. Treasuries (including strips)        |
| GNII SF DR6353 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5839     | 2056-01-01      | 5.5000%  | 0.0000% | $1601.00           | $1607.31           | Agency Mortgage-Backed Securities         |
| GNII SF MA2224 M         | 2044-09-20      | 4.0000%  | 0.0000% | $1155.00           | $71.53             | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M         | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $697.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA8725 M         | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $736.53            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG5538     | 2056-03-01      | 7.0000%  | 0.0000% | $245379.00         | $261171.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942     | 2053-12-01      | 6.5000%  | 0.0000% | $1080.00           | $646.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4237     | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $521.45            | Agency Mortgage-Backed Securities         |
| GNII SF DQ9688 C         | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.65           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-12-25      | 4.8121%  | 0.0000% | $2024.00           | $1932.54           | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD0232     | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $274.70            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN1233     | 2048-11-01      | 4.0000%  | 0.0000% | $10452295.00       | $1932053.68        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2051-08-15      | 2.0000%  | 0.0000% | $31532000.00       | $17952069.66       | U.S. Treasuries (including strips)        |
| GNII SP 786483 C         | 2052-11-20      | 3.5000%  | 0.0000% | $1001.00           | $601.78            | Agency Mortgage-Backed Securities         |
| GNII SP 786366 C         | 2052-08-20      | 4.5000%  | 0.0000% | $1006.00           | $722.85            | Agency Mortgage-Backed Securities         |
| GNII SF CW3803 C         | 2053-08-20      | 7.0000%  | 0.0000% | $1008.00           | $512.37            | Agency Mortgage-Backed Securities         |
| GNII SF CX0790 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $828.62            | Agency Mortgage-Backed Securities         |
| GNII SF CU0336 C         | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.17           | Agency Mortgage-Backed Securities         |
| GNII SF CX6094 C         | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $699.49            | Agency Mortgage-Backed Securities         |
| GNII SF CV6289 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $782.86            | Agency Mortgage-Backed Securities         |
| GNMI SP 788306 X         | 2033-01-15      | 5.5000%  | 0.0000% | $1000.00           | $932.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA7533 M         | 2051-08-20      | 2.0000%  | 0.0000% | $1024.00           | $547.24            | Agency Mortgage-Backed Securities         |
| GNMI SP 783279 X         | 2039-07-15      | 5.5000%  | 0.0000% | $1020.00           | $87.63             | Agency Mortgage-Backed Securities         |
| GNMI SP 783386 X         | 2040-09-15      | 5.0000%  | 0.0000% | $1000.00           | $45.08             | Agency Mortgage-Backed Securities         |
| GNMI SF 736520 X         | 2040-04-15      | 4.5000%  | 0.0000% | $1000.00           | $19.92             | Agency Mortgage-Backed Securities         |
| GNRA 2025-120 FH         | 2055-07-20      | 4.7951%  | 0.0000% | $1042.00           | $983.02            | Agency Collateralized Mortgage Obligation |
| GNMI SP 781288 X         | 2031-05-15      | 6.5000%  | 0.0000% | $1000.00           | $1.21              | Agency Mortgage-Backed Securities         |
| GNII SF DN5618 C         | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.79           | Agency Mortgage-Backed Securities         |
| GNII SF MB0935 M         | 2056-02-20      | 4.5000%  | 0.0000% | $1024.00           | $980.36            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips)        |
| FNMS 07.500 CLDE4523     | 2055-07-01      | 7.5000%  | 0.0000% | $1008.00           | $1087.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.91             | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD8091     | 2050-09-01      | 2.5000%  | 0.0000% | $2589.00           | $998.96            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips)        |
| GNII SF DN5621 C         | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2100.41           | Agency Mortgage-Backed Securities         |
| GNII SF DN9452 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1742230.00        | $1868042.86        | Agency Mortgage-Backed Securities         |
| GNII SF CX8670 C         | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $500.31            | Agency Mortgage-Backed Securities         |
| GNII SF CT5725 C         | 2053-09-20      | 7.5000%  | 0.0000% | $4000.00           | $3299.45           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0608     | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1004.92           | Agency Mortgage-Backed Securities         |
| GNII SF CX0789 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $876.92            | Agency Mortgage-Backed Securities         |
| GNII SF CV6322 C         | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $734.95            | Agency Mortgage-Backed Securities         |
| GNII SF DR2342 C         | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $994.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7508     | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $693.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2069     | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $661.48            | Agency Mortgage-Backed Securities         |
| GNII SF DR3772 C         | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.45           | Agency Mortgage-Backed Securities         |
| GNII SF DP0259 C         | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.00           | Agency Mortgage-Backed Securities         |
| GNII SF MB0872 M         | 2056-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1022.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M         | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $494.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M         | 2051-03-20      | 3.5000%  | 0.0000% | $1000.00           | $369.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA9244 M         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $273.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA9608 M         | 2054-04-20      | 7.0000%  | 0.0000% | $26033536.00       | $8078566.52        | Agency Mortgage-Backed Securities         |
| GNII SF CV6573 C         | 2053-08-20      | 6.8000%  | 0.0000% | $1000.00           | $508.72            | Agency Mortgage-Backed Securities         |
| GNRA 2021-160 DF         | 2051-09-20      | 3.5000%  | 0.0000% | $1020.00           | $673.46            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLMA3495     | 2048-10-01      | 4.0000%  | 0.0000% | $1254.00           | $87.42             | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M         | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $974.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4181     | 2055-05-01      | 6.5000%  | 0.0000% | $2024.00           | $1702.75           | Agency Mortgage-Backed Securities         |
| GNRA 2021-221 FA         | 2051-12-20      | 3.5000%  | 0.0000% | $33793576.00       | $23647710.07       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB6543     | 2053-06-01      | 6.5000%  | 0.0000% | $1022.00           | $716.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M         | 2048-10-20      | 4.0000%  | 0.0000% | $2032.00           | $175.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M         | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $88.01             | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M         | 2047-10-20      | 3.0000%  | 0.0000% | $1008.00           | $126.66            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5860     | 2036-01-01      | 2.0000%  | 0.0000% | $111388.00         | $46257.02          | Agency Mortgage-Backed Securities         |
| GNII SF DL8227 C         | 2055-09-20      | 6.5000%  | 0.0000% | $2382592.00        | $2513225.11        | Agency Mortgage-Backed Securities         |
| GNII SF DN5619 C         | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.60           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8212     | 2052-05-01      | 2.5000%  | 0.0000% | $2204.00           | $1465.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1508     | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities         |
| FMAR 2B7373 G            | 2049-04-01      | 3.7960%  | 0.0000% | $1000.00           | $178.72            | Agency Mortgage-Backed Securities         |
| GNRA 2025-215 FA         | 2055-12-20      | 4.6251%  | 0.0000% | $12690942.00       | $12359870.28       | Agency Collateralized Mortgage Obligation |
| GNII SF DR3641 C         | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $999.63            | Agency Mortgage-Backed Securities         |
| GNII SF DQ9689 C         | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.09           | Agency Mortgage-Backed Securities         |
| GNII ET DM5591 C         | 2065-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2084.47           | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M         | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $723.81            | Agency Mortgage-Backed Securities         |
| GNII SF DR7759 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.97           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2480     | 2050-07-01      | 2.5000%  | 0.0000% | $1118.00           | $397.48            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2045-09-08      | 5.7000%  | 0.0000% | $1000.00           | $1003.37           | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLQF8489     | 2053-03-01      | 5.0000%  | 0.0000% | $1308.00           | $951.21            | Agency Mortgage-Backed Securities         |
| GNII SF CZ8933 C         | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $481.69            | Agency Mortgage-Backed Securities         |
| GNRA 2023-148 FC         | 2053-10-20      | 5.1251%  | 0.0000% | $1001.00           | $370.30            | Agency Collateralized Mortgage Obligation |
| GNII SF BX5449 C         | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $331.34            | Agency Mortgage-Backed Securities         |
| GNRA 2026-001 AF         | 2056-01-20      | 4.7251%  | 0.0000% | $513340.00         | $488213.59         | Agency Collateralized Mortgage Obligation |
| GNII SF MA4267 M         | 2034-09-20      | 6.0000%  | 0.0000% | $469140.00         | $48774.15          | Agency Mortgage-Backed Securities         |
| GNII SF CX0791 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $721.05            | Agency Mortgage-Backed Securities         |
| GNII SF CV6949 C         | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $379.65            | Agency Mortgage-Backed Securities         |
| GNII SF DR8274 C         | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.56           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2953 C         | 2056-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.58           | Agency Mortgage-Backed Securities         |
| GNII SF DH8947 C         | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $968.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8970     | 2054-08-01      | 5.0000%  | 0.0000% | $3696.00           | $3295.55           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4522     | 2055-08-01      | 7.5000%  | 0.0000% | $2099.00           | $2073.71           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE7322     | 2055-07-01      | 7.0000%  | 0.0000% | $1002.00           | $906.03            | Agency Mortgage-Backed Securities         |
| FNRM RC030PY R13F030     | 2043-04-25      | 3.0000%  | 0.0000% | $1000.00           | $510.66            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBX0467     | 2052-12-01      | 4.5000%  | 0.0000% | $1024.00           | $741.76            | Agency Mortgage-Backed Securities         |
| GNII SF 004882 M         | 2040-12-20      | 4.0000%  | 0.0000% | $1023.00           | $47.98             | Agency Mortgage-Backed Securities         |
| GNII SF DR1236 C         | 2056-04-20      | 5.5000%  | 0.0000% | $1002.00           | $1038.31           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.10             | U.S. Treasuries (including strips)        |
| GNII SF MB0872 M         | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities         |
| GNII SF CU0337 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1032.00           | $998.19            | Agency Mortgage-Backed Securities         |
| GNII SF CX8471 C         | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $677.93            | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M         | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $982.32            | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M         | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $901.59            | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M         | 2054-12-20      | 5.5000%  | 0.0000% | $1618152.00        | $1231455.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M         | 2049-07-20      | 3.0000%  | 0.0000% | $1000.00           | $127.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M         | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $115.67            | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG         | 2054-07-20      | 4.9251%  | 0.0000% | $54898.00          | $22546.03          | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCC1202     | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1983.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M         | 2054-10-20      | 5.0000%  | 0.0000% | $2024.00           | $1741.28           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4218 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.79           | Agency Mortgage-Backed Securities         |
| GNII SF DP2533 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities         |
| GNII SF 005304 M         | 2042-01-20      | 3.5000%  | 0.0000% | $2008.00           | $132.06            | Agency Mortgage-Backed Securities         |
| GNII SP 786105 M         | 2049-02-20      | 4.0000%  | 0.0000% | $1000.00           | $568.84            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2046-11-15      | 2.8750%  | 0.0000% | $21156000.00       | $15354702.17       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL2430     | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $920.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2224     | 2055-07-01      | 5.0000%  | 0.0000% | $1897.00           | $1794.08           | Agency Mortgage-Backed Securities         |
| GNRA 2026-046 BF         | 2056-03-20      | 4.6251%  | 0.0000% | $4000.00           | $3854.15           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRQ0015     | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1304.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M         | 2051-03-20      | 2.5000%  | 0.0000% | $1024.00           | $466.87            | Agency Mortgage-Backed Securities         |
| GNMI SF 737796 X         | 2040-12-15      | 3.5000%  | 0.0000% | $2049.00           | $87.05             | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M         | 2051-09-20      | 2.5000%  | 0.0000% | $1000.00           | $557.50            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5055     | 2030-09-01      | 4.2500%  | 0.0000% | $1000.00           | $998.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7540     | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $549.34            | Agency Mortgage-Backed Securities         |

### Security 308: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.630000%
- **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: ARP1I9U83, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1I9U83
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAK2407 | 2042-02-01      | 3.5000%  | 0.0000% | $11208001.00       | $1340966.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9513 | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $43177058.94       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0315 | 2047-09-01      | 3.5000%  | 0.0000% | $36037137.00       | $3891975.04        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-06-05

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO