# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-042667
**Filing Date:** 2026-5
**Character Count:** 1902007
**Document Hash:** 31dc8ddd35f61e192ec26ae992cae97f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042667.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042667

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951960

**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):** 2026-04-30

**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:** 47 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $89257091033.20

- **Amortized Cost of Portfolio Securities:** $89264510814.79

- **Cash:** $0.07

- **Total Other Assets:** $206583838.60

- **Total Liabilities:** $415433950.13

- **Net Assets of Series:** $89055660703.33

- **Number of Shares Outstanding (Series):** 89055332862.1000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $46775607099.70           | $62899955969.78            | 50.6700%                  | 68.1400%                   |
| 2026-04-02 | $39296772017.17           | $64062798722.49            | 42.5200%                  | 69.3200%                   |
| 2026-04-06 | $41149310116.44           | $63830947138.44            | 44.8600%                  | 69.5900%                   |
| 2026-04-07 | $46812931714.19           | $64531540654.82            | 50.6500%                  | 69.8200%                   |
| 2026-04-08 | $45605053323.35           | $64239146693.60            | 49.5000%                  | 69.7200%                   |
| 2026-04-09 | $38045706249.92           | $63689986619.82            | 41.4300%                  | 69.3600%                   |
| 2026-04-10 | $37765150350.86           | $63367644119.77            | 41.3100%                  | 69.3200%                   |
| 2026-04-13 | $40279255896.58           | $64389058224.59            | 44.0300%                  | 70.3800%                   |
| 2026-04-14 | $46385549695.67           | $63935715133.60            | 50.9600%                  | 70.2300%                   |
| 2026-04-15 | $45866303694.12           | $63621787142.07            | 50.5600%                  | 70.1300%                   |
| 2026-04-16 | $38146454649.20           | $63593604030.18            | 42.1700%                  | 70.3100%                   |
| 2026-04-17 | $38293869331.37           | $62840085066.80            | 42.7000%                  | 70.0700%                   |
| 2026-04-20 | $39747275390.62           | $62052149896.78            | 44.4500%                  | 69.3900%                   |
| 2026-04-21 | $45072314737.14           | $62883678554.32            | 49.9100%                  | 69.6300%                   |
| 2026-04-22 | $44402122471.09           | $62186782908.45            | 49.5500%                  | 69.4000%                   |
| 2026-04-23 | $36777150535.56           | $62124206416.12            | 41.0200%                  | 69.2900%                   |
| 2026-04-24 | $36509080413.32           | $61912785419.16            | 40.7200%                  | 69.0500%                   |
| 2026-04-27 | $39185671057.39           | $62092306190.07            | 43.8400%                  | 69.4700%                   |
| 2026-04-28 | $44331233449.31           | $62024771943.48            | 49.6200%                  | 69.4300%                   |
| 2026-04-29 | $47332606166.12           | $62329795518.32            | 53.0900%                  | 69.9100%                   |
| 2026-04-30 | $38557491857.23           | $62781569347.30            | 43.0900%                  | 70.1700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7300%             |
| 2026-04-07 | 3.7200%             |
| 2026-04-08 | 3.7200%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.7000%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7000%             |
| 2026-04-16 | 3.7100%             |
| 2026-04-17 | 3.7300%             |
| 2026-04-20 | 3.7300%             |
| 2026-04-21 | 3.7300%             |
| 2026-04-22 | 3.7200%             |
| 2026-04-23 | 3.7200%             |
| 2026-04-24 | 3.7200%             |
| 2026-04-27 | 3.7200%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 0.9999                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 0.9999                      |
|  |  |
| 2026-04-20 | 0.9999                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 0.9999                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24714993878.64

- **Number of Shares Outstanding:** 24714826146.6400

- **Expense Reimbursement/Waiver:** 126155.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $30106166.28            |
| 2026-04-02 | $0.00                     | $96395101.46            |
| 2026-04-06 | $0.00                     | $107086397.58           |
| 2026-04-07 | $269139608.99             | $0.00                   |
| 2026-04-08 | $95544646.79              | $0.00                   |
| 2026-04-09 | $0.00                     | $98007655.41            |
| 2026-04-10 | $35967542.65              | $0.00                   |
| 2026-04-13 | $270898865.25             | $0.00                   |
| 2026-04-14 | $107433612.29             | $0.00                   |
| 2026-04-15 | $0.00                     | $125799668.63           |
| 2026-04-16 | $66032072.60              | $114930751.09           |
| 2026-04-17 | $0.00                     | $28144732.11            |
| 2026-04-20 | $0.00                     | $249727760.87           |
| 2026-04-21 | $246494941.66             | $0.00                   |
| 2026-04-22 | $0.00                     | $102712263.81           |
| 2026-04-23 | $0.00                     | $126530297.06           |
| 2026-04-24 | $0.00                     | $68328572.46            |
| 2026-04-27 | $0.00                     | $180090444.78           |
| 2026-04-28 | $152209298.58             | $0.00                   |
| 2026-04-29 | $141119472.40             | $0.00                   |
| 2026-04-30 | $56860367.95              | $0.00                   |

**Total Gross Subscriptions (Month):** $1441700429.16

**Total Gross Redemptions (Month):** $1327859811.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2800%           |
| 2026-04-02 | 3.2800%           |
| 2026-04-06 | 3.2900%           |
| 2026-04-07 | 3.2800%           |
| 2026-04-08 | 3.2800%           |
| 2026-04-09 | 3.2700%           |
| 2026-04-10 | 3.2600%           |
| 2026-04-13 | 3.2600%           |
| 2026-04-14 | 3.2600%           |
| 2026-04-15 | 3.2600%           |
| 2026-04-16 | 3.2700%           |
| 2026-04-17 | 3.2900%           |
| 2026-04-20 | 3.2900%           |
| 2026-04-21 | 3.2900%           |
| 2026-04-22 | 3.2800%           |
| 2026-04-23 | 3.2800%           |
| 2026-04-24 | 3.2800%           |
| 2026-04-27 | 3.2800%           |
| 2026-04-28 | 3.2800%           |
| 2026-04-29 | 3.2800%           |
| 2026-04-30 | 3.2800%           |

**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:** $32074497038.70

- **Number of Shares Outstanding:** 32074349105.2400

- **Expense Reimbursement/Waiver:** 167363.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $282129260.19             | $187326545.42           |
| 2026-04-02 | $280148333.43             | $253934851.16           |
| 2026-04-06 | $187336444.48             | $269365743.11           |
| 2026-04-07 | $879546364.24             | $280224726.79           |
| 2026-04-08 | $172078276.00             | $191133071.20           |
| 2026-04-09 | $165898162.62             | $347792210.21           |
| 2026-04-10 | $147568366.18             | $227874867.19           |
| 2026-04-13 | $166011638.19             | $223599732.94           |
| 2026-04-14 | $152606011.20             | $274454142.86           |
| 2026-04-15 | $180407581.48             | $274010171.95           |
| 2026-04-16 | $239663802.45             | $239975598.90           |
| 2026-04-17 | $180753973.10             | $867395603.81           |
| 2026-04-20 | $204537324.81             | $196301142.68           |
| 2026-04-21 | $163248939.33             | $167999641.33           |
| 2026-04-22 | $191722236.17             | $220674380.32           |
| 2026-04-23 | $148667695.29             | $187156720.43           |
| 2026-04-24 | $137791900.34             | $146849621.00           |
| 2026-04-27 | $193865433.75             | $289152527.98           |
| 2026-04-28 | $123573136.06             | $205124944.39           |
| 2026-04-29 | $151888041.83             | $148573500.07           |
| 2026-04-30 | $169697462.86             | $155432460.98           |

**Total Gross Subscriptions (Month):** $4519140384.00

**Total Gross Redemptions (Month):** $5354352204.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3800%           |
| 2026-04-02 | 3.3800%           |
| 2026-04-06 | 3.3900%           |
| 2026-04-07 | 3.3800%           |
| 2026-04-08 | 3.3800%           |
| 2026-04-09 | 3.3700%           |
| 2026-04-10 | 3.3600%           |
| 2026-04-13 | 3.3600%           |
| 2026-04-14 | 3.3600%           |
| 2026-04-15 | 3.3600%           |
| 2026-04-16 | 3.3700%           |
| 2026-04-17 | 3.3900%           |
| 2026-04-20 | 3.3900%           |
| 2026-04-21 | 3.3900%           |
| 2026-04-22 | 3.3800%           |
| 2026-04-23 | 3.3800%           |
| 2026-04-24 | 3.3800%           |
| 2026-04-27 | 3.3800%           |
| 2026-04-28 | 3.3800%           |
| 2026-04-29 | 3.3800%           |
| 2026-04-30 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $32266169785.99

- **Number of Shares Outstanding:** 32266157610.2200

- **Expense Reimbursement/Waiver:** 168837.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $217591474.71             | $230082656.84           |
| 2026-04-02 | $131290179.47             | $190152692.84           |
| 2026-04-06 | $143963354.67             | $148107359.46           |
| 2026-04-07 | $104019535.04             | $380633975.60           |
| 2026-04-08 | $102511982.33             | $231440868.86           |
| 2026-04-09 | $147009672.53             | $425531106.29           |
| 2026-04-10 | $151942390.70             | $304807986.67           |
| 2026-04-13 | $170010044.66             | $325025499.39           |
| 2026-04-14 | $90405981.78              | $535878805.53           |
| 2026-04-15 | $160375270.67             | $261662772.78           |
| 2026-04-16 | $226726543.44             | $201548703.20           |
| 2026-04-17 | $124495352.51             | $199235734.56           |
| 2026-04-20 | $182126430.11             | $214826932.78           |
| 2026-04-21 | $165158112.95             | $123538491.73           |
| 2026-04-22 | $145124366.49             | $132756280.02           |
| 2026-04-23 | $131285107.46             | $146425510.58           |
| 2026-04-24 | $136936249.26             | $110536198.81           |
| 2026-04-27 | $145137586.90             | $150377992.95           |
| 2026-04-28 | $107885055.49             | $163954575.92           |
| 2026-04-29 | $108116825.11             | $273940773.33           |
| 2026-04-30 | $117853257.59             | $142164009.59           |

**Total Gross Subscriptions (Month):** $3009964773.87

**Total Gross Redemptions (Month):** $4892628927.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5300%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5200%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5100%           |
| 2026-04-14 | 3.5100%           |
| 2026-04-15 | 3.5100%           |
| 2026-04-16 | 3.5200%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5300%           |
| 2026-04-27 | 3.5300%           |
| 2026-04-28 | 3.5300%           |
| 2026-04-29 | 3.5300%           |
| 2026-04-30 | 3.5300%           |

**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 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **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 3: 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):** $11093361.97
- **C.18.a - Value (excl. sponsor support):** $11093361.97
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 4: 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):** $8671372.39
- **C.18.a - Value (excl. sponsor support):** $8671372.39
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 5: 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):** $4973936.05
- **C.18.a - Value (excl. sponsor support):** $4973936.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 6: 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):** $5973203.68
- **C.18.a - Value (excl. sponsor support):** $5973203.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 7: 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):** $35562066.43
- **C.18.a - Value (excl. sponsor support):** $35562066.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 8: 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):** $2914339.92
- **C.18.a - Value (excl. sponsor support):** $2914339.92
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **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):** $72627214.11
- **C.18.a - Value (excl. sponsor support):** $72627214.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 10: 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):** $1816881.56
- **C.18.a - Value (excl. sponsor support):** $1816881.56
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 11: 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: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145275596.93
- **C.18.a - Value (excl. sponsor support):** $145275596.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 12: 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: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96790702.36
- **C.18.a - Value (excl. sponsor support):** $96790702.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 13: 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: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174401958.51
- **C.18.a - Value (excl. sponsor support):** $174401958.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.690000%
- **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):** $193510588.32
- **C.18.a - Value (excl. sponsor support):** $193510588.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 15: 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: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145273607.69
- **C.18.a - Value (excl. sponsor support):** $145273607.69
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 16: 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: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96716578.25
- **C.18.a - Value (excl. sponsor support):** $96716578.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 17: 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: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266524941.74
- **C.18.a - Value (excl. sponsor support):** $266524941.74
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 18: 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: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241926546.03
- **C.18.a - Value (excl. sponsor support):** $241926546.03
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **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):** $193592100.20
- **C.18.a - Value (excl. sponsor support):** $193592100.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 20: 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: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121281265.53
- **C.18.a - Value (excl. sponsor support):** $121281265.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.760000%
- **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):** $145076534.89
- **C.18.a - Value (excl. sponsor support):** $145076534.89
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 22: 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: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86606275.04
- **C.18.a - Value (excl. sponsor support):** $86606275.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240998298.54
- **C.18.a - Value (excl. sponsor support):** $240998298.54
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.790000%
- **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):** $145035654.05
- **C.18.a - Value (excl. sponsor support):** $145035654.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 25: 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: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169096713.63
- **C.18.a - Value (excl. sponsor support):** $169096713.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 26: 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):** $241220574.62
- **C.18.a - Value (excl. sponsor support):** $241220574.62
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Z4, C.4 - ISIN: US3130B82Z48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5999993.64
- **C.18.a - Value (excl. sponsor support):** $5999993.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL 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: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119221725.39
- **C.18.a - Value (excl. sponsor support):** $119221725.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113199583.42
- **C.18.a - Value (excl. sponsor support):** $113199583.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **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 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H62, C.4 - ISIN: US3130B8H623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241087653.27
- **C.18.a - Value (excl. sponsor support):** $241087653.27
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: 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: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241161475.68
- **C.18.a - Value (excl. sponsor support):** $241161475.68
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.775000%
- **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):** $216916115.67
- **C.18.a - Value (excl. sponsor support):** $216916115.67
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 33: 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):** $144475844.22
- **C.18.a - Value (excl. sponsor support):** $144475844.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.640000%
- **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):** $231403297.45
- **C.18.a - Value (excl. sponsor support):** $231403297.45
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.640000%
- **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):** $134899283.68
- **C.18.a - Value (excl. sponsor support):** $134899283.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SW3, C.4 - ISIN: US3130B8SW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240902510.18
- **C.18.a - Value (excl. sponsor support):** $240902510.18
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 37: 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):** $120519506.02
- **C.18.a - Value (excl. sponsor support):** $120519506.02
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 38: 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: 3130B93C2, C.4 - ISIN: US3130B93C26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124419891.56
- **C.18.a - Value (excl. sponsor support):** $124419891.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 39: 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: 3130B96H8, C.4 - ISIN: US3130B96H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123920100.30
- **C.18.a - Value (excl. sponsor support):** $123920100.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 40: 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):** $148611458.50
- **C.18.a - Value (excl. sponsor support):** $148611458.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **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):** $121718826.99
- **C.18.a - Value (excl. sponsor support):** $121718826.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **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):** $223135600.07
- **C.18.a - Value (excl. sponsor support):** $223135600.07
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 43: 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):** $149065782.89
- **C.18.a - Value (excl. sponsor support):** $149065782.89
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 44: 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):** $147120697.64
- **C.18.a - Value (excl. sponsor support):** $147120697.64
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 45: 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):** $244797913.44
- **C.18.a - Value (excl. sponsor support):** $244797913.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 46: 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):** $148369842.88
- **C.18.a - Value (excl. sponsor support):** $148369842.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 47: 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: 3130B9W48, C.4 - ISIN: US3130B9W489, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123920053.22
- **C.18.a - Value (excl. sponsor support):** $123920053.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 48: 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):** $123583331.43
- **C.18.a - Value (excl. sponsor support):** $123583331.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **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):** $489882570.48
- **C.18.a - Value (excl. sponsor support):** $489882570.48
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 50: 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):** $247400554.18
- **C.18.a - Value (excl. sponsor support):** $247400554.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **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):** $241741821.35
- **C.18.a - Value (excl. sponsor support):** $241741821.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 52: 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):** $147833340.16
- **C.18.a - Value (excl. sponsor support):** $147833340.16
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 53: 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):** $244523035.73
- **C.18.a - Value (excl. sponsor support):** $244523035.73
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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 54: 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):** $118726655.26
- **C.18.a - Value (excl. sponsor support):** $118726655.26
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 55: 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):** $232383608.83
- **C.18.a - Value (excl. sponsor support):** $232383608.83
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 56: 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):** $11988061.71
- **C.18.a - Value (excl. sponsor support):** $11988061.71
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 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: 313313H92, C.4 - ISIN: US313313H928, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185594481.74
- **C.18.a - Value (excl. sponsor support):** $185594481.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313313V39, C.4 - ISIN: US313313V390, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42440170.79
- **C.18.a - Value (excl. sponsor support):** $42440170.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313313XN3, C.4 - ISIN: US313313XN39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $220892850.02
- **C.18.a - Value (excl. sponsor support):** $220892850.02
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313313XY9, C.4 - ISIN: US313313XY93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207527152.03
- **C.18.a - Value (excl. sponsor support):** $207527152.03
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47930829.99
- **C.18.a - Value (excl. sponsor support):** $47930829.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86230946.12
- **C.18.a - Value (excl. sponsor support):** $86230946.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33503799.45
- **C.18.a - Value (excl. sponsor support):** $33503799.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $245283209.74
- **C.18.a - Value (excl. sponsor support):** $245283209.74
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 65: 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):** $26602654.13
- **C.18.a - Value (excl. sponsor support):** $26602654.13
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97895820.33
- **C.18.a - Value (excl. sponsor support):** $97895820.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244863534.88
- **C.18.a - Value (excl. sponsor support):** $244863534.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385F84, C.4 - ISIN: US313385F847, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244399358.83
- **C.18.a - Value (excl. sponsor support):** $244399358.83
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195618100.67
- **C.18.a - Value (excl. sponsor support):** $195618100.67
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244005081.77
- **C.18.a - Value (excl. sponsor support):** $244005081.77
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146604871.78
- **C.18.a - Value (excl. sponsor support):** $146604871.78
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385J72, C.4 - ISIN: US313385J724, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97119757.73
- **C.18.a - Value (excl. sponsor support):** $97119757.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146993166.00
- **C.18.a - Value (excl. sponsor support):** $146993166.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385K62, C.4 - ISIN: US313385K623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146707364.84
- **C.18.a - Value (excl. sponsor support):** $146707364.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385T55, C.4 - ISIN: US313385T558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241716808.84
- **C.18.a - Value (excl. sponsor support):** $241716808.84
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97633222.00
- **C.18.a - Value (excl. sponsor support):** $97633222.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297547453.67
- **C.18.a - Value (excl. sponsor support):** $297547453.67
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216719175.00
- **C.18.a - Value (excl. sponsor support):** $216719175.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15925008.96
- **C.18.a - Value (excl. sponsor support):** $15925008.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $212876131.29
- **C.18.a - Value (excl. sponsor support):** $212876131.29
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19853511.10
- **C.18.a - Value (excl. sponsor support):** $19853511.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246615058.88
- **C.18.a - Value (excl. sponsor support):** $246615058.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $172407151.00
- **C.18.a - Value (excl. sponsor support):** $172407151.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, 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: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244583084.57
- **C.18.a - Value (excl. sponsor support):** $244583084.57
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246246535.84
- **C.18.a - Value (excl. sponsor support):** $246246535.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221609991.91
- **C.18.a - Value (excl. sponsor support):** $221609991.91
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147644196.00
- **C.18.a - Value (excl. sponsor support):** $147644196.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245950175.84
- **C.18.a - Value (excl. sponsor support):** $245950175.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? No, 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122950392.08
- **C.18.a - Value (excl. sponsor support):** $122950392.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 90: 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):** $18875164.83
- **C.18.a - Value (excl. sponsor support):** $18875164.83
- **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 91: 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):** $111479503.01
- **C.18.a - Value (excl. sponsor support):** $111479503.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 92: 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):** $44375067.47
- **C.18.a - Value (excl. sponsor support):** $44375067.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 93: 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):** $38787187.71
- **C.18.a - Value (excl. sponsor support):** $38787187.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 94: 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):** $23758694.70
- **C.18.a - Value (excl. sponsor support):** $23758694.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 95: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196214518.48
- **C.18.a - Value (excl. sponsor support):** $196214518.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 96: 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: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77505123.53
- **C.18.a - Value (excl. sponsor support):** $77505123.53
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **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):** $87210072.47
- **C.18.a - Value (excl. sponsor support):** $87210072.47
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 98: 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: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169623844.06
- **C.18.a - Value (excl. sponsor support):** $169623844.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43700496.87
- **C.18.a - Value (excl. sponsor support):** $43700496.87
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **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):** $174290260.46
- **C.18.a - Value (excl. sponsor support):** $174290260.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 101: 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: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72644278.74
- **C.18.a - Value (excl. sponsor support):** $72644278.74
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 102: 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: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144600665.16
- **C.18.a - Value (excl. sponsor support):** $144600665.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96300538.32
- **C.18.a - Value (excl. sponsor support):** $96300538.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **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):** $144910755.93
- **C.18.a - Value (excl. sponsor support):** $144910755.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 105: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96600815.30
- **C.18.a - Value (excl. sponsor support):** $96600815.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **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):** $48910696.88
- **C.18.a - Value (excl. sponsor support):** $48910696.88
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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):** $39866993.75
- **C.18.a - Value (excl. sponsor support):** $39866993.75
- **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 3.765000%
- **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):** $19010013.00
- **C.18.a - Value (excl. sponsor support):** $19010013.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.760000%
- **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):** $144142532.56
- **C.18.a - Value (excl. sponsor support):** $144142532.56
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.755000%
- **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):** $40009368.40
- **C.18.a - Value (excl. sponsor support):** $40009368.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.765000%
- **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):** $40047082.40
- **C.18.a - Value (excl. sponsor support):** $40047082.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.770000%
- **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):** $17404734.37
- **C.18.a - Value (excl. sponsor support):** $17404734.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.775000%
- **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):** $58203990.78
- **C.18.a - Value (excl. sponsor support):** $58203990.78
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.800000%
- **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):** $200054110.00
- **C.18.a - Value (excl. sponsor support):** $200054110.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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):** $3296509.26
- **C.18.a - Value (excl. sponsor support):** $3296509.26
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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):** $48218908.65
- **C.18.a - Value (excl. sponsor support):** $48218908.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 3.680000%
- **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):** $84608491.30
- **C.18.a - Value (excl. sponsor support):** $84608491.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.830000%
- **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):** $63007364.70
- **C.18.a - Value (excl. sponsor support):** $63007364.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.705000%
- **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):** $145201325.68
- **C.18.a - Value (excl. sponsor support):** $145201325.68
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.675000%
- **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):** $116102823.55
- **C.18.a - Value (excl. sponsor support):** $116102823.55
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.700000%
- **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):** $280758871.21
- **C.18.a - Value (excl. sponsor support):** $280758871.21
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.755000%
- **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):** $96801662.06
- **C.18.a - Value (excl. sponsor support):** $96801662.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDW4, C.4 - ISIN: US3133ETDW46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 124: 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: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241985874.08
- **C.18.a - Value (excl. sponsor support):** $241985874.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 125: 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: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69708663.71
- **C.18.a - Value (excl. sponsor support):** $69708663.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 126: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.782900%
- **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):** $62905620.74
- **C.18.a - Value (excl. sponsor support):** $62905620.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 127: 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: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38808597.69
- **C.18.a - Value (excl. sponsor support):** $38808597.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: 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: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115026650.10
- **C.18.a - Value (excl. sponsor support):** $115026650.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.660000%
- **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):** $14500564.63
- **C.18.a - Value (excl. sponsor support):** $14500564.63
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 130: 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: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96759850.12
- **C.18.a - Value (excl. sponsor support):** $96759850.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 131: 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: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $231704518.15
- **C.18.a - Value (excl. sponsor support):** $231704518.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 132: 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: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96764867.33
- **C.18.a - Value (excl. sponsor support):** $96764867.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 133: 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: 3133ETU96, C.4 - ISIN: US3133ETU969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63515255.24
- **C.18.a - Value (excl. sponsor support):** $63515255.24
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **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):** $48356616.21
- **C.18.a - Value (excl. sponsor support):** $48356616.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 135: 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: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433879189.43
- **C.18.a - Value (excl. sponsor support):** $433879189.43
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 136: 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: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24116143.39
- **C.18.a - Value (excl. sponsor support):** $24116143.39
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 137: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **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):** $120514287.69
- **C.18.a - Value (excl. sponsor support):** $120514287.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 138: 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: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144237369.09
- **C.18.a - Value (excl. sponsor support):** $144237369.09
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 139: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **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):** $144935823.85
- **C.18.a - Value (excl. sponsor support):** $144935823.85
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 140: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **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):** $20910430.35
- **C.18.a - Value (excl. sponsor support):** $20910430.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 141: 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: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21911860.16
- **C.18.a - Value (excl. sponsor support):** $21911860.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.675000%
- **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):** $160611299.82
- **C.18.a - Value (excl. sponsor support):** $160611299.82
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 143: 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: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123920791.66
- **C.18.a - Value (excl. sponsor support):** $123920791.66
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 144: 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: 3133EWKE9, C.4 - ISIN: US3133EWKE93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148525112.84
- **C.18.a - Value (excl. sponsor support):** $148525112.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 145: 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: 3133EWKL3, C.4 - ISIN: US3133EWKL37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $113519867.04
- **C.18.a - Value (excl. sponsor support):** $113519867.04
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 146: 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: 3133EWNA4, C.4 - ISIN: US3133EWNA45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146927789.07
- **C.18.a - Value (excl. sponsor support):** $146927789.07
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 147: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $61017829.08
- **C.18.a - Value (excl. sponsor support):** $61017829.08
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 148: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $130663226.07
- **C.18.a - Value (excl. sponsor support):** $130663226.07
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 149: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $68623897.50
- **C.18.a - Value (excl. sponsor support):** $68623897.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 150: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $65801003.45
- **C.18.a - Value (excl. sponsor support):** $65801003.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 151: 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):** $168647281.58
- **C.18.a - Value (excl. sponsor support):** $168647281.58
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 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: 3134HB3N9, C.4 - ISIN: US3134HB3N94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240025607.92
- **C.18.a - Value (excl. sponsor support):** $240025607.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 153: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.725000%
- **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):** $100358751.73
- **C.18.a - Value (excl. sponsor support):** $100358751.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 154: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB4C2, C.4 - ISIN: US3134HB4C21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241086423.66
- **C.18.a - Value (excl. sponsor support):** $241086423.66
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $240633994.69
- **C.18.a - Value (excl. sponsor support):** $240633994.69
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 3.755000%
- **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):** $169354196.32
- **C.18.a - Value (excl. sponsor support):** $169354196.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.745000%
- **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):** $120610156.93
- **C.18.a - Value (excl. sponsor support):** $120610156.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.770000%
- **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):** $144974604.18
- **C.18.a - Value (excl. sponsor support):** $144974604.18
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.770000%
- **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):** $143963569.62
- **C.18.a - Value (excl. sponsor support):** $143963569.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.710000%
- **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):** $72573742.71
- **C.18.a - Value (excl. sponsor support):** $72573742.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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):** $240922873.47
- **C.18.a - Value (excl. sponsor support):** $240922873.47
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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):** $240966633.12
- **C.18.a - Value (excl. sponsor support):** $240966633.12
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 3.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCEC9, C.4 - ISIN: US3134HCEC93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120358919.52
- **C.18.a - Value (excl. sponsor support):** $120358919.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: 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):** $124468122.11
- **C.18.a - Value (excl. sponsor support):** $124468122.11
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 165: 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):** $123754812.74
- **C.18.a - Value (excl. sponsor support):** $123754812.74
- **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 166: 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):** $246452986.86
- **C.18.a - Value (excl. sponsor support):** $246452986.86
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 167: 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):** $148683816.96
- **C.18.a - Value (excl. sponsor support):** $148683816.96
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 168: 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):** $148634895.98
- **C.18.a - Value (excl. sponsor support):** $148634895.98
- **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 169: 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):** $148649979.84
- **C.18.a - Value (excl. sponsor support):** $148649979.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 170: 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):** $148667617.10
- **C.18.a - Value (excl. sponsor support):** $148667617.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 171: 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):** $248534788.61
- **C.18.a - Value (excl. sponsor support):** $248534788.61
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 3.680000%
- **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):** $247056321.93
- **C.18.a - Value (excl. sponsor support):** $247056321.93
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 173: 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):** $123830379.16
- **C.18.a - Value (excl. sponsor support):** $123830379.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 174: 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):** $148482285.36
- **C.18.a - Value (excl. sponsor support):** $148482285.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 175: 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):** $247578870.34
- **C.18.a - Value (excl. sponsor support):** $247578870.34
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 176: 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):** $198209154.80
- **C.18.a - Value (excl. sponsor support):** $198209154.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 177: 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):** $244698584.44
- **C.18.a - Value (excl. sponsor support):** $244698584.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 178: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.730000%
- **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):** $96612372.53
- **C.18.a - Value (excl. sponsor support):** $96612372.53
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 179: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750000%
- **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):** $42508042.28
- **C.18.a - Value (excl. sponsor support):** $42508042.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 180: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.765000%
- **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):** $239192452.80
- **C.18.a - Value (excl. sponsor support):** $239192452.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 181: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $113034855.98
- **C.18.a - Value (excl. sponsor support):** $113034855.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 182: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $100636153.62
- **C.18.a - Value (excl. sponsor support):** $100636153.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 183: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $140682374.72
- **C.18.a - Value (excl. sponsor support):** $140682374.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 184: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $52924656.16
- **C.18.a - Value (excl. sponsor support):** $52924656.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 185: 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: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $59428424.67
- **C.18.a - Value (excl. sponsor support):** $59428424.67
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 186: 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: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92027351.60
- **C.18.a - Value (excl. sponsor support):** $92027351.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 187: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.715000%
- **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):** $93316291.11
- **C.18.a - Value (excl. sponsor support):** $93316291.11
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 188: 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):** $149069733.12
- **C.18.a - Value (excl. sponsor support):** $149069733.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 189: 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):** $148679361.89
- **C.18.a - Value (excl. sponsor support):** $148679361.89
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 190: 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):** $148407523.63
- **C.18.a - Value (excl. sponsor support):** $148407523.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 191: 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):** $146752842.93
- **C.18.a - Value (excl. sponsor support):** $146752842.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 192: 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):** $247066865.34
- **C.18.a - Value (excl. sponsor support):** $247066865.34
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 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):** $244477288.74
- **C.18.a - Value (excl. sponsor support):** $244477288.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 194: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 195: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 196: 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):** $73594141.75
- **C.18.a - Value (excl. sponsor support):** $73594141.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 197: 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):** $148660608.26
- **C.18.a - Value (excl. sponsor support):** $148660608.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 198: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35572187.50
- **C.18.a - Value (excl. sponsor support):** $35572187.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 199: 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):** $142535304.73
- **C.18.a - Value (excl. sponsor support):** $142535304.73
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 200: 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):** $81711550.57
- **C.18.a - Value (excl. sponsor support):** $81711550.57
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 201: 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):** $32655859.42
- **C.18.a - Value (excl. sponsor support):** $32655859.42
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 202: 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):** $43070261.56
- **C.18.a - Value (excl. sponsor support):** $43070261.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: 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):** $67782818.96
- **C.18.a - Value (excl. sponsor support):** $67782818.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 204: 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):** $127579708.50
- **C.18.a - Value (excl. sponsor support):** $127579708.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 205: 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):** $16430618.05
- **C.18.a - Value (excl. sponsor support):** $16430618.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 206: 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):** $8907620.69
- **C.18.a - Value (excl. sponsor support):** $8907620.69
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 207: 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):** $495265732.50
- **C.18.a - Value (excl. sponsor support):** $495265732.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 208: 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):** $432289664.40
- **C.18.a - Value (excl. sponsor support):** $432289664.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 209: 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):** $140543530.89
- **C.18.a - Value (excl. sponsor support):** $140543530.89
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: 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):** $410852747.39
- **C.18.a - Value (excl. sponsor support):** $410852747.39
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: 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):** $175263821.21
- **C.18.a - Value (excl. sponsor support):** $175263821.21
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 212: 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):** $51657128.77
- **C.18.a - Value (excl. sponsor support):** $51657128.77
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 213: 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):** $83703260.40
- **C.18.a - Value (excl. sponsor support):** $83703260.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 214: 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):** $344436046.88
- **C.18.a - Value (excl. sponsor support):** $344436046.88
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 215: 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):** $49596776.06
- **C.18.a - Value (excl. sponsor support):** $49596776.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 216: 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):** $21531332.00
- **C.18.a - Value (excl. sponsor support):** $21531332.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 217: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $308300000.00
- **C.18.a - Value (excl. sponsor support):** $308300000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 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):** $55191981.74
- **C.18.a - Value (excl. sponsor support):** $55191981.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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):** $57899470.63
- **C.18.a - Value (excl. sponsor support):** $57899470.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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):** $120170366.43
- **C.18.a - Value (excl. sponsor support):** $120170366.43
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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):** $387106304.55
- **C.18.a - Value (excl. sponsor support):** $387106304.55
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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):** $37464644.44
- **C.18.a - Value (excl. sponsor support):** $37464644.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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):** $49641626.82
- **C.18.a - Value (excl. sponsor support):** $49641626.82
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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):** $571958950.92
- **C.18.a - Value (excl. sponsor support):** $571958950.92
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181279277.57
- **C.18.a - Value (excl. sponsor support):** $181279277.57
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.825200%
- **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):** $117449310.34
- **C.18.a - Value (excl. sponsor support):** $117449310.34
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 227: 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):** $182720624.54
- **C.18.a - Value (excl. sponsor support):** $182720624.54
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 228: 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):** $63741433.52
- **C.18.a - Value (excl. sponsor support):** $63741433.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 229: 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):** $85353932.54
- **C.18.a - Value (excl. sponsor support):** $85353932.54
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.848200%
- **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):** $438653182.14
- **C.18.a - Value (excl. sponsor support):** $438653182.14
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 231: 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):** $245254512.33
- **C.18.a - Value (excl. sponsor support):** $245254512.33
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 232: 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):** $137254218.41
- **C.18.a - Value (excl. sponsor support):** $137254218.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 233: 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):** $586050552.00
- **C.18.a - Value (excl. sponsor support):** $586050552.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.741200%
- **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):** $420641670.66
- **C.18.a - Value (excl. sponsor support):** $420641670.66
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 235: 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):** $494498927.06
- **C.18.a - Value (excl. sponsor support):** $494498927.06
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 236: 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):** $288509590.20
- **C.18.a - Value (excl. sponsor support):** $288509590.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.803200%
- **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):** $560109797.15
- **C.18.a - Value (excl. sponsor support):** $560109797.15
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 238: 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):** $234538436.28
- **C.18.a - Value (excl. sponsor support):** $234538436.28
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 239: 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):** $20216175.76
- **C.18.a - Value (excl. sponsor support):** $20216175.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 240: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.802200%
- **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):** $565974118.48
- **C.18.a - Value (excl. sponsor support):** $565974118.48
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 241: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.833200%
- **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):** $184596977.34
- **C.18.a - Value (excl. sponsor support):** $184596977.34
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.742200%
- **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):** $101915954.48
- **C.18.a - Value (excl. sponsor support):** $101915954.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 243: 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: ARP1EROJ0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EROJ0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                        | 2054-11-25      | 4.5852%  | 0.0000% | $437218.00         | $299221.38         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-190 EQ                                   | 2052-04-20      | 5.0000%  | 0.0000% | $130291200.00      | $115943225.87      | Agency Collateralized Mortgage Obligation |
| GNRA 2026-063 MF                                   | 2056-04-20      | 4.6435%  | 0.0000% | $203305728.00      | $205823640.64      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-11-25      | 6.0000%  | 0.0000% | $5541030.00        | $5647979.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2045-01-15      | 2.0000%  | 0.0000% | $49999997.00       | $3291806.60        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $962838.84         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-09-25      | 4.9452%  | 0.0000% | $30000000.00       | $20190818.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1082202.46        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-073       A-2    20280125 3.3 | 2028-01-25      | 3.3500%  | 0.0000% | $2800000.00        | $2768328.11        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-104       A-M    20300125 1.9 | 2030-01-25      | 1.9550%  | 0.0000% | $3301000.00        | $3036480.51        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.3452%  | 0.0000% | $27750000.00       | $17927404.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-166 V                                    | 2034-05-16      | 2.5000%  | 0.0000% | $1187510.00        | $754988.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-044 JF                                   | 2056-02-20      | 4.3901%  | 0.0000% | $124409344.00      | $124068683.44      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-020 FB                                   | 2054-02-20      | 4.8201%  | 0.0000% | $30000000.00       | $16210692.05       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-07-25      | 1.5000%  | 0.0000% | $3000000.00        | $1685627.72        | Agency Collateralized Mortgage Obligation |

### Security 244: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.760000%
- **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: ARP1FCPF9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FCPF9
- **C.18 - Value (incl. sponsor support):** $1245000000.00
- **C.18.a - Value (excl. sponsor support):** $1245000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 2025-114 YF                                   | 2055-07-20      | 5.1601%  | 0.0000% | $100000000.00      | $70986607.23       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KS10         C      20281025 FLT | 2028-10-25      | 10.3667% | 0.0000% | $98767999.00       | $30622103.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 YF                                   | 2055-06-20      | 5.3901%  | 0.0000% | $100000000.00      | $71166818.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 TF                                   | 2053-05-20      | 4.6401%  | 0.0000% | $100000000.00      | $34254064.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-57 FL                                    | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $32010007.55       | Agency Collateralized Mortgage Obligation |
| FNRM CL096BE R11F096                               | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $904619.44         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11404127.74       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-12-25      | 3.0000%  | 0.0000% | $4000000.00        | $2477420.95        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 5.0000%  | 0.0000% | $39773499.00       | $39785409.22       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 4.7500%  | 0.0000% | $89449216.00       | $87919490.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2040-12-25      | 2.0000%  | 0.0000% | $5000000.00        | $3502306.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-044 D                                    | 2052-07-20      | 4.5000%  | 0.0000% | $4593080.00        | $4521409.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 D                                    | 2051-06-20      | 5.2500%  | 0.0000% | $16000000.00       | $6438642.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FU                                   | 2054-04-20      | 4.6401%  | 0.0000% | $30000000.00       | $22106993.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-042 BA                                   | 2055-12-16      | 4.5000%  | 0.0000% | $4628000.00        | $4254228.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 YF                                   | 2054-07-20      | 4.7901%  | 0.0000% | $50000000.00       | $42111976.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-101 FB                                   | 2054-06-20      | 4.8601%  | 0.0000% | $30000000.00       | $12383519.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-205 FP                                   | 2055-11-20      | 4.6901%  | 0.0000% | $7960000.00        | $7891216.21        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-088 LA                                   | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $18976835.56       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2056-02-25      | 5.0000%  | 0.0000% | $16230304.00       | $15306163.10       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-08-25      | 5.0000%  | 0.0000% | $7287608.00        | $7008157.44        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2037-01-25      | 4.0000%  | 0.0000% | $4979662.00        | $4685032.24        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 4.3452%  | 0.0000% | $26114944.00       | $22314345.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-10-25      | 2.5000%  | 0.0000% | $10473168.00       | $2342428.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-07-25      | 5.1452%  | 0.0000% | $42382500.00       | $38538855.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 DF                                   | 2054-12-20      | 4.8401%  | 0.0000% | $40000000.00       | $36547283.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 EF                                   | 2053-06-20      | 4.6401%  | 0.0000% | $100000000.00      | $34411547.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 AG                                   | 2052-04-20      | 3.0000%  | 0.0000% | $29978112.00       | $25420838.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                   | 2055-06-20      | 5.3401%  | 0.0000% | $100000000.00      | $71080110.64       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-117 U                                    | 2052-03-20      | 2.5000%  | 0.0000% | $3600000.00        | $2622677.65        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 JA                                   | 2051-08-20      | 4.5000%  | 0.0000% | $89248512.00       | $75251462.96       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $30527968.00       | $23531175.33       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 4.0000%  | 0.0000% | $19924500.00       | $19177630.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FG                                   | 2055-04-20      | 5.3401%  | 0.0000% | $100000000.00      | $62426158.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF                                   | 2055-05-20      | 4.8401%  | 0.0000% | $100000000.00      | $90050643.87       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                    | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $79806717.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 AT                                   | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $63580653.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 NF                                   | 2054-01-20      | 4.7901%  | 0.0000% | $83770700.00       | $41215289.48       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MB     20560725 3.0 | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6326413.34        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TR 2021-K-F127  CS     20281226 FLT | 2028-12-26      | 10.0522% | 0.0000% | $61175296.00       | $29675399.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 FH                                   | 2054-07-20      | 4.6401%  | 0.0000% | $50000000.00       | $36600282.74       | Agency Collateralized Mortgage Obligation |

### Security 245: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **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: ARP1GIVT8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GIVT8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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 05.000 CLCC2002   | 2056-02-01      | 5.0000%  | 0.0000% | $1088.00           | $1057.71           | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $473.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $743838.00         | $634149.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $32024.00          | $18442.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $505.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $770.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4306   | 2056-02-01      | 5.5000%  | 0.0000% | $1040.00           | $1016.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $397987.00         | $36712.06          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips)        |
| GNRA 2025-080 FD       | 2055-05-20      | 5.0401%  | 0.0000% | $1000.00           | $624.83            | Agency Collateralized Mortgage Obligation |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $137731000.00      | $82203764.78       | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $38763584.00       | $25578180.54       | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $48533856.00       | $47673530.15       | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $684.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $1024.00           | $830.84            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $7900.00           | $7419.21           | U.S. Treasuries (including strips)        |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $659.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $638.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $5627970.00        | $5183669.59        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $728783.00         | $393270.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3600   | 2053-08-01      | 5.5000%  | 0.0000% | $1014.00           | $815.41            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502   | 2048-11-01      | 3.5000%  | 0.0000% | $1778.00           | $453.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $60379199.00       | $4408558.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $2112.00           | $305.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4584   | 2056-02-01      | 5.0000%  | 0.0000% | $3072.00           | $3000.56           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-12-25      | 5.0452%  | 0.0000% | $1000.00           | $825.25            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $153.41            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $153.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.70             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $900.00            | $890.09            | U.S. Treasuries (including strips)        |
| GNII SF MA1841 M       | 2044-04-20      | 5.0000%  | 0.0000% | $1000.00           | $52.75             | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1023.00           | $105.54            | Agency Mortgage-Backed Securities         |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0901%  | 0.0000% | $46911811.00       | $40380451.59       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $769.03            | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $8709344.00        | $7837689.01        | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1072.00           | $95.45             | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1061.00           | $74.90             | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $104.49            | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $4342.00           | $2112.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $67236000.00       | $67195531.64       | U.S. Treasuries (including strips)        |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0401%  | 0.0000% | $13097100.00       | $8838469.20        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $800.00            | $607.06            | U.S. Treasuries (including strips)        |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $13545072.00       | $7955204.16        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $28357160.00       | $22899831.59       | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M       | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $87.03             | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $14528380.00       | $8743595.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3741   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $723.11            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1008.00           | $364.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $165.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA5399 M       | 2048-08-20      | 4.5000%  | 0.0000% | $1679.00           | $127.03            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1856.00           | $170.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $92825488.00       | $8551999.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $84.45             | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $3386270.00        | $2659632.98        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $13300.00          | $11542.17          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $300.00            | $283.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $6326400.00        | $6161597.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | 0.0000% | $1000.00           | $991.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $600.00            | $520.51            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CISB1698   | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $952.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1000.00           | $83.68             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2480.42           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $216.02            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $2484000.00        | $1924090.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.83             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $301600.00         | $296376.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $300.14            | U.S. Treasuries (including strips)        |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $1024.00           | $77.23             | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $102.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $87.28             | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1023.00           | $718.93            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1661100.00        | $1453981.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $602300.00         | $575960.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $16700.00          | $17919.75          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $653000.00         | $539129.93         | U.S. Treasuries (including strips)        |
| GNMI SF 790802 X       | 2042-09-15      | 3.5000%  | 0.0000% | $29786.00          | $14057.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 4.6452%  | 0.0000% | $1536.00           | $1533.18           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $169.85            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $400.00            | $408.89            | U.S. Treasuries (including strips)        |
| GNII JM MA0312 M       | 2042-08-20      | 3.5000%  | 0.0000% | $1001.00           | $34.82             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD6764   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $926.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X       | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $77.48             | Agency Mortgage-Backed Securities         |
| GNII SF MA2892 M       | 2045-06-20      | 3.5000%  | 0.0000% | $1000.00           | $81.62             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $151310.00         | $20197.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $69.34             | Agency Mortgage-Backed Securities         |
| GNII AP 787887 M       | 2055-01-20      | 4.0000%  | 0.0000% | $2005.00           | $1483.13           | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $48969700.00       | $38342007.41       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $2881.00           | $585.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $7124800.00        | $2497080.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M       | 2044-12-20      | 3.5000%  | 0.0000% | $127172.00         | $8606.61           | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $10488464.00       | $8627528.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $15013632.00       | $11054209.32       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $2752.00           | $1282.59           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $68867000.00       | $65563754.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $5173700.00        | $5191274.72        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CISB1830   | 2040-08-01      | 5.5000%  | 0.0000% | $1008.00           | $996.53            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $388.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $30628800.00       | $31230820.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $643200.00         | $671658.88         | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $464.80            | Agency Mortgage-Backed Securities         |

### Security 246: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **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: ARP1H0896, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1H0896
- **C.18 - Value (incl. sponsor support):** $736000000.00
- **C.18.a - Value (excl. sponsor support):** $736000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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? 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 2025-149 F  | 2065-09-20      | 4.4901%  | 0.0000% | $56620581.00       | $55599409.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 UF | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $60369426.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-177 FG | 2055-10-20      | 4.9001%  | 0.0000% | $50000000.00       | $49077818.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-135 GF | 2051-08-20      | 3.9755%  | 0.0000% | $3424379.00        | $2146172.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA | 2055-07-20      | 4.7901%  | 0.0000% | $24213966.00       | $21224402.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA | 2055-03-20      | 4.6901%  | 0.0000% | $100000000.00      | $81490353.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ | 2055-06-20      | 4.8401%  | 0.0000% | $50000000.00       | $46009832.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-050 FG | 2055-03-20      | 4.7901%  | 0.0000% | $70000000.00       | $46026105.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FB | 2065-11-20      | 4.5401%  | 0.0000% | $49278306.00       | $48225178.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-154 FD | 2051-09-20      | 3.9755%  | 0.0000% | $114000000.00      | $72076123.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-025 DF | 2066-02-20      | 4.3401%  | 0.0000% | $58333332.00       | $57327620.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-188 FN | 2050-12-20      | 3.9755%  | 0.0000% | $117160876.00      | $64216119.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 FL | 2055-07-20      | 5.2901%  | 0.0000% | $50000000.00       | $47037335.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-175 FD | 2050-11-20      | 3.9755%  | 0.0000% | $106363634.00      | $60924533.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-167 FM | 2050-11-20      | 3.9755%  | 0.0000% | $109941672.00      | $61049567.12       | Agency Collateralized Mortgage Obligation |

### Security 247: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 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: ARP1H1878, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1H1878
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DO3142 C     | 2056-01-20      | 6.5000%  | 0.0000% | $4096016.00        | $3836394.91        | Agency Mortgage-Backed Securities |
| GNII SF DR1430 C     | 2056-03-20      | 6.0000%  | 0.0000% | $140128.00         | $143393.50         | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $339088543.00      | $78115924.55       | Agency Mortgage-Backed Securities |
| GNII ET DQ9979 C     | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $913.13            | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $1024.00           | $717.28            | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $1008.00           | $762.15            | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $1003.00           | $957.69            | Agency Mortgage-Backed Securities |
| GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $18963256.00       | $18869580.74       | Agency Mortgage-Backed Securities |
| GNII JM MB0735 M     | 2055-09-20      | 6.5000%  | 0.0000% | $4380744.00        | $3696277.80        | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $123693203.00      | $66000036.51       | Agency Mortgage-Backed Securities |
| GNII SP 786905 C     | 2053-07-20      | 6.0000%  | 0.0000% | $6319184.00        | $4439102.10        | Agency Mortgage-Backed Securities |
| GNII SF DP6481 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2000.00           | $2109.01           | Agency Mortgage-Backed Securities |
| GNII SF DP4402 C     | 2056-02-20      | 6.0000%  | 0.0000% | $2441.00           | $2497.35           | Agency Mortgage-Backed Securities |
| GNII SF DH6435 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1510152.00        | $1604224.01        | Agency Mortgage-Backed Securities |
| GNII SF MB1070 M     | 2056-03-20      | 5.0000%  | 0.0000% | $20070912.00       | $20033274.58       | Agency Mortgage-Backed Securities |
| GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $46093312.00       | $44618095.55       | Agency Mortgage-Backed Securities |
| GNII SF DQ8216 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1008.00           | $1007.89           | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $134664525.00      | $72523278.18       | Agency Mortgage-Backed Securities |
| GNII SF 004246 M     | 2038-09-20      | 6.5000%  | 0.0000% | $1007.00           | $10.05             | Agency Mortgage-Backed Securities |
| GNII SF DO5285 C     | 2055-12-20      | 6.0000%  | 0.0000% | $2908.00           | $3053.55           | Agency Mortgage-Backed Securities |
| GNMI SF 738002 X     | 2041-02-15      | 4.0000%  | 0.0000% | $12977.00          | $1074.07           | Agency Mortgage-Backed Securities |
| GNMI SF 723614 X     | 2040-01-15      | 5.5000%  | 0.0000% | $113474.00         | $7894.73           | Agency Mortgage-Backed Securities |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $5740928.00        | $5683043.93        | Agency Mortgage-Backed Securities |
| GNMI SF 669068 X     | 2037-06-15      | 6.0000%  | 0.0000% | $1481.00           | $10.25             | Agency Mortgage-Backed Securities |
| GNII ET DP5168 C     | 2064-10-20      | 7.5000%  | 0.0000% | $333652.00         | $346765.54         | Agency Mortgage-Backed Securities |
| GNII ET DP9346 C     | 2066-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1019.42           | Agency Mortgage-Backed Securities |
| GNII SF DP9935 C     | 2056-02-20      | 5.5000%  | 0.0000% | $7261296.00        | $7386055.41        | Agency Mortgage-Backed Securities |
| GNII ET DQ3062 C     | 2066-02-20      | 6.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities |
| GNPL PN DQ1940       | 2061-04-15      | 5.0800%  | 0.0000% | $49945.00          | $50522.08          | Agency Mortgage-Backed Securities |
| GNII SF DP6988 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1008.00           | $1026.54           | Agency Mortgage-Backed Securities |
| GNCL CL DC7242       | 2067-03-15      | 5.7000%  | 0.0000% | $1008.00           | $1050.93           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  | 0.0000% | $2093181.00        | $117403.31         | Agency Mortgage-Backed Securities |
| GNII ET DN6639 C     | 2066-03-20      | 6.0000%  | 0.0000% | $2318996.00        | $2387408.83        | Agency Mortgage-Backed Securities |
| GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $1224.00           | $5.37              | Agency Mortgage-Backed Securities |
| GNII SF DP9486 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1008.00           | $979.82            | Agency Mortgage-Backed Securities |
| GNPL PN DP3522       | 2061-04-15      | 5.1500%  | 0.0000% | $1004.00           | $1020.87           | Agency Mortgage-Backed Securities |
| GNII SF DR1404 C     | 2056-04-20      | 6.0000%  | 0.0000% | $7164630.00        | $7338589.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $24671473.00       | $17972802.93       | Agency Mortgage-Backed Securities |
| GNPL PN DE7031       | 2060-01-15      | 5.4400%  | 0.0000% | $181999.00         | $185813.94         | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $33861444.00       | $32605080.23       | Agency Mortgage-Backed Securities |
| GNII ET DO4747 C     | 2065-12-20      | 7.0000%  | 0.0000% | $1008.00           | $1051.57           | Agency Mortgage-Backed Securities |
| GNII ET DR6154 C     | 2066-04-20      | 6.5000%  | 0.0000% | $5289.00           | $5562.70           | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $878.30            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA4419 | 2039-12-01      | 5.5000%  | 0.0000% | $1032642.00        | $109437.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZT1609 | 2034-01-01      | 3.0000%  | 0.0000% | $5589680.00        | $638270.03         | Agency Mortgage-Backed Securities |
| GNMI SF AA5947 X     | 2042-12-15      | 2.5000%  | 0.0000% | $1001.00           | $109.34            | Agency Mortgage-Backed Securities |
| GNCL CL DL7531       | 2068-05-15      | 5.3400%  | 0.0000% | $611948.00         | $617044.10         | Agency Mortgage-Backed Securities |
| GNII JM MB0802 M     | 2055-01-20      | 6.0000%  | 0.0000% | $1008.00           | $925.46            | Agency Mortgage-Backed Securities |
| GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  | 0.0000% | $814103.00         | $334697.46         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $33751.21          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $90998.22          | Agency Mortgage-Backed Securities |
| GNII ET DP9347 C     | 2066-03-20      | 6.5000%  | 0.0000% | $37150.00          | $39139.72          | Agency Mortgage-Backed Securities |
| GNII ET DQ9954 C     | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| GNII ET DP7342 C     | 2066-03-20      | 6.0000%  | 0.0000% | $1021.00           | $1050.99           | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $156991322.00      | $95000661.42       | Agency Mortgage-Backed Securities |
| GNII SF MB0938 M     | 2056-01-20      | 6.0000%  | 0.0000% | $2047.00           | $2095.83           | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $30312222.00       | $26538062.08       | Agency Mortgage-Backed Securities |
| GNII SF DO3646 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3942.00           | $4235.90           | Agency Mortgage-Backed Securities |
| GNII SF MA2755 M     | 2045-04-20      | 4.0000%  | 0.0000% | $1079.00           | $89.60             | Agency Mortgage-Backed Securities |
| GNII SF DK9197 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1008.00           | $1016.46           | Agency Mortgage-Backed Securities |
| GNII SF 004290 M     | 2038-11-20      | 5.5000%  | 0.0000% | $17031.00          | $186.11            | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $1140.00           | $522.49            | Agency Mortgage-Backed Securities |
| GNII SF MA9903 M     | 2054-08-20      | 4.0000%  | 0.0000% | $1024.00           | $909.40            | Agency Mortgage-Backed Securities |
| GNII SF DS2093 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1008.00           | $1007.89           | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1024.00           | $625.26            | Agency Mortgage-Backed Securities |
| GNII SF 004059 M     | 2037-12-20      | 5.5000%  | 0.0000% | $550187.00         | $4652.13           | Agency Mortgage-Backed Securities |

### Security 248: 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: ARP1H88S7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1H88S7
- **C.18 - Value (incl. sponsor support):** $1483000000.00
- **C.18.a - Value (excl. sponsor support):** $1483000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $125500.00         | $113254.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $300164000.00      | $249998585.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $285457600.00      | $249999807.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $250501800.00      | $249988878.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $261257600.00      | $249998391.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $65299000.00       | $60843115.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $274414000.00      | $202181018.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $229734400.00      | $249997497.76      | U.S. Treasuries (including strips) |

### Security 249: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H9715, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1H9715
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? 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 | 2049-08-15      | 2.2500%  | 0.0000% | $97400.00          | $60421.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $206800.00         | $204943.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.0000%  | 0.0000% | $999700.00         | $983052.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $1245200.00        | $1237291.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $499900.00         | $529260.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $17400.00          | $17693.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $73200.00          | $80246.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $10719400.00       | $10792164.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $249.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $299600.00         | $305574.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $378000.00         | $378533.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $10200.00          | $10365.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $201900.00         | $205574.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $209900.00         | $209939.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $199000.00         | $196541.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $3071100.00        | $3060673.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $6985400.00        | $6118667.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $2107700.00        | $1986922.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $5319000.00        | $5067328.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $28684900.00       | $28921473.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $600.00            | $609.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $36916000.00       | $37233893.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $145.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1000.00           | $783.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $37674300.00       | $37670036.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $866300.00         | $623961.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $259400.00         | $257636.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $1000.00           | $580.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $3000.00           | $3877.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $300100.00         | $366876.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $18136500.00       | $17648681.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $845200.00         | $401827.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $422100.00         | $422611.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $709200.00         | $702442.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7463%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $200000.00         | $200081.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $205.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $41100.00          | $40596.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $426800.00         | $434055.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $2078700.00        | $2073137.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $44100.00          | $43826.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $8923100.00        | $14811090.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $22300.00          | $21925.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $900.00            | $913.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $13900.00          | $13433.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $523700.00         | $522397.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $71000.00          | $68746.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $499000.00         | $497057.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $342100.00         | $194019.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $6552100.00        | $6597946.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $788700.00         | $775666.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-25      | 0.0000%  | 0.0000% | $43500.00          | $42993.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $260.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-11      | 0.0000%  | 0.0000% | $5612200.00        | $5554893.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $430.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $2900.00           | $2958.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $999500.00         | $978839.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $3396600.00        | $3395254.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $2585200.00        | $2617585.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $320200.00         | $328512.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $800.00            | $818.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $7000000.00        | $7335720.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $159.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $12900000.00       | $12910621.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $559800.00         | $890887.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $5700.00           | $5613.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $11372400.00       | $11536810.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $22185000.00       | $22301153.31       | U.S. Treasuries (including strips) |

### Security 250: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.660000%
- **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: ARP1H9772, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1H9772
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? 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 2026-001 FB | 2056-01-20      | 4.8401%  | 0.0000% | $950000.00         | $892518.31         | Agency Collateralized Mortgage Obligation |
| GNRM 2026-060 LT | 2056-04-20      | 4.5000%  | 0.0000% | $26034846.00       | $25303136.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-062 BF | 2054-04-20      | 4.6901%  | 0.0000% | $50000000.00       | $36526076.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FG | 2055-02-20      | 4.8901%  | 0.0000% | $9100000.00        | $7221013.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-023 F  | 2053-02-20      | 4.4401%  | 0.0000% | $100000000.00      | $45759373.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-075 FA | 2053-05-20      | 4.7401%  | 0.0000% | $100000000.00      | $36718929.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD | 2053-12-20      | 4.8901%  | 0.0000% | $100000000.00      | $34191698.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-130 FB | 2053-09-20      | 4.9901%  | 0.0000% | $29000000.00       | $17830703.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 BF | 2053-07-20      | 4.6401%  | 0.0000% | $25000000.00       | $12915364.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 GF | 2056-01-20      | 4.6401%  | 0.0000% | $46150000.00       | $45892106.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA | 2054-01-20      | 4.7401%  | 0.0000% | $100000000.00      | $34763152.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-159 FM | 2054-10-20      | 4.6901%  | 0.0000% | $2000000.00        | $1766503.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF | 2065-02-20      | 4.8401%  | 0.0000% | $2000000.00        | $1167043.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FJ | 2054-11-20      | 4.8901%  | 0.0000% | $50000000.00       | $28473892.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 FJ | 2054-11-20      | 4.7901%  | 0.0000% | $3000000.00        | $1693782.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE | 2052-09-20      | 4.0901%  | 0.0000% | $15188000.00       | $9529558.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-097 FC | 2053-07-20      | 4.6901%  | 0.0000% | $89283618.00       | $46068883.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-035 KF | 2050-03-20      | 4.2255%  | 0.0000% | $25000000.00       | $6302336.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FG | 2050-09-20      | 4.5901%  | 0.0000% | $5060469.00        | $3820814.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-096 FA | 2053-07-20      | 4.6901%  | 0.0000% | $25000000.00       | $12933344.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-020 FE | 2040-02-20      | 4.5255%  | 0.0000% | $131000000.00      | $4216668.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF | 2042-08-16      | 4.0289%  | 0.0000% | $506000.00         | $14286.30          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-154 FB | 2054-09-20      | 4.7401%  | 0.0000% | $2000000.00        | $1602725.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-093 FA | 2053-06-20      | 4.6401%  | 0.0000% | $20000000.00       | $10217527.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 GF | 2055-09-20      | 4.6401%  | 0.0000% | $31000000.00       | $30098529.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA  | 2046-09-20      | 4.1755%  | 0.0000% | $30000000.00       | $6327712.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-184 FD | 2053-12-20      | 4.7401%  | 0.0000% | $37900000.00       | $16833981.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB | 2054-05-20      | 4.8401%  | 0.0000% | $100000000.00      | $38901286.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FD | 2054-04-20      | 4.7401%  | 0.0000% | $30540000.00       | $14176862.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FG | 2053-05-20      | 4.6901%  | 0.0000% | $100000000.00      | $34237166.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 GF | 2055-10-20      | 4.6401%  | 0.0000% | $20000000.00       | $19755496.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 FN | 2053-09-20      | 4.6401%  | 0.0000% | $50000000.00       | $27095650.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-43 FB  | 2049-04-20      | 4.2255%  | 0.0000% | $40000000.00       | $7043460.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH | 2055-04-20      | 4.8901%  | 0.0000% | $11300000.00       | $9494197.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 FD | 2056-01-20      | 4.6401%  | 0.0000% | $41078809.00       | $40870537.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF | 2045-11-20      | 4.0555%  | 0.0000% | $48093505.00       | $7489765.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 F  | 2054-02-20      | 4.8401%  | 0.0000% | $20000000.00       | $9848346.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-014 FC | 2054-01-20      | 4.8401%  | 0.0000% | $100000000.00      | $49603970.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-065 FJ | 2054-04-20      | 4.9401%  | 0.0000% | $50000000.00       | $25562815.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-085 FB | 2055-05-20      | 4.9701%  | 0.0000% | $2000000.00        | $1464929.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD | 2039-07-16      | 4.7289%  | 0.0000% | $63000000.00       | $496819.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT | 2040-02-20      | 4.2155%  | 0.0000% | $200000000.00      | $6627032.83        | Agency Collateralized Mortgage Obligation |

### Security 251: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.660000%
- **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: ARP1H97C1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1H97C1
- **C.18 - Value (incl. sponsor support):** $1475000000.00
- **C.18.a - Value (excl. sponsor support):** $1475000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? 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 05.500 CLTB1587 | 2056-04-01      | 5.5000%  | 0.0000% | $1256265.00        | $1271879.82        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB2285 | 2056-05-01      | 7.0000%  | 0.0000% | $1449100.00        | $1543158.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7139 | 2055-11-01      | 6.5000%  | 0.0000% | $2113397.00        | $2230638.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6742 | 2055-10-01      | 5.5000%  | 0.0000% | $1740179.00        | $1777543.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3843 | 2056-01-01      | 5.0000%  | 0.0000% | $2908917.00        | $2875864.63        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLTA6209 | 2056-02-01      | 7.5000%  | 0.0000% | $1400000.00        | $1499275.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5878 | 2056-01-01      | 5.0000%  | 0.0000% | $1496491.00        | $1487841.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3542 | 2055-05-01      | 5.5000%  | 0.0000% | $2368576.00        | $2035217.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5100 | 2056-01-01      | 5.5000%  | 0.0000% | $2082139.00        | $2100775.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5413 | 2056-02-01      | 4.5000%  | 0.0000% | $1518185.00        | $1459079.70        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2937 | 2056-01-01      | 6.5000%  | 0.0000% | $2790849.00        | $2944865.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB1175 | 2056-04-01      | 6.5000%  | 0.0000% | $1505050.00        | $1580525.41        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2148 | 2056-05-01      | 4.5000%  | 0.0000% | $1919033.00        | $1863620.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB1172 | 2056-05-01      | 6.5000%  | 0.0000% | $2123538.00        | $2229233.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2194 | 2056-05-01      | 4.5000%  | 0.0000% | $1499013.00        | $1449702.97        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2023 | 2056-05-01      | 5.0000%  | 0.0000% | $2580970.00        | $2556256.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0653 | 2056-04-01      | 6.5000%  | 0.0000% | $1164722.00        | $1229649.56        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2621 | 2052-07-01      | 2.5000%  | 0.0000% | $2520650.00        | $2055249.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5758 | 2056-02-01      | 5.5000%  | 0.0000% | $1225073.00        | $1253472.53        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0802 | 2052-07-01      | 4.0000%  | 0.0000% | $3074098.00        | $2840027.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3736 | 2055-12-01      | 6.5000%  | 0.0000% | $1835308.00        | $1891789.37        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1107 | 2056-04-01      | 4.5000%  | 0.0000% | $2460854.00        | $2378078.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1367 | 2056-04-01      | 5.0000%  | 0.0000% | $2690839.00        | $2674365.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0615 | 2056-04-01      | 4.5000%  | 0.0000% | $1253278.00        | $1211993.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB2284 | 2056-05-01      | 6.5000%  | 0.0000% | $1862334.00        | $1952361.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0613 | 2056-04-01      | 6.0000%  | 0.0000% | $1435142.00        | $1494380.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7680 | 2052-07-01      | 4.5000%  | 0.0000% | $2208329.00        | $2002217.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI5867 | 2054-05-01      | 5.0000%  | 0.0000% | $2874871.00        | $2368328.29        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2864 | 2039-12-01      | 4.0000%  | 0.0000% | $1815542.00        | $1260939.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3879 | 2040-07-01      | 5.0000%  | 0.0000% | $1849865.00        | $1713928.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3876 | 2040-07-01      | 5.5000%  | 0.0000% | $3107956.00        | $2741596.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3509 | 2052-11-01      | 5.5000%  | 0.0000% | $2176270.00        | $2074323.46        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5258 | 2035-08-01      | 4.0000%  | 0.0000% | $1657023.00        | $1401405.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4430 | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1214502.94        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5286 | 2036-02-01      | 5.0000%  | 0.0000% | $1437999.00        | $1410645.12        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9468 | 2052-04-01      | 3.5000%  | 0.0000% | $2265000.00        | $1539571.77        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5230 | 2052-07-01      | 4.0000%  | 0.0000% | $3164000.00        | $1799489.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5265 | 2035-10-01      | 5.0000%  | 0.0000% | $2873720.00        | $2415626.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI5939 | 2054-05-01      | 6.0000%  | 0.0000% | $2073552.00        | $1627542.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9991 | 2054-06-01      | 5.5000%  | 0.0000% | $1895845.00        | $1862156.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5111 | 2054-05-01      | 5.5000%  | 0.0000% | $2913000.00        | $2857986.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1571 | 2038-08-01      | 5.0000%  | 0.0000% | $1881362.00        | $1338165.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1705 | 2056-05-01      | 4.5000%  | 0.0000% | $1769853.00        | $1714152.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0586 | 2056-04-01      | 5.0000%  | 0.0000% | $1641916.00        | $1645783.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1114 | 2051-04-01      | 4.5000%  | 0.0000% | $1414300.00        | $1366792.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0007 | 2056-04-01      | 5.5000%  | 0.0000% | $2683249.00        | $2751050.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9915 | 2056-04-01      | 6.5000%  | 0.0000% | $2161642.00        | $2263510.95        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB0645 | 2056-04-01      | 7.0000%  | 0.0000% | $1184235.00        | $1257578.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9448 | 2056-03-01      | 5.5000%  | 0.0000% | $1142520.00        | $1156997.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6284 | 2049-05-01      | 4.5000%  | 0.0000% | $8047707.00        | $2516747.36        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6262 | 2049-01-01      | 4.0000%  | 0.0000% | $42002789.00       | $2242756.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4291 | 2043-08-01      | 3.5000%  | 0.0000% | $12700000.00       | $1839853.86        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8580 | 2048-10-01      | 4.0000%  | 0.0000% | $18262548.00       | $2051731.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6470 | 2053-09-01      | 5.5000%  | 0.0000% | $2623000.00        | $2253034.22        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4175 | 2050-12-01      | 2.5000%  | 0.0000% | $3626000.00        | $1833473.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1443 | 2052-08-01      | 4.0000%  | 0.0000% | $3809000.00        | $2737548.28        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0325 | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2582365.65        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5808 | 2052-12-01      | 4.0000%  | 0.0000% | $1500000.00        | $1213613.91        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA7317 | 2052-05-01      | 3.0000%  | 0.0000% | $2238606.00        | $1477222.83        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1077 | 2052-06-01      | 4.0000%  | 0.0000% | $2180000.00        | $1535127.26        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $2300000.00        | $1664995.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1592 | 2040-07-01      | 5.5000%  | 0.0000% | $2674319.00        | $2071408.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6508 | 2054-09-01      | 5.5000%  | 0.0000% | $3190000.00        | $2707896.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8234 | 2038-06-01      | 5.0000%  | 0.0000% | $3816000.00        | $1940518.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8295 | 2039-04-01      | 6.0000%  | 0.0000% | $4660495.00        | $2165490.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8357 | 2039-12-01      | 6.0000%  | 0.0000% | $2659019.00        | $1371825.58        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0202 | 2050-01-01      | 4.0000%  | 0.0000% | $8445660.00        | $1990536.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8339 | 2039-11-01      | 5.0000%  | 0.0000% | $1767579.00        | $1178292.45        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8161 | 2037-07-01      | 2.0000%  | 0.0000% | $2146320.00        | $1316047.42        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0534 | 2051-02-01      | 2.5000%  | 0.0000% | $3000000.00        | $1789853.68        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD6081 | 2052-04-01      | 2.5000%  | 0.0000% | $1532624.00        | $1154795.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5687 | 2054-06-01      | 6.0000%  | 0.0000% | $1450000.00        | $1292972.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1220 | 2056-03-01      | 4.5000%  | 0.0000% | $2115248.00        | $2063464.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2207 | 2056-05-01      | 4.5000%  | 0.0000% | $2033198.00        | $1963406.45        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB2279 | 2056-05-01      | 6.5000%  | 0.0000% | $1917564.00        | $2008870.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1795 | 2056-05-01      | 4.5000%  | 0.0000% | $2414767.00        | $2341073.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0991 | 2056-04-01      | 5.0000%  | 0.0000% | $1445769.00        | $1445319.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9441 | 2056-04-01      | 5.5000%  | 0.0000% | $2089804.00        | $2120014.23        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8559 | 2056-03-01      | 5.0000%  | 0.0000% | $2631399.00        | $2622379.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2572 | 2056-05-01      | 5.0000%  | 0.0000% | $1668000.00        | $1655376.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0082 | 2056-04-01      | 5.0000%  | 0.0000% | $1893138.00        | $1884641.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4712 | 2054-01-01      | 5.0000%  | 0.0000% | $1413212.00        | $1386429.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0155 | 2056-04-01      | 5.0000%  | 0.0000% | $1442091.00        | $1435885.36        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB2271 | 2056-05-01      | 6.5000%  | 0.0000% | $1810747.00        | $1900409.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9445 | 2056-04-01      | 6.5000%  | 0.0000% | $1968800.00        | $2058342.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0574 | 2056-04-01      | 5.5000%  | 0.0000% | $1314362.00        | $1347706.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1799 | 2056-05-01      | 5.0000%  | 0.0000% | $2630495.00        | $2614632.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0728 | 2056-04-01      | 4.5000%  | 0.0000% | $1454346.00        | $1410306.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0259 | 2056-04-01      | 4.5000%  | 0.0000% | $1421619.00        | $1375438.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7943 | 2056-03-01      | 5.0000%  | 0.0000% | $2049048.00        | $2045416.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2015 | 2056-05-01      | 5.0000%  | 0.0000% | $1875645.00        | $1865405.44        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0371 | 2056-04-01      | 6.5000%  | 0.0000% | $2170850.00        | $2277953.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB2088 | 2056-05-01      | 5.5000%  | 0.0000% | $2712392.00        | $2758976.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0368 | 2056-04-01      | 6.5000%  | 0.0000% | $1303733.00        | $1366760.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2200 | 2054-08-01      | 5.5000%  | 0.0000% | $2006000.00        | $1681396.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2205 | 2056-05-01      | 4.5000%  | 0.0000% | $2586629.00        | $2497840.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0365 | 2056-04-01      | 5.5000%  | 0.0000% | $2665376.00        | $2705776.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5759 | 2056-01-01      | 5.0000%  | 0.0000% | $1950445.00        | $1935066.28        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA9216 | 2056-02-01      | 7.0000%  | 0.0000% | $2151885.00        | $2304685.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6483 | 2056-02-01      | 6.5000%  | 0.0000% | $1213393.00        | $1272947.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3176 | 2055-09-01      | 6.0000%  | 0.0000% | $1339818.00        | $1379258.18        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ0384 | 2055-07-01      | 4.5000%  | 0.0000% | $2240882.00        | $2110439.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2906 | 2055-05-01      | 6.5000%  | 0.0000% | $3194405.00        | $2428531.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4130 | 2055-09-01      | 6.0000%  | 0.0000% | $2398059.00        | $2338338.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3149 | 2055-08-01      | 6.0000%  | 0.0000% | $1440052.00        | $1391860.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0758 | 2056-04-01      | 5.0000%  | 0.0000% | $2541221.00        | $2523391.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0360 | 2056-04-01      | 6.0000%  | 0.0000% | $2345772.00        | $2433661.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9793 | 2056-04-01      | 5.5000%  | 0.0000% | $2314790.00        | $2349353.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0839 | 2056-04-01      | 5.0000%  | 0.0000% | $2032806.00        | $2025562.66        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0443 | 2056-04-01      | 4.5000%  | 0.0000% | $1427953.00        | $1378640.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7704 | 2056-03-01      | 5.0000%  | 0.0000% | $2014768.00        | $1989904.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0422 | 2056-04-01      | 5.5000%  | 0.0000% | $2345627.00        | $2383878.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1018 | 2056-04-01      | 4.5000%  | 0.0000% | $1522897.00        | $1475344.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4642 | 2056-01-01      | 6.5000%  | 0.0000% | $1513408.00        | $1601766.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0151 | 2056-04-01      | 5.0000%  | 0.0000% | $1350291.00        | $1342841.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8365 | 2056-02-01      | 5.5000%  | 0.0000% | $1389248.00        | $1400877.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6949 | 2056-02-01      | 5.0000%  | 0.0000% | $2104430.00        | $2092609.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9048 | 2056-03-01      | 5.0000%  | 0.0000% | $2734078.00        | $2721522.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2910 | 2056-01-01      | 6.0000%  | 0.0000% | $2072500.00        | $2024886.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2958 | 2056-01-01      | 6.5000%  | 0.0000% | $1110650.00        | $1155391.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2447 | 2056-01-01      | 6.5000%  | 0.0000% | $2086914.00        | $2196059.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2612 | 2056-01-01      | 5.0000%  | 0.0000% | $1281200.00        | $1262390.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5714 | 2056-02-01      | 4.5000%  | 0.0000% | $2186545.00        | $2118682.43        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ2851 | 2054-11-01      | 4.5000%  | 0.0000% | $2353000.00        | $2042015.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0583 | 2056-04-01      | 4.5000%  | 0.0000% | $1416066.00        | $1372517.72        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0427 | 2056-04-01      | 5.5000%  | 0.0000% | $1378366.00        | $1402368.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0587 | 2056-04-01      | 5.0000%  | 0.0000% | $2032290.00        | $2034821.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0582 | 2056-04-01      | 4.5000%  | 0.0000% | $1700185.00        | $1650146.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8089 | 2055-11-01      | 5.5000%  | 0.0000% | $1882634.00        | $1725440.16        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9947 | 2055-11-01      | 5.5000%  | 0.0000% | $1226365.00        | $1250468.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7413 | 2055-11-01      | 5.5000%  | 0.0000% | $2613337.00        | $2503529.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7385 | 2055-11-01      | 5.5000%  | 0.0000% | $2161713.00        | $2189109.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0205 | 2055-02-01      | 6.0000%  | 0.0000% | $2919590.00        | $2228881.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0256 | 2056-04-01      | 6.0000%  | 0.0000% | $2748853.00        | $2871085.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0440 | 2056-04-01      | 4.5000%  | 0.0000% | $2144935.00        | $2083135.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0088 | 2056-04-01      | 5.0000%  | 0.0000% | $1139610.00        | $1140116.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0173 | 2056-04-01      | 5.0000%  | 0.0000% | $2658999.00        | $2657147.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9918 | 2056-04-01      | 6.5000%  | 0.0000% | $2088400.00        | $2190493.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9202 | 2056-04-01      | 5.5000%  | 0.0000% | $2808700.00        | $2860517.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0577 | 2056-04-01      | 5.5000%  | 0.0000% | $1487432.00        | $1519968.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0153 | 2056-04-01      | 5.0000%  | 0.0000% | $1273496.00        | $1266956.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0580 | 2056-04-01      | 4.5000%  | 0.0000% | $1411041.00        | $1371674.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0265 | 2056-04-01      | 6.0000%  | 0.0000% | $1187400.00        | $1236758.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1755 | 2055-07-01      | 6.0000%  | 0.0000% | $2830000.00        | $2455275.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0323 | 2053-07-01      | 5.0000%  | 0.0000% | $2101813.00        | $1860161.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9293 | 2055-11-01      | 5.5000%  | 0.0000% | $2079228.00        | $2113308.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9214 | 2055-10-01      | 6.0000%  | 0.0000% | $1951985.00        | $1988332.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7106 | 2055-11-01      | 5.5000%  | 0.0000% | $2813304.00        | $2688162.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7365 | 2055-10-01      | 6.0000%  | 0.0000% | $2063471.00        | $2096806.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8025 | 2055-11-01      | 5.5000%  | 0.0000% | $1186456.00        | $1206643.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5841 | 2055-10-01      | 5.5000%  | 0.0000% | $1377167.00        | $1402602.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8038 | 2055-11-01      | 5.5000%  | 0.0000% | $1155450.00        | $1176719.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9806 | 2055-11-01      | 5.0000%  | 0.0000% | $2139534.00        | $2108007.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9955 | 2055-12-01      | 5.5000%  | 0.0000% | $1191642.00        | $1216543.66        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5954 | 2055-09-01      | 7.0000%  | 0.0000% | $1264407.00        | $1359456.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5552 | 2055-10-01      | 5.5000%  | 0.0000% | $1677470.00        | $1700203.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2907 | 2055-09-01      | 6.0000%  | 0.0000% | $1664211.00        | $1726898.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3922 | 2055-09-01      | 6.0000%  | 0.0000% | $2046660.00        | $1925562.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7000 | 2055-11-01      | 6.0000%  | 0.0000% | $1311330.00        | $1360528.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7527 | 2055-11-01      | 5.5000%  | 0.0000% | $2673916.00        | $2609846.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3593 | 2055-08-01      | 6.0000%  | 0.0000% | $1162537.00        | $1190431.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9232 | 2055-11-01      | 5.0000%  | 0.0000% | $1251000.00        | $1236866.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7703 | 2055-11-01      | 4.5000%  | 0.0000% | $3021489.00        | $2910012.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7437 | 2055-10-01      | 6.0000%  | 0.0000% | $1470956.00        | $1499620.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4850 | 2055-10-01      | 6.0000%  | 0.0000% | $1423702.00        | $1429634.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7702 | 2055-11-01      | 4.5000%  | 0.0000% | $2832267.00        | $2728873.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6323 | 2055-10-01      | 6.5000%  | 0.0000% | $2106923.00        | $2193832.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6155 | 2055-10-01      | 6.5000%  | 0.0000% | $2381200.00        | $2241496.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6459 | 2055-10-01      | 5.0000%  | 0.0000% | $2478341.00        | $2284230.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0390 | 2055-12-01      | 5.0000%  | 0.0000% | $1875389.00        | $1852774.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3107 | 2056-01-01      | 5.0000%  | 0.0000% | $1816585.00        | $1806977.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4776 | 2056-01-01      | 6.5000%  | 0.0000% | $2121437.00        | $2239879.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5416 | 2056-02-01      | 4.5000%  | 0.0000% | $2893740.00        | $2783150.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0365 | 2055-12-01      | 5.5000%  | 0.0000% | $2778480.00        | $2824090.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3266 | 2056-01-01      | 5.5000%  | 0.0000% | $1407397.00        | $1440906.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3099 | 2056-01-01      | 5.0000%  | 0.0000% | $2112162.00        | $2097667.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4106 | 2056-01-01      | 6.0000%  | 0.0000% | $2136849.00        | $2220300.01        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX8507 | 2055-03-01      | 7.5000%  | 0.0000% | $2553780.00        | $1580368.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1982 | 2055-11-01      | 5.5000%  | 0.0000% | $3235310.00        | $2555412.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3075 | 2056-01-01      | 6.0000%  | 0.0000% | $1319924.00        | $1368017.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0173 | 2055-12-01      | 5.5000%  | 0.0000% | $1195832.00        | $1216654.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2802 | 2055-12-01      | 6.0000%  | 0.0000% | $1728793.00        | $1553349.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA1423 | 2055-10-01      | 4.5000%  | 0.0000% | $2268651.00        | $1911850.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4603 | 2055-09-01      | 6.0000%  | 0.0000% | $1191560.00        | $1196665.49        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3184 | 2047-05-01      | 4.0000%  | 0.0000% | $10382819.00       | $1746377.60        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $7075000.00        | $1148989.20        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1692 | 2038-02-01      | 2.5000%  | 0.0000% | $1802869.00        | $1595710.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $1683195.00        | $1243844.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1258 | 2039-08-01      | 6.0000%  | 0.0000% | $4014000.00        | $2840124.74        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0535 | 2048-01-01      | 3.5000%  | 0.0000% | $4231546.00        | $1149961.78        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4930 | 2052-06-01      | 3.5000%  | 0.0000% | $2840000.00        | $2186390.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0076 | 2047-07-01      | 4.5000%  | 0.0000% | $6753771.00        | $1219004.61        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8067 | 2035-09-01      | 1.5000%  | 0.0000% | $4450000.00        | $1522916.48        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8906 | 2044-12-01      | 3.5000%  | 0.0000% | $6410000.00        | $1157892.97        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1875 | 2046-10-01      | 3.5000%  | 0.0000% | $11000000.00       | $1311220.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7861 | 2048-08-01      | 4.0000%  | 0.0000% | $16772525.00       | $2437010.83        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2661 | 2047-02-01      | 3.5000%  | 0.0000% | $11990000.00       | $1551775.74        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  | 0.0000% | $2600000.00        | $1485968.47        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $1186544.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2887 | 2053-05-01      | 6.0000%  | 0.0000% | $3623455.00        | $2231485.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7861 | 2053-07-01      | 6.5000%  | 0.0000% | $3209528.00        | $1264646.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4536 | 2053-11-01      | 6.0000%  | 0.0000% | $2898000.00        | $1813970.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNQS0336 | 2035-09-01      | 6.0000%  | 0.0000% | $1468040.00        | $1429578.59        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0470 | 2047-11-01      | 4.0000%  | 0.0000% | $10000000.00       | $2690990.56        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0619 | 2050-07-01      | 4.0000%  | 0.0000% | $5246000.00        | $2122511.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  | 0.0000% | $2000000.00        | $1660817.04        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5294 | 2036-04-01      | 4.0000%  | 0.0000% | $2712249.00        | $2672195.11        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2017 | 2036-04-01      | 2.5000%  | 0.0000% | $2388706.00        | $1163601.79        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29759 G | 2044-11-01      | 4.0000%  | 0.0000% | $13212128.00       | $2155209.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $2141224.00        | $2092649.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTRB5181 | 2042-09-01      | 3.5000%  | 0.0000% | $2997403.00        | $1914444.10        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  | 0.0000% | $7558838.00        | $2246926.42        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC2950 | 2038-07-01      | 4.0000%  | 0.0000% | $2088107.00        | $1411530.31        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8149 | 2051-06-01      | 1.5000%  | 0.0000% | $3073106.00        | $1759103.42        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $4527241.00        | $2731986.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  | 0.0000% | $1547195.00        | $1478018.22        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8274 | 2051-10-01      | 2.5000%  | 0.0000% | $2062584.00        | $1206972.55        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59387 G | 2048-11-01      | 4.5000%  | 0.0000% | $10822685.00       | $1894052.33        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6039 | 2051-08-01      | 3.0000%  | 0.0000% | $3448962.00        | $1867693.99        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6427 | 2051-12-01      | 3.0000%  | 0.0000% | $4240293.00        | $2768688.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNQS0349 | 2036-03-01      | 5.0000%  | 0.0000% | $1205467.00        | $1221815.28        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB7808 | 2051-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $2378526.58        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9896 | 2051-03-01      | 2.0000%  | 0.0000% | $3519947.00        | $2032294.48        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6950 | 2052-03-01      | 3.5000%  | 0.0000% | $3020000.00        | $2010686.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9853 | 2053-09-01      | 6.0000%  | 0.0000% | $3751914.00        | $2861213.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6702 | 2052-02-01      | 3.0000%  | 0.0000% | $2100000.00        | $1463674.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7103 | 2056-03-01      | 4.5000%  | 0.0000% | $1885186.00        | $1817298.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7698 | 2055-11-01      | 4.5000%  | 0.0000% | $1727800.00        | $1571696.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4881 | 2055-10-01      | 5.0000%  | 0.0000% | $1230176.00        | $1214864.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3102 | 2056-01-01      | 5.5000%  | 0.0000% | $1215612.00        | $1238381.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3106 | 2056-01-01      | 5.5000%  | 0.0000% | $1492621.00        | $1524231.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3264 | 2056-01-01      | 5.5000%  | 0.0000% | $1941617.00        | $1978846.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5764 | 2056-02-01      | 5.0000%  | 0.0000% | $2531483.00        | $2505007.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9564 | 2055-12-01      | 6.0000%  | 0.0000% | $2049749.00        | $2137904.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0805 | 2048-11-01      | 5.0000%  | 0.0000% | $2088911.00        | $1819803.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9956 | 2055-12-01      | 5.5000%  | 0.0000% | $1537954.00        | $1559508.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2765 | 2056-01-01      | 5.5000%  | 0.0000% | $1390620.00        | $1411207.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7745 | 2055-11-01      | 5.5000%  | 0.0000% | $2770310.00        | $2658115.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9392 | 2055-11-01      | 5.5000%  | 0.0000% | $2520230.00        | $2552620.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6869 | 2056-02-01      | 5.5000%  | 0.0000% | $1647149.00        | $1658400.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6519 | 2056-02-01      | 5.0000%  | 0.0000% | $1766825.00        | $1740129.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6578 | 2055-10-01      | 5.5000%  | 0.0000% | $1215640.00        | $1230204.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4190 | 2056-01-01      | 5.0000%  | 0.0000% | $1776552.00        | $1756160.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6843 | 2055-10-01      | 6.0000%  | 0.0000% | $2434314.00        | $2486563.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4611 | 2056-01-01      | 5.0000%  | 0.0000% | $1745760.00        | $1719611.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ8963 | 2055-11-01      | 4.5000%  | 0.0000% | $1869770.00        | $1801723.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3532 | 2056-01-01      | 5.0000%  | 0.0000% | $2523829.00        | $2493193.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6883 | 2056-02-01      | 5.0000%  | 0.0000% | $1296480.00        | $1291820.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6098 | 2056-02-01      | 5.0000%  | 0.0000% | $1205518.00        | $1191266.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6968 | 2056-03-01      | 5.0000%  | 0.0000% | $2788375.00        | $2774449.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $2330841.00        | $2157561.84        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA8304 | 2056-03-01      | 7.0000%  | 0.0000% | $1144123.00        | $1215205.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5042 | 2056-01-01      | 5.0000%  | 0.0000% | $1280313.00        | $1264301.91        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0804 | 2045-12-01      | 4.5000%  | 0.0000% | $1531920.00        | $1327664.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5263 | 2056-01-01      | 5.5000%  | 0.0000% | $2641639.00        | $2694856.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5760 | 2056-02-01      | 5.0000%  | 0.0000% | $1869718.00        | $1506801.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8756 | 2056-03-01      | 5.5000%  | 0.0000% | $1926274.00        | $1944975.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA7799 | 2056-03-01      | 6.0000%  | 0.0000% | $1743700.00        | $1499235.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8234 | 2056-03-01      | 5.0000%  | 0.0000% | $1155000.00        | $1143478.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9946 | 2055-11-01      | 5.5000%  | 0.0000% | $1416590.00        | $1341656.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3097 | 2056-01-01      | 5.0000%  | 0.0000% | $2477559.00        | $2456311.35        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ0886 | 2055-08-01      | 7.0000%  | 0.0000% | $1758554.00        | $1854304.04        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7974 | 2055-06-01      | 6.5000%  | 0.0000% | $2138853.00        | $2211226.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3432 | 2054-12-01      | 5.0000%  | 0.0000% | $1455794.00        | $1407621.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7829 | 2055-07-01      | 6.5000%  | 0.0000% | $2156158.00        | $1375432.38        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ0750 | 2055-08-01      | 4.5000%  | 0.0000% | $1286658.00        | $1229522.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2932 | 2055-09-01      | 6.0000%  | 0.0000% | $1412434.00        | $1252939.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX7554 | 2054-12-01      | 4.5000%  | 0.0000% | $2834379.00        | $2682303.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4554 | 2055-01-01      | 6.0000%  | 0.0000% | $3107035.00        | $1174058.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2620 | 2055-08-01      | 5.0000%  | 0.0000% | $1551516.00        | $1515583.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6306 | 2055-06-01      | 6.0000%  | 0.0000% | $1462152.00        | $1227573.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8836 | 2055-03-01      | 6.0000%  | 0.0000% | $3493354.00        | $2399771.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8701 | 2055-07-01      | 6.0000%  | 0.0000% | $1486410.00        | $1540320.75        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4841 | 2055-06-01      | 5.0000%  | 0.0000% | $2287454.00        | $2238200.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0908 | 2055-08-01      | 5.0000%  | 0.0000% | $1334657.00        | $1322478.95        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQY3013 | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2092131.40        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1934 | 2055-08-01      | 6.5000%  | 0.0000% | $1966250.00        | $1654473.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY8460 | 2055-07-01      | 4.5000%  | 0.0000% | $2793135.00        | $2665644.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1227 | 2055-07-01      | 5.5000%  | 0.0000% | $3242009.00        | $2376670.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4467 | 2055-09-01      | 6.0000%  | 0.0000% | $1408750.00        | $1452923.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3437 | 2055-09-01      | 6.0000%  | 0.0000% | $1397950.00        | $1387117.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4315 | 2055-09-01      | 6.0000%  | 0.0000% | $1193694.00        | $1234768.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2879 | 2054-12-01      | 6.5000%  | 0.0000% | $1766293.00        | $1274516.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  | 0.0000% | $1950000.00        | $1830857.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1057 | 2056-04-01      | 5.0000%  | 0.0000% | $1423433.00        | $1418360.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2573 | 2056-05-01      | 5.0000%  | 0.0000% | $1969190.00        | $1953430.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0491 | 2055-12-01      | 5.5000%  | 0.0000% | $2440822.00        | $2475683.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2068 | 2055-12-01      | 6.0000%  | 0.0000% | $1173711.00        | $1219353.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2431 | 2055-12-01      | 6.0000%  | 0.0000% | $1815500.00        | $1870185.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0538 | 2055-12-01      | 6.0000%  | 0.0000% | $1867685.00        | $1934955.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0199 | 2055-12-01      | 5.5000%  | 0.0000% | $1321250.00        | $1238782.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3271 | 2056-01-01      | 5.5000%  | 0.0000% | $1520075.00        | $1550689.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3180 | 2056-01-01      | 5.5000%  | 0.0000% | $2003932.00        | $2020739.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1216 | 2055-12-01      | 5.5000%  | 0.0000% | $1443800.00        | $1458259.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2538 | 2056-01-01      | 6.0000%  | 0.0000% | $2353151.00        | $2428891.79        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3644 | 2056-01-01      | 6.5000%  | 0.0000% | $3148421.00        | $2642464.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2536 | 2056-01-01      | 5.5000%  | 0.0000% | $1466741.00        | $1449405.36        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLTA3722 | 2056-01-01      | 7.5000%  | 0.0000% | $2450605.00        | $2638456.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6931 | 2055-02-01      | 6.5000%  | 0.0000% | $2017418.00        | $2073512.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2235 | 2054-11-01      | 5.0000%  | 0.0000% | $1356991.00        | $1317281.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1895 | 2055-04-01      | 6.5000%  | 0.0000% | $2447173.00        | $1497042.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2562 | 2055-05-01      | 6.5000%  | 0.0000% | $2791520.00        | $2470307.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4332 | 2055-09-01      | 6.0000%  | 0.0000% | $1264298.00        | $1302728.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5899 | 2055-10-01      | 5.0000%  | 0.0000% | $2620062.00        | $2555535.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7412 | 2055-11-01      | 5.5000%  | 0.0000% | $2352043.00        | $2296776.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7352 | 2055-11-01      | 5.5000%  | 0.0000% | $2644495.00        | $2693274.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7133 | 2055-11-01      | 6.0000%  | 0.0000% | $2744736.00        | $2843536.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7408 | 2055-11-01      | 6.0000%  | 0.0000% | $1911244.00        | $1979048.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1331 | 2054-04-01      | 5.5000%  | 0.0000% | $1700000.00        | $1435596.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1065 | 2054-03-01      | 5.5000%  | 0.0000% | $2462635.00        | $1737365.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2312 | 2054-09-01      | 6.0000%  | 0.0000% | $3590000.00        | $2827850.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2559 | 2055-05-01      | 5.5000%  | 0.0000% | $2500000.00        | $2384151.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9643 | 2055-07-01      | 6.0000%  | 0.0000% | $1784570.00        | $1649426.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0618 | 2055-07-01      | 6.0000%  | 0.0000% | $1868474.00        | $1917531.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2229 | 2054-12-01      | 5.0000%  | 0.0000% | $2203382.00        | $2119732.50        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9622 | 2055-07-01      | 7.0000%  | 0.0000% | $1168000.00        | $1234677.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4808 | 2041-01-01      | 5.0000%  | 0.0000% | $1674718.00        | $1672390.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4044 | 2040-08-01      | 6.0000%  | 0.0000% | $1352550.00        | $1362962.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5123 | 2041-03-01      | 6.0000%  | 0.0000% | $1303566.00        | $1358266.04        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4676 | 2040-12-01      | 4.5000%  | 0.0000% | $1339253.00        | $1318512.72        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4806 | 2041-01-01      | 4.5000%  | 0.0000% | $1462874.00        | $1446397.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3291 | 2055-09-01      | 6.0000%  | 0.0000% | $2151653.00        | $2238214.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2930 | 2055-09-01      | 6.0000%  | 0.0000% | $1620219.00        | $1675579.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0364 | 2055-12-01      | 5.5000%  | 0.0000% | $2154315.00        | $2187082.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3937 | 2055-09-01      | 6.0000%  | 0.0000% | $1445731.00        | $1489109.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4767 | 2056-01-01      | 5.5000%  | 0.0000% | $1294624.00        | $1322406.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3984 | 2056-01-01      | 6.0000%  | 0.0000% | $1216765.00        | $1263877.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5879 | 2056-01-01      | 5.0000%  | 0.0000% | $1169662.00        | $1162177.28        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4773 | 2056-02-01      | 6.5000%  | 0.0000% | $1687890.00        | $1581721.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2042 | 2055-12-01      | 5.5000%  | 0.0000% | $1215000.00        | $1223506.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4208 | 2056-01-01      | 6.0000%  | 0.0000% | $1157593.00        | $1187868.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5093 | 2055-09-01      | 6.0000%  | 0.0000% | $2331872.00        | $2385257.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2155 | 2055-12-01      | 5.0000%  | 0.0000% | $1282753.00        | $1267615.87        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0118 | 2055-10-01      | 4.5000%  | 0.0000% | $1638489.00        | $1573713.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3543 | 2056-01-01      | 5.5000%  | 0.0000% | $1329547.00        | $1346567.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1868 | 2056-01-01      | 6.0000%  | 0.0000% | $1324057.00        | $1376445.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5987 | 2055-10-01      | 6.0000%  | 0.0000% | $1736000.00        | $1777469.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA1908 | 2055-12-01      | 4.5000%  | 0.0000% | $1208041.00        | $1163728.86        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2697 | 2055-12-01      | 6.5000%  | 0.0000% | $3097431.00        | $2620393.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5896 | 2055-10-01      | 5.0000%  | 0.0000% | $2519425.00        | $2355496.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7021 | 2055-10-01      | 5.5000%  | 0.0000% | $2834020.00        | $2866159.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4769 | 2055-10-01      | 6.0000%  | 0.0000% | $2418385.00        | $2310712.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5101 | 2056-01-01      | 5.5000%  | 0.0000% | $2151750.00        | $2169879.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6631 | 2055-11-01      | 6.5000%  | 0.0000% | $2631050.00        | $2490027.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0361 | 2056-04-01      | 5.5000%  | 0.0000% | $1689259.00        | $1712235.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1013 | 2056-04-01      | 5.0000%  | 0.0000% | $1501288.00        | $1504269.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1372 | 2056-04-01      | 5.5000%  | 0.0000% | $1516315.00        | $1539680.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0380 | 2056-04-01      | 5.5000%  | 0.0000% | $1804013.00        | $1831840.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0764 | 2056-04-01      | 5.0000%  | 0.0000% | $1714643.00        | $1711492.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1391 | 2056-04-01      | 5.0000%  | 0.0000% | $1753365.00        | $1735766.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0606 | 2056-04-01      | 5.5000%  | 0.0000% | $2052846.00        | $2093265.63        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46780 G | 2047-03-01      | 4.0000%  | 0.0000% | $11677293.00       | $2394791.79        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $6199000.00        | $1243739.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8008 | 2048-09-01      | 4.5000%  | 0.0000% | $9519035.00        | $1947795.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $2178400.00        | $1150404.90        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8201 | 2037-10-01      | 2.5000%  | 0.0000% | $3099184.00        | $1884008.57        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  | 0.0000% | $7700000.00        | $1701067.51        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7706 | 2048-08-01      | 4.0000%  | 0.0000% | $10758326.00       | $1952123.64        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8053 | 2035-07-01      | 2.5000%  | 0.0000% | $5400000.00        | $1464894.19        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1325 | 2035-10-01      | 2.5000%  | 0.0000% | $2560000.00        | $1910600.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4147 | 2040-09-01      | 6.0000%  | 0.0000% | $1600334.00        | $1405725.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3621 | 2040-05-01      | 5.5000%  | 0.0000% | $1986012.00        | $1759197.07        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5089 | 2041-03-01      | 4.0000%  | 0.0000% | $1859923.00        | $1808875.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $12799920.00       | $2223287.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3002 | 2040-01-01      | 6.0000%  | 0.0000% | $1327010.00        | $1199710.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4187 | 2040-09-01      | 5.0000%  | 0.0000% | $1675497.00        | $1660862.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4731 | 2041-01-01      | 4.5000%  | 0.0000% | $2023373.00        | $1978230.57        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4962 | 2041-02-01      | 4.5000%  | 0.0000% | $1873822.00        | $1841903.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3886 | 2040-07-01      | 5.5000%  | 0.0000% | $1301033.00        | $1199340.51        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4660 | 2040-12-01      | 4.5000%  | 0.0000% | $1322347.00        | $1277704.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO5221 | 2041-04-01      | 6.5000%  | 0.0000% | $1106100.00        | $1162128.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ5531 | 2054-09-01      | 4.5000%  | 0.0000% | $2734536.00        | $1791511.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4652 | 2040-12-01      | 5.0000%  | 0.0000% | $2481833.00        | $2475889.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO5381 | 2041-05-01      | 5.0000%  | 0.0000% | $1918196.00        | $1941329.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5022 | 2039-11-01      | 3.0000%  | 0.0000% | $10140000.00       | $1893713.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2769 | 2039-11-01      | 6.0000%  | 0.0000% | $2048011.00        | $1237965.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $3817000.00        | $2635440.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4202 | 2040-10-01      | 4.5000%  | 0.0000% | $1587543.00        | $1517841.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4887 | 2041-02-01      | 4.5000%  | 0.0000% | $1610678.00        | $1582710.24        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4196 | 2040-09-01      | 5.0000%  | 0.0000% | $1593055.00        | $1339846.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5018 | 2041-03-01      | 6.0000%  | 0.0000% | $2033634.00        | $2103285.78        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2460 | 2050-04-01      | 3.0000%  | 0.0000% | $6000000.00        | $2717952.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3936 | 2040-08-01      | 5.5000%  | 0.0000% | $1308480.00        | $1285178.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3420 | 2040-04-01      | 5.5000%  | 0.0000% | $3100629.00        | $1929895.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4149 | 2040-09-01      | 6.0000%  | 0.0000% | $1743522.00        | $1737259.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3360 | 2040-03-01      | 5.5000%  | 0.0000% | $3287677.00        | $2368374.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4315 | 2040-10-01      | 5.0000%  | 0.0000% | $1352504.00        | $1335288.41        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4956 | 2041-02-01      | 4.5000%  | 0.0000% | $2020158.00        | $1963335.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4337 | 2040-10-01      | 5.0000%  | 0.0000% | $2399085.00        | $2193589.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4730 | 2041-01-01      | 4.5000%  | 0.0000% | $1539001.00        | $1511353.69        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G30962 G | 2033-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1383084.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3692 | 2053-08-01      | 6.0000%  | 0.0000% | $3218000.00        | $2570760.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6768 | 2054-11-01      | 5.0000%  | 0.0000% | $1630000.00        | $1459929.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6140 | 2054-07-01      | 6.0000%  | 0.0000% | $2250000.00        | $1544421.59        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5712 | 2052-01-01      | 2.5000%  | 0.0000% | $2919000.00        | $2006325.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1456 | 2040-01-01      | 5.5000%  | 0.0000% | $2671025.00        | $1825413.80        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6574 | 2050-02-01      | 3.0000%  | 0.0000% | $9078016.00        | $1230367.27        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8294 | 2050-03-01      | 3.0000%  | 0.0000% | $5287910.00        | $2171466.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5058 | 2054-03-01      | 5.5000%  | 0.0000% | $1500000.00        | $1295948.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG3673 | 2053-05-01      | 5.0000%  | 0.0000% | $2201828.00        | $1658828.42        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $1800000.00        | $1372564.68        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53881 G | 2048-01-01      | 4.5000%  | 0.0000% | $8744963.00        | $1185711.39        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQA5290 | 2049-12-01      | 2.5000%  | 0.0000% | $5905000.00        | $1341947.89        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5133 | 2041-03-01      | 4.5000%  | 0.0000% | $1283535.00        | $1274429.34        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5275 | 2051-05-01      | 2.5000%  | 0.0000% | $2855000.00        | $1661002.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9765 | 2055-12-01      | 5.0000%  | 0.0000% | $1782656.00        | $1755503.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6831 | 2055-10-01      | 5.5000%  | 0.0000% | $1288980.00        | $1303252.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ8992 | 2055-09-01      | 6.5000%  | 0.0000% | $3379473.00        | $1967038.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5988 | 2056-03-01      | 4.5000%  | 0.0000% | $2083787.00        | $2008177.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5918 | 2055-02-01      | 6.0000%  | 0.0000% | $2194769.00        | $1728539.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9256 | 2055-11-01      | 5.5000%  | 0.0000% | $1336309.00        | $1351373.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0666 | 2055-03-01      | 6.0000%  | 0.0000% | $3079665.00        | $2302140.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9860 | 2055-12-01      | 5.5000%  | 0.0000% | $1946050.00        | $1975723.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3717 | 2056-01-01      | 6.5000%  | 0.0000% | $1587401.00        | $1645120.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4558 | 2056-01-01      | 5.5000%  | 0.0000% | $46150.00          | $46771.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2146 | 2055-12-01      | 5.5000%  | 0.0000% | $1276541.00        | $1292145.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3745 | 2056-01-01      | 6.0000%  | 0.0000% | $1653422.00        | $1725436.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3267 | 2056-01-01      | 5.5000%  | 0.0000% | $1923113.00        | $1961568.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2432 | 2055-12-01      | 6.0000%  | 0.0000% | $2731239.00        | $2817861.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4723 | 2056-02-01      | 6.0000%  | 0.0000% | $1117581.00        | $1162250.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7025 | 2056-02-01      | 5.0000%  | 0.0000% | $1322923.00        | $1312986.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5686 | 2056-02-01      | 5.0000%  | 0.0000% | $1365124.00        | $1347586.74        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA5816 | 2056-02-01      | 7.0000%  | 0.0000% | $1252207.00        | $1327943.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8800 | 2056-02-01      | 5.0000%  | 0.0000% | $2581263.00        | $2578754.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9837 | 2056-04-01      | 5.0000%  | 0.0000% | $2549478.00        | $2523199.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $2353042.00        | $1258416.35        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0566 | 2051-04-01      | 2.5000%  | 0.0000% | $2778823.00        | $1548476.63        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0873 | 2052-02-01      | 3.5000%  | 0.0000% | $3330000.00        | $1924893.94        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0231 | 2050-01-01      | 3.0000%  | 0.0000% | $7875000.00        | $2880129.11        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3228 | 2047-05-01      | 4.0000%  | 0.0000% | $14500000.00       | $2004309.54        | Agency Mortgage-Backed Securities |
| 03.500 FGPC J36623 G | 2032-03-01      | 3.5000%  | 0.0000% | $16525000.00       | $1759795.30        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1757 | 2046-09-01      | 3.5000%  | 0.0000% | $9882636.00        | $1664584.20        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2737 | 2042-02-01      | 4.0000%  | 0.0000% | $14384641.00       | $1886027.02        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49875 G | 2047-08-01      | 4.0000%  | 0.0000% | $6543035.00        | $1963122.66        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNQS0345 | 2036-03-01      | 4.5000%  | 0.0000% | $2278247.00        | $2255170.96        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2550 | 2052-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $1524842.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4732 | 2041-01-01      | 4.5000%  | 0.0000% | $1653778.00        | $1620039.91        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5001 | 2041-03-01      | 4.0000%  | 0.0000% | $2778825.00        | $2692410.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4528 | 2040-11-01      | 5.0000%  | 0.0000% | $1332997.00        | $1291119.67        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4815 | 2052-07-01      | 2.5000%  | 0.0000% | $3043437.00        | $2258160.42        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2787 | 2052-08-01      | 4.0000%  | 0.0000% | $2136653.00        | $1572463.23        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2350210.45        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8094 | 2036-03-01      | 2.5000%  | 0.0000% | $5000000.00        | $1764780.76        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $14336840.00       | $2725255.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1929 | 2052-10-01      | 4.5000%  | 0.0000% | $2649202.00        | $2026394.60        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $4284251.00        | $2692035.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2136 | 2052-10-01      | 4.5000%  | 0.0000% | $1956369.00        | $1402812.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2002 | 2052-10-01      | 4.5000%  | 0.0000% | $1894674.00        | $1302101.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | 0.0000% | $3768000.00        | $1852935.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4535 | 2040-11-01      | 4.5000%  | 0.0000% | $2139246.00        | $2012589.99        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8192 | 2052-02-01      | 1.5000%  | 0.0000% | $1949073.00        | $1211194.46        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2320 | 2052-03-01      | 3.0000%  | 0.0000% | $3800000.00        | $2606160.06        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5274 | 2041-04-01      | 4.0000%  | 0.0000% | $1545285.00        | $1508811.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4663 | 2040-12-01      | 4.5000%  | 0.0000% | $1257230.00        | $1218455.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4145 | 2040-09-01      | 4.5000%  | 0.0000% | $2139515.00        | $2061653.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4792 | 2041-01-01      | 4.5000%  | 0.0000% | $1318450.00        | $1299087.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO5135 | 2041-03-01      | 5.0000%  | 0.0000% | $2339219.00        | $2364785.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5282 | 2041-04-01      | 4.5000%  | 0.0000% | $1631597.00        | $1631893.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4729 | 2041-01-01      | 4.5000%  | 0.0000% | $2291617.00        | $2249406.69        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4830 | 2041-02-01      | 4.5000%  | 0.0000% | $1499234.00        | $1477271.37        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4960 | 2041-02-01      | 4.0000%  | 0.0000% | $2939818.00        | $2848334.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7118 | 2055-11-01      | 5.5000%  | 0.0000% | $1192300.00        | $1204313.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8605 | 2055-11-01      | 5.0000%  | 0.0000% | $2928742.00        | $2892991.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3523 | 2055-09-01      | 5.0000%  | 0.0000% | $2110854.00        | $2081170.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8162 | 2055-10-01      | 6.0000%  | 0.0000% | $1653604.00        | $1702512.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6371 | 2055-10-01      | 6.0000%  | 0.0000% | $2857000.00        | $2644015.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8831 | 2055-11-01      | 6.0000%  | 0.0000% | $2919777.00        | $2716889.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ0902 | 2055-08-01      | 4.5000%  | 0.0000% | $3029499.00        | $2884734.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4382 | 2055-09-01      | 6.0000%  | 0.0000% | $1096167.00        | $1139545.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1059 | 2056-04-01      | 5.5000%  | 0.0000% | $2151229.00        | $2185271.24        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0503 | 2053-12-01      | 6.5000%  | 0.0000% | $1716712.00        | $1149607.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9285 | 2056-03-01      | 5.5000%  | 0.0000% | $2119322.00        | $2161489.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9462 | 2056-04-01      | 6.5000%  | 0.0000% | $1675313.00        | $1754856.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7627 | 2056-02-01      | 5.5000%  | 0.0000% | $2452956.00        | $2475725.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0241 | 2056-04-01      | 6.5000%  | 0.0000% | $1399128.00        | $1478934.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA7221 | 2056-02-01      | 6.5000%  | 0.0000% | $1110807.00        | $1173976.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8839 | 2056-03-01      | 5.0000%  | 0.0000% | $1719336.00        | $1703120.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0085 | 2056-03-01      | 5.5000%  | 0.0000% | $2645475.00        | $2670219.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5751 | 2056-02-01      | 5.0000%  | 0.0000% | $1709076.00        | $1698913.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6625 | 2055-06-01      | 6.0000%  | 0.0000% | $2341579.00        | $2393769.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0085 | 2055-07-01      | 6.0000%  | 0.0000% | $1136048.00        | $1161178.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5047 | 2055-09-01      | 6.0000%  | 0.0000% | $2626750.00        | $2616768.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3409 | 2055-09-01      | 6.5000%  | 0.0000% | $3819770.00        | $2871426.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4663 | 2055-09-01      | 6.0000%  | 0.0000% | $1442196.00        | $1285003.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4770 | 2055-10-01      | 6.0000%  | 0.0000% | $1725540.00        | $1794564.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7877 | 2055-07-01      | 5.0000%  | 0.0000% | $2182931.00        | $2102468.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4705 | 2055-10-01      | 6.0000%  | 0.0000% | $2848431.00        | $2936366.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4533 | 2055-09-01      | 6.0000%  | 0.0000% | $1440482.00        | $1190450.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ2719 | 2055-09-01      | 4.5000%  | 0.0000% | $3087504.00        | $2951529.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ3246 | 2055-09-01      | 4.5000%  | 0.0000% | $2778284.00        | $2657262.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2357 | 2055-09-01      | 5.0000%  | 0.0000% | $1701845.00        | $1685689.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2886 | 2055-09-01      | 6.0000%  | 0.0000% | $1637063.00        | $1622344.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2905 | 2055-09-01      | 6.0000%  | 0.0000% | $1290371.00        | $1307111.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2767 | 2055-09-01      | 6.5000%  | 0.0000% | $2362684.00        | $2213723.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4874 | 2055-10-01      | 6.0000%  | 0.0000% | $1325649.00        | $1374954.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5195 | 2055-10-01      | 6.0000%  | 0.0000% | $1867857.00        | $1895881.27        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $1850000.00        | $1392859.82        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7193 | 2052-04-01      | 3.5000%  | 0.0000% | $2149000.00        | $1442759.70        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1842 | 2049-11-01      | 3.5000%  | 0.0000% | $5544277.00        | $1747362.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9857 | 2053-09-01      | 6.0000%  | 0.0000% | $2200000.00        | $1536511.59        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6099 | 2052-04-01      | 3.0000%  | 0.0000% | $1600000.00        | $1242251.97        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $13587000.00       | $2830377.34        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $3950000.00        | $2188512.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $3036000.00        | $1675700.22        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNQS0346 | 2036-03-01      | 4.0000%  | 0.0000% | $2524667.00        | $2460332.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTQK1742 | 2045-06-01      | 5.5000%  | 0.0000% | $4634482.00        | $2951160.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5282 | 2035-11-01      | 5.5000%  | 0.0000% | $2063215.00        | $1927890.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0124 | 2049-06-01      | 3.5000%  | 0.0000% | $7820412.00        | $2328442.00        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1725 | 2052-10-01      | 4.0000%  | 0.0000% | $3004382.00        | $2286551.62        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8711 | 2052-03-01      | 2.0000%  | 0.0000% | $1891679.00        | $1251622.90        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $3488954.00        | $1221665.85        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $5431000.00        | $1759881.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0163 | 2054-07-01      | 5.5000%  | 0.0000% | $4999500.00        | $2261746.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $2681000.00        | $1642627.18        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0257 | 2050-01-01      | 3.0000%  | 0.0000% | $4432398.00        | $2120564.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  | 0.0000% | $4166590.00        | $2374006.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $2148000.00        | $1514582.81        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1497 | 2052-05-01      | 4.0000%  | 0.0000% | $2500000.00        | $1582379.34        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD3507 | 2053-04-01      | 4.0000%  | 0.0000% | $1855000.00        | $1461433.49        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $2060729.00        | $1319047.27        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1724 | 2052-09-01      | 4.0000%  | 0.0000% | $3250000.00        | $2322761.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4229 | 2053-11-01      | 6.0000%  | 0.0000% | $3040000.00        | $2294125.06        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5087 | 2041-03-01      | 4.0000%  | 0.0000% | $1549639.00        | $1499827.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO5170 | 2041-03-01      | 5.0000%  | 0.0000% | $1906999.00        | $1933346.26        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  | 0.0000% | $1765000.00        | $1364926.09        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | 0.0000% | $3520000.00        | $1292783.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTQK1750 | 2045-06-01      | 6.0000%  | 0.0000% | $3558917.00        | $2659698.59        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0536 | 2048-03-01      | 3.5000%  | 0.0000% | $11980000.00       | $2638028.51        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1031 | 2052-05-01      | 3.5000%  | 0.0000% | $3000000.00        | $2038250.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1368 | 2052-08-01      | 4.5000%  | 0.0000% | $1900000.00        | $1293284.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $1900000.00        | $1293779.60        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4792 | 2054-01-01      | 6.5000%  | 0.0000% | $2200000.00        | $1342357.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2348 | 2053-01-01      | 6.0000%  | 0.0000% | $2500000.00        | $1793065.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3084 | 2053-06-01      | 6.0000%  | 0.0000% | $3983145.00        | $2646945.10        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4785 | 2048-08-01      | 4.0000%  | 0.0000% | $24089212.00       | $1671712.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8381 | 2040-04-01      | 6.5000%  | 0.0000% | $2150949.00        | $1258795.73        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0866 | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $2815185.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2700 | 2053-04-01      | 5.0000%  | 0.0000% | $1700000.00        | $1242163.22        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0718 | 2051-08-01      | 2.5000%  | 0.0000% | $2252221.00        | $1430520.31        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0625 | 2037-03-01      | 3.0000%  | 0.0000% | $3677670.00        | $1857025.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1706 | 2040-10-01      | 5.5000%  | 0.0000% | $3251125.00        | $2899550.55        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16506 G | 2033-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $1650719.43        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16652 G | 2033-07-01      | 3.5000%  | 0.0000% | $10257271.00       | $1788850.64        | Agency Mortgage-Backed Securities |
| 02.500 FGPC G16345 G | 2027-10-01      | 2.5000%  | 0.0000% | $61828220.00       | $1271047.01        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0541 | 2048-06-01      | 4.0000%  | 0.0000% | $16177998.00       | $2929691.48        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8312 | 2053-01-01      | 2.5000%  | 0.0000% | $2416272.00        | $1670312.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3127 | 2053-06-01      | 6.5000%  | 0.0000% | $5104705.00        | $2838303.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1591 | 2040-07-01      | 5.0000%  | 0.0000% | $1903693.00        | $1519406.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2870 | 2053-04-01      | 5.5000%  | 0.0000% | $3500000.00        | $2533342.50        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46242 G | 2047-02-01      | 4.0000%  | 0.0000% | $7129721.00        | $1850024.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3874 | 2040-07-01      | 5.0000%  | 0.0000% | $2813362.00        | $2614279.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3828 | 2040-07-01      | 5.0000%  | 0.0000% | $5026547.00        | $2720264.27        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $1980000.00        | $1385185.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3800 | 2040-06-01      | 5.0000%  | 0.0000% | $2135736.00        | $2078609.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4511 | 2054-09-01      | 5.5000%  | 0.0000% | $2800000.00        | $2339771.48        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $2819000.00        | $1938241.03        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $15150894.00       | $2290790.25        | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2096 | 2052-01-25      | 2.5000%  | 0.0000% | $3361000.00        | $2333052.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3954 | 2040-07-01      | 5.5000%  | 0.0000% | $1429278.00        | $1151692.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3941 | 2040-06-01      | 5.0000%  | 0.0000% | $3153944.00        | $2891961.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4369 | 2054-04-01      | 5.5000%  | 0.0000% | $2394772.00        | $1851091.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4011 | 2040-08-01      | 5.5000%  | 0.0000% | $1406224.00        | $1353038.03        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1357 | 2038-05-01      | 4.0000%  | 0.0000% | $2705834.00        | $1803681.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8306 | 2053-03-01      | 4.5000%  | 0.0000% | $1880000.00        | $1469236.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI5633 | 2054-05-01      | 4.5000%  | 0.0000% | $1722155.00        | $1621501.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4119 | 2040-09-01      | 5.5000%  | 0.0000% | $1188112.00        | $1186077.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3926 | 2054-04-01      | 6.0000%  | 0.0000% | $3524302.00        | $1798875.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4092 | 2040-09-01      | 6.0000%  | 0.0000% | $1621015.00        | $1471441.55        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $3831000.00        | $2163719.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5270 | 2035-11-01      | 5.0000%  | 0.0000% | $2295159.00        | $2015224.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8211 | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2438461.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2588842.00        | $1476302.77        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $2491374.00        | $1750643.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4826 | 2041-01-01      | 4.5000%  | 0.0000% | $2382657.00        | $2342612.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4150 | 2040-09-01      | 5.5000%  | 0.0000% | $1855900.00        | $1738965.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO5394 | 2041-05-01      | 5.5000%  | 0.0000% | $2518383.00        | $2591032.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4062 | 2054-08-01      | 5.0000%  | 0.0000% | $3133993.00        | $2152510.18        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5285 | 2041-04-01      | 4.5000%  | 0.0000% | $2212087.00        | $2216568.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4218 | 2040-09-01      | 6.0000%  | 0.0000% | $1551718.00        | $1467574.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4242 | 2040-10-01      | 6.0000%  | 0.0000% | $2205642.00        | $2060034.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4728 | 2041-01-01      | 5.0000%  | 0.0000% | $1511544.00        | $1502415.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4897 | 2041-02-01      | 5.0000%  | 0.0000% | $1166619.00        | $1170620.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO4331 | 2040-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $1870983.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  | 0.0000% | $3600000.00        | $2656439.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $3226000.00        | $2373940.63        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $3079015.00        | $1194843.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6957 | 2054-11-01      | 5.5000%  | 0.0000% | $1411000.00        | $1242319.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $2641318.00        | $1675184.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8418 | 2054-04-01      | 4.5000%  | 0.0000% | $2096522.00        | $1778122.55        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8123 | 2036-10-01      | 2.0000%  | 0.0000% | $2180098.00        | $1138936.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $2341739.00        | $2088409.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2921 | 2053-05-01      | 4.5000%  | 0.0000% | $2121000.00        | $1694496.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3886 | 2053-02-01      | 4.5000%  | 0.0000% | $1800000.00        | $1352581.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3316 | 2040-03-01      | 6.0000%  | 0.0000% | $1463303.00        | $1256822.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF9868 | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2070974.87        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7522 | 2052-06-01      | 4.5000%  | 0.0000% | $4119566.00        | $2698996.46        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  | 0.0000% | $1863733.00        | $1263279.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  | 0.0000% | $2250000.00        | $1599525.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3731 | 2053-05-01      | 5.5000%  | 0.0000% | $3177214.00        | $2315829.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2752 | 2039-12-01      | 4.5000%  | 0.0000% | $1546736.00        | $1187180.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3349 | 2040-03-01      | 5.5000%  | 0.0000% | $2495600.00        | $1883711.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5319 | 2044-11-01      | 5.0000%  | 0.0000% | $3050000.00        | $2242074.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8423 | 2053-01-01      | 6.0000%  | 0.0000% | $4289000.00        | $2689075.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8635 | 2053-02-01      | 6.0000%  | 0.0000% | $1420517.00        | $1412866.46        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $2405043.00        | $1353218.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3680 | 2052-11-01      | 5.5000%  | 0.0000% | $3202879.00        | $2279185.43        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5243 | 2035-02-01      | 4.0000%  | 0.0000% | $1448127.00        | $1184042.22        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA7013 | 2049-05-01      | 3.5000%  | 0.0000% | $11706619.00       | $2248262.69        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  | 0.0000% | $13365729.00       | $1521044.54        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16462 G | 2033-02-01      | 3.5000%  | 0.0000% | $10000000.00       | $1558097.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $4502000.00        | $2702903.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $1654497.00        | $1452273.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1236 | 2052-10-01      | 4.5000%  | 0.0000% | $1484000.00        | $1147466.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $3075000.00        | $1866598.88        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4692 | 2049-11-01      | 3.0000%  | 0.0000% | $5615000.00        | $2101765.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3582 | 2040-05-01      | 5.5000%  | 0.0000% | $2575650.00        | $2254477.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3184 | 2040-02-01      | 6.0000%  | 0.0000% | $2114244.00        | $1659084.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3703 | 2040-06-01      | 5.5000%  | 0.0000% | $2622994.00        | $2458967.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3782 | 2040-05-01      | 5.5000%  | 0.0000% | $3697096.00        | $2375757.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3718 | 2040-06-01      | 5.0000%  | 0.0000% | $2233569.00        | $2008220.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4088 | 2040-09-01      | 4.5000%  | 0.0000% | $1962893.00        | $1897317.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3788 | 2040-06-01      | 6.0000%  | 0.0000% | $2629435.00        | $2194627.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4095 | 2040-09-01      | 5.5000%  | 0.0000% | $2509185.00        | $2502769.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4113 | 2040-08-01      | 5.0000%  | 0.0000% | $1326710.00        | $1237656.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3505 | 2040-04-01      | 5.0000%  | 0.0000% | $1787060.00        | $1613566.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3628 | 2040-05-01      | 4.5000%  | 0.0000% | $1782135.00        | $1140299.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3721 | 2040-06-01      | 5.5000%  | 0.0000% | $1395910.00        | $1386690.70        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2713 | 2039-11-01      | 3.5000%  | 0.0000% | $2739803.00        | $1829586.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3194 | 2040-02-01      | 6.0000%  | 0.0000% | $1307869.00        | $1295064.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3678 | 2040-06-01      | 5.5000%  | 0.0000% | $2503966.00        | $1403274.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2659 | 2039-11-01      | 4.5000%  | 0.0000% | $1378719.00        | $1180998.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3187 | 2040-02-01      | 6.0000%  | 0.0000% | $1499262.00        | $1195958.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4182 | 2040-09-01      | 5.0000%  | 0.0000% | $1613492.00        | $1431034.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3892 | 2040-07-01      | 6.0000%  | 0.0000% | $1864100.00        | $1491153.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4243 | 2040-10-01      | 6.0000%  | 0.0000% | $2246458.00        | $2016865.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3970 | 2040-08-01      | 5.5000%  | 0.0000% | $1227719.00        | $1226127.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4801 | 2041-01-01      | 5.5000%  | 0.0000% | $2290885.00        | $2323803.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4199 | 2040-10-01      | 5.0000%  | 0.0000% | $2002605.00        | $1921846.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0691 | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1402533.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX4381 | 2055-01-01      | 5.0000%  | 0.0000% | $3009873.00        | $2547407.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6741 | 2056-02-01      | 5.0000%  | 0.0000% | $2280460.00        | $2246668.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8122 | 2056-03-01      | 5.5000%  | 0.0000% | $2674526.00        | $2696865.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6973 | 2056-02-01      | 5.5000%  | 0.0000% | $2600903.00        | $2656706.05        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA7633 | 2056-02-01      | 6.5000%  | 0.0000% | $2742641.00        | $2802041.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA7480 | 2056-02-01      | 6.0000%  | 0.0000% | $1643499.00        | $1693102.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3409 | 2056-01-01      | 6.0000%  | 0.0000% | $2029350.00        | $1753540.28        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9458 | 2056-04-01      | 6.5000%  | 0.0000% | $1614825.00        | $1692934.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8913 | 2055-07-01      | 6.0000%  | 0.0000% | $1298500.00        | $1331797.05        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9991 | 2055-06-01      | 7.0000%  | 0.0000% | $1513366.00        | $1162624.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ6098 | 2056-03-01      | 6.5000%  | 0.0000% | $2229574.00        | $2374903.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2193 | 2054-08-01      | 5.0000%  | 0.0000% | $2526262.00        | $2333632.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8427 | 2055-10-01      | 6.0000%  | 0.0000% | $2026805.00        | $1602026.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0149 | 2056-04-01      | 5.0000%  | 0.0000% | $1807405.00        | $1795614.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0581 | 2056-04-01      | 4.5000%  | 0.0000% | $1415832.00        | $1374949.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA8622 | 2056-03-01      | 6.0000%  | 0.0000% | $1929573.00        | $1975567.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9444 | 2056-04-01      | 6.5000%  | 0.0000% | $1120120.00        | $1170490.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9460 | 2056-04-01      | 6.5000%  | 0.0000% | $1972800.00        | $2069470.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0854 | 2056-04-01      | 4.5000%  | 0.0000% | $2366981.00        | $2285166.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0526 | 2056-04-01      | 6.0000%  | 0.0000% | $1886655.00        | $1968361.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9267 | 2056-03-01      | 4.5000%  | 0.0000% | $1190091.00        | $1149251.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0617 | 2056-04-01      | 4.5000%  | 0.0000% | $2076309.00        | $2012335.84        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0857 | 2056-04-01      | 4.5000%  | 0.0000% | $1279602.00        | $1237312.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2860 | 2054-11-01      | 5.0000%  | 0.0000% | $1873000.00        | $1658777.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0392 | 2056-04-01      | 6.0000%  | 0.0000% | $2030096.00        | $2097680.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0969 | 2056-04-01      | 5.5000%  | 0.0000% | $1186494.00        | $1203673.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0150 | 2056-03-01      | 5.5000%  | 0.0000% | $1671398.00        | $1700101.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9832 | 2056-04-01      | 5.0000%  | 0.0000% | $2030640.00        | $2016856.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2571 | 2056-04-01      | 5.0000%  | 0.0000% | $1538832.00        | $1525757.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0245 | 2056-04-01      | 6.0000%  | 0.0000% | $1311002.00        | $1369827.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0639 | 2056-04-01      | 6.0000%  | 0.0000% | $2321289.00        | $2420478.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1118 | 2056-04-01      | 4.5000%  | 0.0000% | $1977830.00        | $1909939.01        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB2278 | 2056-05-01      | 6.5000%  | 0.0000% | $1934800.00        | $2029384.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9046 | 2056-03-01      | 5.0000%  | 0.0000% | $2712071.00        | $2693093.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2480 | 2037-11-01      | 3.0000%  | 0.0000% | $16900000.00       | $1984920.02        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  | 0.0000% | $14373261.00       | $1437379.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | 0.0000% | $2579000.00        | $1682959.83        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $3455000.00        | $1815033.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7125 | 2054-11-01      | 6.0000%  | 0.0000% | $1500000.00        | $1141992.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8417 | 2054-03-01      | 4.5000%  | 0.0000% | $3288715.00        | $2766790.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $3504808.00        | $1862105.31        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1845000.00        | $1355646.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  | 0.0000% | $3946000.00        | $2307390.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0057 | 2034-08-01      | 3.5000%  | 0.0000% | $18625282.00       | $2827772.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNRD5272 | 2035-11-01      | 6.0000%  | 0.0000% | $2935699.00        | $2536244.11        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | 0.0000% | $2100000.00        | $1276946.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6869 | 2054-05-01      | 6.0000%  | 0.0000% | $2675000.00        | $2147829.48        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3615 | 2049-10-01      | 3.0000%  | 0.0000% | $6210217.00        | $1612031.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNQS0316 | 2035-03-01      | 4.0000%  | 0.0000% | $1692671.00        | $1456694.82        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q09688 G | 2042-07-01      | 3.5000%  | 0.0000% | $8175883.00        | $1446916.22        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9227 | 2051-03-01      | 2.0000%  | 0.0000% | $3400000.00        | $1555031.73        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G60494 G | 2039-01-01      | 5.5000%  | 0.0000% | $22800000.00       | $2851431.11        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4142 | 2035-11-01      | 1.5000%  | 0.0000% | $3088151.00        | $1340336.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTQK1751 | 2045-06-01      | 6.5000%  | 0.0000% | $2654884.00        | $2518937.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5288 | 2036-03-01      | 4.5000%  | 0.0000% | $2788219.00        | $2688428.01        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3454 | 2040-01-01      | 6.5000%  | 0.0000% | $3739589.00        | $2712519.41        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $10001000.00       | $1376946.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6568 | 2054-10-01      | 6.0000%  | 0.0000% | $1805000.00        | $1391145.11        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7955 | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2772400.96        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5055 | 2031-04-01      | 1.5000%  | 0.0000% | $4000000.00        | $1256733.87        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2756 | 2039-11-01      | 4.0000%  | 0.0000% | $1336286.00        | $1207885.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3754 | 2040-06-01      | 5.5000%  | 0.0000% | $1455937.00        | $1228969.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3880 | 2040-07-01      | 5.0000%  | 0.0000% | $3066259.00        | $2782540.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4802 | 2041-01-01      | 6.0000%  | 0.0000% | $2526133.00        | $2583860.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5131 | 2041-03-01      | 4.5000%  | 0.0000% | $2081424.00        | $2068350.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3566 | 2040-05-01      | 5.0000%  | 0.0000% | $1782192.00        | $1536122.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5199 | 2041-04-01      | 6.0000%  | 0.0000% | $1267732.00        | $1314244.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4804 | 2041-01-01      | 4.5000%  | 0.0000% | $1906320.00        | $1881169.40        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5143 | 2041-03-01      | 4.5000%  | 0.0000% | $1167334.00        | $1154208.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4955 | 2041-02-01      | 4.5000%  | 0.0000% | $2042273.00        | $2016622.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4997 | 2041-03-01      | 4.5000%  | 0.0000% | $2088221.00        | $2053632.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5088 | 2041-03-01      | 4.0000%  | 0.0000% | $2439247.00        | $2367446.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5129 | 2041-03-01      | 4.5000%  | 0.0000% | $1494053.00        | $1485383.99        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3722 | 2050-10-01      | 2.5000%  | 0.0000% | $3900000.00        | $1848122.83        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3619 | 2051-12-01      | 2.5000%  | 0.0000% | $2583002.00        | $1721228.74        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI6095 | 2054-05-01      | 6.5000%  | 0.0000% | $2500000.00        | $1279891.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3748 | 2040-07-01      | 5.0000%  | 0.0000% | $1841394.00        | $1760959.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1781 | 2038-12-01      | 6.0000%  | 0.0000% | $1546497.00        | $1154725.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3945 | 2040-07-01      | 5.5000%  | 0.0000% | $2523829.00        | $2471480.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4091 | 2040-09-01      | 6.0000%  | 0.0000% | $1265499.00        | $1168798.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4479 | 2040-10-01      | 4.5000%  | 0.0000% | $1260653.00        | $1216923.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4022 | 2040-08-01      | 5.5000%  | 0.0000% | $2175698.00        | $1596950.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6052 | 2052-07-01      | 4.5000%  | 0.0000% | $3729231.00        | $2572146.78        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $2067000.00        | $1422401.77        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1411 | 2049-09-01      | 3.0000%  | 0.0000% | $3846559.00        | $1281746.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2839 | 2039-12-01      | 3.5000%  | 0.0000% | $2809238.00        | $2462610.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4675 | 2040-12-01      | 4.5000%  | 0.0000% | $3060584.00        | $2892946.04        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7976 | 2055-02-01      | 6.5000%  | 0.0000% | $2287746.00        | $2172960.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2239 | 2054-12-01      | 5.5000%  | 0.0000% | $1691165.00        | $1592602.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1526 | 2054-05-01      | 6.0000%  | 0.0000% | $2976000.00        | $2370244.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0343 | 2055-11-01      | 5.5000%  | 0.0000% | $1901328.00        | $1931541.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3068 | 2056-01-01      | 5.5000%  | 0.0000% | $1405883.00        | $1439384.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3141 | 2055-12-01      | 6.5000%  | 0.0000% | $2017571.00        | $2136928.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0342 | 2055-11-01      | 5.5000%  | 0.0000% | $1299994.00        | $1321644.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2806 | 2056-01-01      | 6.5000%  | 0.0000% | $1146833.00        | $1185133.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2966 | 2055-12-01      | 6.5000%  | 0.0000% | $2170418.00        | $1832256.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0070 | 2041-02-01      | 6.0000%  | 0.0000% | $2277609.00        | $2229531.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  | 0.0000% | $1309250.00        | $1352360.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3539 | 2056-01-01      | 5.5000%  | 0.0000% | $1570400.00        | $1593467.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2462 | 2056-01-01      | 5.5000%  | 0.0000% | $1347594.00        | $1366808.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2923 | 2055-11-01      | 6.5000%  | 0.0000% | $1077158.00        | $1140339.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0417 | 2055-11-01      | 5.5000%  | 0.0000% | $1548706.00        | $1581075.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3510 | 2040-04-01      | 5.0000%  | 0.0000% | $1923146.00        | $1803137.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3509 | 2040-04-01      | 5.0000%  | 0.0000% | $1803592.00        | $1591467.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3499 | 2040-04-01      | 5.5000%  | 0.0000% | $1787202.00        | $1445389.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3665 | 2040-05-01      | 5.5000%  | 0.0000% | $1654067.00        | $1390212.55        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2865 | 2039-11-01      | 3.5000%  | 0.0000% | $1343762.00        | $1209809.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3987 | 2040-08-01      | 5.5000%  | 0.0000% | $3531791.00        | $2580437.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3939 | 2040-07-01      | 5.5000%  | 0.0000% | $1770276.00        | $1578030.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3506 | 2040-04-01      | 5.0000%  | 0.0000% | $3119514.00        | $2753745.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3498 | 2040-04-01      | 5.5000%  | 0.0000% | $1730017.00        | $1389569.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6121 | 2055-10-01      | 6.0000%  | 0.0000% | $1216529.00        | $1244355.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9879 | 2055-10-01      | 5.5000%  | 0.0000% | $1545851.00        | $1556675.44        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0246 | 2053-03-01      | 3.5000%  | 0.0000% | $3120000.00        | $2581318.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9881 | 2055-10-01      | 5.5000%  | 0.0000% | $1536056.00        | $1477270.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5845 | 2055-10-01      | 5.5000%  | 0.0000% | $1199486.00        | $1216697.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6032 | 2056-01-01      | 5.0000%  | 0.0000% | $1149342.00        | $1138787.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6994 | 2056-03-01      | 5.0000%  | 0.0000% | $1894593.00        | $1882078.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8401 | 2055-07-01      | 5.0000%  | 0.0000% | $2795163.00        | $2736154.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8256 | 2055-07-01      | 6.0000%  | 0.0000% | $2715766.00        | $2077119.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5600 | 2056-01-01      | 5.0000%  | 0.0000% | $1476185.00        | $1466994.36        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7701 | 2056-03-01      | 5.0000%  | 0.0000% | $2831208.00        | $2728648.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6355 | 2056-02-01      | 5.0000%  | 0.0000% | $1168923.00        | $1160402.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7724 | 2056-03-01      | 5.0000%  | 0.0000% | $2448304.00        | $2435878.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6481 | 2056-02-01      | 6.0000%  | 0.0000% | $1867543.00        | $1929760.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3104 | 2056-01-01      | 5.0000%  | 0.0000% | $2108372.00        | $2100219.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4644 | 2056-01-01      | 6.5000%  | 0.0000% | $1184828.00        | $1259526.36        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB2289 | 2056-05-01      | 7.0000%  | 0.0000% | $2062572.00        | $2195209.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4763 | 2056-01-01      | 5.5000%  | 0.0000% | $1363315.00        | $1395748.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5260 | 2056-01-01      | 5.5000%  | 0.0000% | $2067744.00        | $1920739.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0008 | 2040-07-01      | 4.5000%  | 0.0000% | $2756207.00        | $2352715.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0386 | 2055-12-01      | 5.0000%  | 0.0000% | $1870590.00        | $1817595.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5766 | 2056-02-01      | 5.0000%  | 0.0000% | $1523083.00        | $1522936.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA7662 | 2056-03-01      | 6.5000%  | 0.0000% | $1559543.00        | $1603704.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1627 | 2056-04-01      | 5.5000%  | 0.0000% | $1308533.00        | $1329963.57        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB2288 | 2056-05-01      | 7.0000%  | 0.0000% | $1076000.00        | $1146002.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3923 | 2055-09-01      | 6.0000%  | 0.0000% | $2514250.00        | $1944603.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2818 | 2055-09-01      | 6.0000%  | 0.0000% | $149194.00         | $154900.84         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB2292 | 2056-05-01      | 7.0000%  | 0.0000% | $1560628.00        | $1660987.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2157 | 2056-04-01      | 4.5000%  | 0.0000% | $2021778.00        | $1957137.71        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTB2282 | 2056-05-01      | 7.0000%  | 0.0000% | $1416799.00        | $1510250.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4329 | 2055-09-01      | 6.0000%  | 0.0000% | $1883705.00        | $1388888.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  | 0.0000% | $1350000.00        | $1210898.91        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1367 | 2055-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1349637.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2317 | 2054-12-01      | 6.0000%  | 0.0000% | $1695334.00        | $1629022.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  | 0.0000% | $2829736.00        | $2248874.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2003 | 2055-04-01      | 6.5000%  | 0.0000% | $2136470.00        | $2226201.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1123 | 2055-03-01      | 6.0000%  | 0.0000% | $2837462.00        | $2731282.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3791 | 2040-06-01      | 6.0000%  | 0.0000% | $1792299.00        | $1706783.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4785 | 2041-01-01      | 6.0000%  | 0.0000% | $1493822.00        | $1496241.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4183 | 2040-09-01      | 5.0000%  | 0.0000% | $1909210.00        | $1842570.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4886 | 2041-02-01      | 5.5000%  | 0.0000% | $1126000.00        | $1143960.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4959 | 2041-02-01      | 5.0000%  | 0.0000% | $2238250.00        | $2259612.01        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5157 | 2041-03-01      | 4.5000%  | 0.0000% | $1787176.00        | $1765943.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4996 | 2041-03-01      | 4.5000%  | 0.0000% | $2475728.00        | $2439938.43        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5378 | 2041-05-01      | 4.5000%  | 0.0000% | $1439321.00        | $1434805.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4217 | 2040-09-01      | 6.0000%  | 0.0000% | $1437726.00        | $1443167.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4889 | 2041-02-01      | 4.5000%  | 0.0000% | $1520460.00        | $1495780.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0418 | 2055-12-01      | 5.5000%  | 0.0000% | $1155754.00        | $1177199.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2875 | 2055-09-01      | 6.0000%  | 0.0000% | $1276437.00        | $1248866.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1870 | 2055-12-01      | 6.0000%  | 0.0000% | $2307920.00        | $2394181.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1969 | 2055-12-01      | 6.0000%  | 0.0000% | $1855000.00        | $1910207.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $2900669.00        | $2699373.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0764 | 2055-11-01      | 6.0000%  | 0.0000% | $1498787.00        | $1543293.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2636 | 2055-09-01      | 6.0000%  | 0.0000% | $1203469.00        | $1147745.88        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0085 | 2041-04-01      | 5.5000%  | 0.0000% | $2318364.00        | $2378499.01        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0047 | 2040-12-01      | 4.5000%  | 0.0000% | $2999645.00        | $2824672.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2541 | 2055-08-01      | 6.0000%  | 0.0000% | $1446755.00        | $1488491.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1979 | 2055-12-01      | 5.5000%  | 0.0000% | $1677350.00        | $1654014.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0376 | 2055-12-01      | 6.0000%  | 0.0000% | $1558920.00        | $1608392.70        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7758 | 2055-07-01      | 6.5000%  | 0.0000% | $2865806.00        | $1749666.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2527 | 2054-07-01      | 5.5000%  | 0.0000% | $3434777.00        | $2527915.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2906 | 2055-09-01      | 6.0000%  | 0.0000% | $1293387.00        | $1341272.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY8604 | 2055-07-01      | 6.5000%  | 0.0000% | $3327295.00        | $1986292.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $1324392.00        | $1371918.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3017 | 2055-08-01      | 6.0000%  | 0.0000% | $1566185.00        | $1200244.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1852 | 2055-12-01      | 6.0000%  | 0.0000% | $2290785.00        | $2391070.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4345 | 2056-01-01      | 4.5000%  | 0.0000% | $2282605.00        | $2198984.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1850 | 2055-12-01      | 6.0000%  | 0.0000% | $1590185.00        | $1641859.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9597 | 2056-04-01      | 4.5000%  | 0.0000% | $2006149.00        | $1940241.82        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9266 | 2056-03-01      | 4.5000%  | 0.0000% | $1574662.00        | $1520067.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9998 | 2056-03-01      | 4.5000%  | 0.0000% | $2866551.00        | $2773846.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9426 | 2056-04-01      | 6.0000%  | 0.0000% | $1967393.00        | $2033503.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0316 | 2056-04-01      | 4.5000%  | 0.0000% | $1618112.00        | $1564034.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0383 | 2056-04-01      | 6.0000%  | 0.0000% | $2159011.00        | $2232377.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9286 | 2056-03-01      | 5.5000%  | 0.0000% | $2073424.00        | $2113874.60        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9920 | 2056-04-01      | 6.5000%  | 0.0000% | $1656585.00        | $1735947.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9867 | 2056-04-01      | 5.0000%  | 0.0000% | $2023900.00        | $2006379.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0373 | 2056-04-01      | 6.5000%  | 0.0000% | $1874141.00        | $1967449.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0251 | 2056-04-01      | 5.5000%  | 0.0000% | $1601855.00        | $1638789.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5479 | 2055-12-01      | 4.5000%  | 0.0000% | $1444205.00        | $1371560.86        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5500 | 2055-12-01      | 4.5000%  | 0.0000% | $2648983.00        | $2551062.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1004 | 2056-04-01      | 5.0000%  | 0.0000% | $2297212.00        | $2287962.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4571 | 2055-10-01      | 6.0000%  | 0.0000% | $1886433.00        | $1951969.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3652 | 2055-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $1483785.67        | Agency Mortgage-Backed Securities |

### Security 252: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES 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: ARP1HAOG0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HAOG0
- **C.18 - Value (incl. sponsor support):** $2938000000.00
- **C.18.a - Value (excl. sponsor support):** $2938000000.00
- **C.19 - Percentage of Net Assets:** 3.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLSD4324 | 2053-11-01      | 6.0000%  | 0.0000% | $102241927.00      | $74535137.27       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $86911679.00       | $75011374.76       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $101000000.00      | $81048023.63       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6145 | 2056-02-01      | 5.0000%  | 0.0000% | $71743647.00       | $70416338.06       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  | 0.0000% | $75513335.00       | $72764408.17       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $103038687.00      | $97863925.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6469 | 2056-04-01      | 5.0000%  | 0.0000% | $100010464.00      | $99259463.22       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  | 0.0000% | $79714796.00       | $79769569.77       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $99453482.00       | $68142367.21       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  | 0.0000% | $103047751.00      | $76145093.95       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3634 | 2055-12-01      | 6.5000%  | 0.0000% | $71926780.00       | $73957015.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4578 | 2055-08-01      | 6.0000%  | 0.0000% | $99997669.00       | $96015945.74       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0928 | 2055-08-01      | 6.0000%  | 0.0000% | $84950976.00       | $71098421.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1774 | 2055-07-01      | 6.0000%  | 0.0000% | $58553172.00       | $55648039.35       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1382 | 2054-09-01      | 6.5000%  | 0.0000% | $111929997.00      | $80150208.59       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3381 | 2055-12-01      | 5.5000%  | 0.0000% | $96957410.00       | $95995744.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1209 | 2054-12-01      | 5.0000%  | 0.0000% | $90871030.00       | $81612369.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0075 | 2041-04-01      | 4.5000%  | 0.0000% | $100545090.00      | $99157786.84       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $131603950.00      | $87175466.44       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3908 | 2052-11-01      | 5.0000%  | 0.0000% | $138818740.00      | $102662489.23      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3373 | 2055-11-01      | 5.5000%  | 0.0000% | $87900323.00       | $87531134.52       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0065 | 2041-03-01      | 4.0000%  | 0.0000% | $92069670.00       | $88594985.08       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4439 | 2056-03-01      | 4.5000%  | 0.0000% | $104839512.00      | $101067750.08      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1857 | 2055-07-01      | 6.5000%  | 0.0000% | $96271927.00       | $90531128.48       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4016 | 2056-01-01      | 5.0000%  | 0.0000% | $73099000.00       | $72397997.92       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1295 | 2055-05-01      | 6.5000%  | 0.0000% | $115227881.00      | $75518627.67       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6470 | 2056-04-01      | 5.0000%  | 0.0000% | $100268655.00      | $99594827.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2154 | 2055-07-01      | 5.5000%  | 0.0000% | $91746665.00       | $86836161.17       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0035 | 2040-11-01      | 3.5000%  | 0.0000% | $87570394.00       | $81670584.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9842 | 2053-09-01      | 5.5000%  | 0.0000% | $106617092.00      | $85739694.67       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3052 | 2054-12-01      | 5.0000%  | 0.0000% | $96279376.00       | $86146133.52       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3630 | 2054-12-01      | 6.5000%  | 0.0000% | $72011873.00       | $70379338.11       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3632 | 2055-10-01      | 6.5000%  | 0.0000% | $51876364.00       | $52225540.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4450 | 2056-02-01      | 5.5000%  | 0.0000% | $105141647.00      | $103938764.24      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $82519701.00       | $75439088.69       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2231 | 2052-12-01      | 5.5000%  | 0.0000% | $104412373.00      | $72299652.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1197 | 2055-05-01      | 5.5000%  | 0.0000% | $92547188.00       | $87179402.12       | Agency Mortgage-Backed Securities |

### Security 253: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 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: ARP1HAP53, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1HAP53
- **C.18 - Value (incl. sponsor support):** $979000000.00
- **C.18.a - Value (excl. sponsor support):** $979000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 2026-060 FN     | 2056-04-20      | 4.6401%  | 0.0000% | $100000000.00      | $101496292.78      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-209 AF     | 2055-12-20      | 4.6401%  | 0.0000% | $255147009.00      | $249999999.16      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF     | 2055-04-20      | 4.6901%  | 0.0000% | $150000000.00      | $128395808.17      | Agency Collateralized Mortgage Obligation |
| FKAR 03.600 WEWE5046 | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2083153.13        | Agency Mortgage-Backed Securities         |
| GNRA 2026-027 AF     | 2056-02-20      | 4.6401%  | 0.0000% | $254299842.00      | $249999999.46      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD     | 2055-09-20      | 4.7101%  | 0.0000% | $68664456.00       | $67090179.31       | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX SODB8666 | 2054-08-01      | 5.7940%  | 0.0000% | $10000000.00       | $7818844.06        | Agency Mortgage-Backed Securities         |
| FKAR 04.100 WNWN2205 | 2032-08-01      | 4.1000%  | 0.0000% | $3729000.00        | $3666575.71        | Agency Mortgage-Backed Securities         |
| FKAR 02.650 WAWA3175 | 2036-12-01      | 2.6500%  | 0.0000% | $1000000.00        | $797935.68         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX H2AN3800 | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2457169.64        | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WNWN2623 | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $2987020.83        | Agency Mortgage-Backed Securities         |
| FKAR 05.250 WAWA4853 | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6039588.11        | Agency Mortgage-Backed Securities         |
| GNRA 2025-124 FE     | 2055-07-20      | 4.7901%  | 0.0000% | $197973000.00      | $185432110.80      | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX HYAN5732 | 2032-06-01      | 3.2600%  | 0.0000% | $1255000.00        | $1181283.95        | Agency Mortgage-Backed Securities         |
| FKAR 04.750 WNWN0179 | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9511923.89        | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4852 | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3749186.78        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN3417 | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1985519.11        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYAN9508 | 2039-10-01      | 4.2900%  | 0.0000% | $3000000.00        | $2823737.50        | Agency Mortgage-Backed Securities         |

### Security 254: 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: ARP1HAQU7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HAQU7
- **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):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $101.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $207513200.00      | $206802321.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $300.00            | $414.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $24600.00          | $24449.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $1231300.00        | $1246724.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $26976600.00       | $26987201.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $13818600.00       | $13818776.97       | U.S. Treasuries (including strips) |

### Security 255: 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: ARP1HAVL1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1HAVL1
- **C.18 - Value (incl. sponsor support):** $3589000000.00
- **C.18.a - Value (excl. sponsor support):** $3589000000.00
- **C.19 - Percentage of Net Assets:** 4.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                             | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2046-08-15      | 2.2500%  | 0.0000% | $2100.00           | $1364.73           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2045-11-15      | 3.0000%  | 0.0000% | $1700.00           | $1296.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-05-12      | 0.0000%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZM3025                               | 2047-04-01      | 4.5000%  | 0.0000% | $6540.00           | $730.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2101                               | 2028-12-01      | 6.0000%  | 0.0000% | $762175.00         | $2401.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1939                               | 2026-06-01      | 6.0000%  | 0.0000% | $237778.00         | $19.39             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1142                               | 2036-06-01      | 5.0000%  | 0.0000% | $39791.00          | $319.76            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2134                               | 2029-09-01      | 4.5000%  | 0.0000% | $67792.00          | $756.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0901                               | 2035-08-01      | 4.5000%  | 0.0000% | $223000.00         | $1969.28           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A89145 G                               | 2039-10-01      | 5.5000%  | 0.0000% | $12342.00          | $357.46            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3KZA2903                               | 2032-08-01      | 2.5000%  | 0.0000% | $1000.00           | $326.59            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01197 G                               | 2031-07-01      | 6.5000%  | 0.0000% | $216718.00         | $111.02            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A82829 G                               | 2038-11-01      | 6.0000%  | 0.0000% | $13396.00          | $45.29             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68290 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $252250.00         | $2142.89           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01383 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $344414.00         | $645.58            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09117 G                               | 2037-11-01      | 6.5000%  | 0.0000% | $300000.00         | $1063.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1860                               | 2038-01-01      | 6.0000%  | 0.0000% | $288904.00         | $1056.31           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0375                               | 2028-01-01      | 7.5000%  | 0.0000% | $6167184.00        | $619.94            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0956                               | 2035-10-01      | 4.5000%  | 0.0000% | $25000.00          | $150.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0765                               | 2031-08-01      | 6.5000%  | 0.0000% | $480514.00         | $294.04            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62525 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $642674.00         | $1392.70           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0535                               | 2028-05-01      | 7.5000%  | 0.0000% | $29192.00          | $8.92              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1992                               | 2027-05-01      | 5.5000%  | 0.0000% | $2267114.00        | $2345.85           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2065                               | 2028-03-01      | 4.5000%  | 0.0000% | $1744306.00        | $2036.21           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01309 G                               | 2031-08-01      | 7.0000%  | 0.0000% | $110000.00         | $41.71             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZA0587                               | 2029-02-01      | 5.5000%  | 0.0000% | $2712000.00        | $2677.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZM8804                               | 2048-09-01      | 5.5000%  | 0.0000% | $2347536.00        | $491806.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2278                               | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $65.04             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64672 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $1108300.00        | $605.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2079                               | 2028-05-01      | 4.5000%  | 0.0000% | $102000.00         | $208.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0558                               | 2028-10-01      | 6.0000%  | 0.0000% | $171929.00         | $57.00             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G02382 G                               | 2035-06-01      | 6.0000%  | 0.0000% | $20000.00          | $274.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2058                               | 2028-04-01      | 5.0000%  | 0.0000% | $63329.00          | $109.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284                               | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $718.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7171                               | 2054-12-01      | 5.5000%  | 0.0000% | $168000.00         | $152788.05         | Agency Mortgage-Backed Securities         |
| FEPC 08.500 CLZA0693                               | 2030-08-01      | 8.5000%  | 0.0000% | $250400.00         | $67.44             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6528                               | 2046-01-01      | 4.0000%  | 0.0000% | $3186332.00        | $2632967.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570                               | 2054-05-01      | 6.0000%  | 0.0000% | $61840960.00       | $50164196.29       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2104                               | 2028-10-01      | 5.0000%  | 0.0000% | $750000.00         | $2184.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0727                               | 2030-11-01      | 6.5000%  | 0.0000% | $500000.00         | $874.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6319                               | 2054-09-01      | 5.5000%  | 0.0000% | $6000.00           | $4686.45           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0636                               | 2029-10-01      | 7.5000%  | 0.0000% | $5642030.00        | $2168.32           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4949                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $719.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7567                               | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1607.15           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5875                               | 2048-03-01      | 3.5000%  | 0.0000% | $59891712.00       | $17120664.42       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3478                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $711.56            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1256                               | 2048-11-01      | 4.5000%  | 0.0000% | $60000.00          | $2063.16           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U92815 G                               | 2044-11-01      | 4.0000%  | 0.0000% | $1055348.00        | $420809.95         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2026-09-28      | 3.3000%  | 0.0000% | $1000.00           | $1000.72           | Agency Debentures and Agency Strips       |
| FEPC 02.000 CLQB8251                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $499.38            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5580                               | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1704.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189                               | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $677.92            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-05-31      | 4.6250%  | 0.0000% | $3500.00           | $3652.48           | U.S. Treasuries (including strips)        |
| GNII SF DP3313 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1057.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 738240 X                                   | 2041-04-15      | 5.0000%  | 0.0000% | $109231.00         | $3099.95           | Agency Mortgage-Backed Securities         |
| GNMI SF 550887 X                                   | 2035-08-15      | 5.0000%  | 0.0000% | $350000.00         | $3176.79           | Agency Mortgage-Backed Securities         |
| GNMI SP 782070 X                                   | 2032-06-15      | 7.0000%  | 0.0000% | $49503.00          | $94.97             | Agency Mortgage-Backed Securities         |
| GNMI SP 783571 X                                   | 2033-12-15      | 5.0000%  | 0.0000% | $100000.00         | $4253.76           | Agency Mortgage-Backed Securities         |
| GNMI SF 552235 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $60000.00          | $88.49             | Agency Mortgage-Backed Securities         |
| GNMI SP 780881 X                                   | 2028-10-15      | 8.5000%  | 0.0000% | $15820000.00       | $654.99            | Agency Mortgage-Backed Securities         |
| GNMI SF 494330 X                                   | 2029-02-15      | 5.5000%  | 0.0000% | $1303832.00        | $4077.38           | Agency Mortgage-Backed Securities         |
| GNMI SF 651861 X                                   | 2036-06-15      | 6.0000%  | 0.0000% | $7500000.00        | $45897.42          | Agency Mortgage-Backed Securities         |
| GNMI SF 632176 X                                   | 2034-08-15      | 6.0000%  | 0.0000% | $35194.00          | $438.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 614409 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $43000.00          | $698.76            | Agency Mortgage-Backed Securities         |
| GNMI SP 782074 X                                   | 2033-01-15      | 7.0000%  | 0.0000% | $42385.00          | $496.45            | Agency Mortgage-Backed Securities         |
| GNII SF DP3814 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $3766552.00        | $3829196.31        | Agency Mortgage-Backed Securities         |
| GNII SF DP3793 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $3006.00           | $3053.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 638638 X                                   | 2039-07-15      | 5.0000%  | 0.0000% | $50000.00          | $1909.27           | Agency Mortgage-Backed Securities         |
| GNMI SF 675308 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $261355.00         | $3666.92           | Agency Mortgage-Backed Securities         |
| GNRA 2025-116 FE                                   | 2055-07-20      | 4.7601%  | 0.0000% | $100000000.00      | $89771563.17       | Agency Collateralized Mortgage Obligation |
| GNMI SF 652203 X                                   | 2036-03-15      | 5.0000%  | 0.0000% | $116223.00         | $563.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA9850 M                                   | 2054-08-20      | 5.0000%  | 0.0000% | $2000.00           | $1727.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M                                   | 2054-02-20      | 6.5000%  | 0.0000% | $1823832.00        | $714056.16         | Agency Mortgage-Backed Securities         |
| GNPL PN DJ5984                                     | 2060-09-15      | 6.5000%  | 0.0000% | $1994.00           | $2172.74           | Agency Mortgage-Backed Securities         |
| GNII ET DJ6012 C                                   | 2065-02-20      | 6.0000%  | 0.0000% | $2000.00           | $918.77            | Agency Mortgage-Backed Securities         |
| GNCL CL DJ0400                                     | 2068-06-15      | 5.3500%  | 0.0000% | $2002.00           | $2021.22           | Agency Mortgage-Backed Securities         |
| GNII SF DK4602 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $5043.00           | $2779.94           | Agency Mortgage-Backed Securities         |
| GNII SF CF3948 C                                   | 2052-04-20      | 2.5000%  | 0.0000% | $14000.00          | $2827.57           | Agency Mortgage-Backed Securities         |
| GNII SF CB1022 C                                   | 2051-02-20      | 2.0000%  | 0.0000% | $3000.00           | $1598.73           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-10-22      | 0.0000%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-06-30      | 0.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-06-30      | 0.0000%  | 0.0000% | $200.00            | $198.78            | U.S. Treasuries (including strips)        |
| GNII SF MA7055 M                                   | 2050-12-20      | 4.0000%  | 0.0000% | $1120.00           | $337.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M                                   | 2052-06-20      | 3.0000%  | 0.0000% | $6000.00           | $3861.56           | Agency Mortgage-Backed Securities         |
| GNAR AF MA8055 M                                   | 2052-05-20      | 2.5000%  | 0.0000% | $3493516.00        | $2194141.54        | Agency Mortgage-Backed Securities         |
| GNII JM MA6328 M                                   | 2049-12-20      | 2.5000%  | 0.0000% | $3001.00           | $278.42            | Agency Mortgage-Backed Securities         |
| GNII JM MA6400 M                                   | 2050-01-20      | 3.5000%  | 0.0000% | $1000.00           | $64.90             | Agency Mortgage-Backed Securities         |
| GNII SF DJ4630 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $3999.00           | $2386.48           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4308 C                                   | 2056-02-20      | 5.0000%  | 0.0000% | $2042.00           | $2114.67           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-07-31      | 3.8253%  | 0.0000% | $1000.00           | $1000.36           | U.S. Treasuries (including strips)        |
| GNII SF CL0390 C                                   | 2052-01-20      | 2.0000%  | 0.0000% | $3000.00           | $1813.15           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $177.41            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1034.86           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2036-02-15      | 4.5000%  | 0.0000% | $300.00            | $306.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $104.42            | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLBW9603                               | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $787.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3573                               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $755.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL749047                               | 2033-10-01      | 6.0000%  | 0.0000% | $1661084.00        | $4520.12           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5123                               | 2032-10-01      | 4.5000%  | 0.0000% | $1000.00           | $418.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL740345                               | 2033-10-01      | 4.5000%  | 0.0000% | $27000.00          | $206.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL779381                               | 2034-06-01      | 5.5000%  | 0.0000% | $1210240.00        | $3261.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872851                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $169.38            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBT3861                               | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $464.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5276                               | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT5574                               | 2051-08-01      | 2.5000%  | 0.0000% | $100000.00         | $52511.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBO1766                               | 2049-07-01      | 4.5000%  | 0.0000% | $7000.00           | $941.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1890                               | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $106.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3009                               | 2048-11-01      | 4.0000%  | 0.0000% | $7000.00           | $712.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL815426                               | 2035-02-01      | 4.5000%  | 0.0000% | $27000.00          | $156.05            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9854                               | 2053-09-01      | 6.0000%  | 0.0000% | $12500000.00       | $9869460.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL820242                               | 2035-07-01      | 5.0000%  | 0.0000% | $256000.00         | $3080.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA1346                               | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $599.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW8765                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $673.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709697                               | 2033-06-01      | 5.5000%  | 0.0000% | $39486.00          | $26.85             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759090                               | 2034-01-01      | 6.0000%  | 0.0000% | $1543746.00        | $3976.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831604                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $108.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL849985                               | 2036-02-01      | 6.0000%  | 0.0000% | $1000.00           | $67.40             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7306                               | 2042-09-01      | 4.5000%  | 0.0000% | $17000.00          | $2022.61           | Agency Mortgage-Backed Securities         |
| GNPL PN CH0459                                     | 2057-05-15      | 2.4600%  | 0.0000% | $111143.00         | $92182.55          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581716                               | 2031-07-01      | 7.0000%  | 0.0000% | $276000.00         | $339.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL613922                               | 2031-12-01      | 6.0000%  | 0.0000% | $110000.00         | $468.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 565036 X                                   | 2031-07-15      | 6.0000%  | 0.0000% | $205818.00         | $458.22            | Agency Mortgage-Backed Securities         |
| GNMI SF 743155 X                                   | 2040-10-15      | 5.0000%  | 0.0000% | $25000.00          | $405.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL440738                               | 2028-12-01      | 6.0000%  | 0.0000% | $224818.00         | $85.40             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535154                               | 2030-01-01      | 7.0000%  | 0.0000% | $219323.00         | $56.31             | Agency Mortgage-Backed Securities         |
| GNMI SF 552234 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $55000.00          | $45.10             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500293                               | 2029-06-01      | 6.5000%  | 0.0000% | $307300.00         | $409.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8419                               | 2046-05-01      | 4.5000%  | 0.0000% | $24000.00          | $1949.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555071                               | 2032-02-01      | 6.5000%  | 0.0000% | $298800.00         | $345.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL454969                               | 2029-01-01      | 6.0000%  | 0.0000% | $29446.00          | $36.00             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL452026                               | 2028-11-01      | 6.5000%  | 0.0000% | $33000.00          | $3.54              | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL564318                               | 2030-11-01      | 9.0000%  | 0.0000% | $3560000.00        | $1024.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS2358                               | 2044-05-01      | 4.5000%  | 0.0000% | $21241.00          | $1102.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575331                               | 2031-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $3228.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL603617                               | 2031-09-01      | 7.0000%  | 0.0000% | $109771.00         | $22.20             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571949                               | 2031-07-01      | 6.5000%  | 0.0000% | $256700.00         | $169.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579800                               | 2031-05-01      | 6.0000%  | 0.0000% | $4004343.00        | $4364.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL510894                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002061.00        | $902.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL625536                               | 2032-01-01      | 6.0000%  | 0.0000% | $252621.00         | $349.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579463                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002841.00        | $282.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL572221                               | 2031-03-01      | 6.0000%  | 0.0000% | $2012204.00        | $1339.10           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606799                               | 2031-10-01      | 7.0000%  | 0.0000% | $123741.00         | $613.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535334                               | 2030-06-01      | 7.5000%  | 0.0000% | $381326.00         | $69.04             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535909                               | 2031-05-01      | 6.0000%  | 0.0000% | $5805000.00        | $2746.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL585061                               | 2031-10-01      | 6.5000%  | 0.0000% | $36788.00          | $126.71            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4441                               | 2051-07-01      | 2.0000%  | 0.0000% | $7127120.00        | $4193587.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580148                               | 2031-07-01      | 6.0000%  | 0.0000% | $17998200.00       | $4357.57           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996                               | 2031-06-01      | 7.5000%  | 0.0000% | $12097274.00       | $4586.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1665                               | 2044-02-01      | 4.5000%  | 0.0000% | $20660.00          | $268.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH6641                               | 2041-03-01      | 4.5000%  | 0.0000% | $56561.00          | $4893.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 506209 X                                   | 2037-04-15      | 5.0000%  | 0.0000% | $75000.00          | $783.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579142                               | 2031-05-01      | 6.5000%  | 0.0000% | $336860.00         | $1021.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5369                               | 2044-05-01      | 4.5000%  | 0.0000% | $2000.00           | $75.71             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL602391                               | 2031-08-01      | 7.0000%  | 0.0000% | $117315.00         | $260.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL596460                               | 2031-08-01      | 6.0000%  | 0.0000% | $148431.00         | $1698.03           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL630907                               | 2032-02-01      | 7.5000%  | 0.0000% | $630169.00         | $3836.78           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL596270                               | 2031-08-01      | 7.5000%  | 0.0000% | $876866.00         | $2608.89           | Agency Mortgage-Backed Securities         |
| GNMI SF 564553 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $166000.00         | $559.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535136                               | 2029-10-01      | 6.0000%  | 0.0000% | $8000.00           | $5.45              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $353.01            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL555000                               | 2032-10-01      | 6.0000%  | 0.0000% | $37825.00          | $236.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8854                               | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $1988.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNRD5244                               | 2035-05-01      | 5.0000%  | 0.0000% | $1000.00           | $733.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535831                               | 2031-04-01      | 6.5000%  | 0.0000% | $478440.00         | $256.15            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL526057                               | 2029-12-01      | 7.0000%  | 0.0000% | $183176.00         | $135.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL610107                               | 2031-10-01      | 6.5000%  | 0.0000% | $26035.00          | $1.35              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3935                               | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $469.11            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614978                               | 2031-12-01      | 7.0000%  | 0.0000% | $111000.00         | $496.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581669                               | 2031-07-01      | 6.5000%  | 0.0000% | $166700.00         | $69.72             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580077                               | 2031-09-01      | 6.5000%  | 0.0000% | $4691.00           | $0.20              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456791                               | 2029-01-01      | 6.0000%  | 0.0000% | $203492.00         | $34.51             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3549                               | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1455.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL435082                               | 2028-07-01      | 6.0000%  | 0.0000% | $100000.00         | $247.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $3000.00           | $949.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $20000.00          | $741.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1837                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $644.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8911                               | 2051-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1239.51           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8149                               | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $557.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC2356                               | 2056-04-01      | 6.0000%  | 0.0000% | $93887488.00       | $97439528.26       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732                               | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1473.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626106                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4957.82           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1947                               | 2026-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $69.27             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8019                               | 2049-10-01      | 4.5000%  | 0.0000% | $14000.00          | $1657.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH5574                               | 2041-02-01      | 4.0000%  | 0.0000% | $4000.00           | $276.98            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4701                               | 2054-02-01      | 6.0000%  | 0.0000% | $13625000.00       | $10638338.58       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL590057                               | 2031-06-01      | 6.5000%  | 0.0000% | $119470.00         | $76.67             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL615364                               | 2031-11-01      | 6.0000%  | 0.0000% | $50466.00          | $1178.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2041                               | 2027-11-01      | 5.0000%  | 0.0000% | $127458.00         | $126.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAL3184                               | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $98.07             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8368                               | 2051-08-01      | 2.0000%  | 0.0000% | $450000.00         | $266240.92         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879                               | 2052-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1487.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFM1196                               | 2029-09-01      | 6.0000%  | 0.0000% | $10303.00          | $268.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602454                               | 2031-09-01      | 6.5000%  | 0.0000% | $395500.00         | $1464.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB1125                               | 2044-09-01      | 5.0000%  | 0.0000% | $1365460.00        | $1261802.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7956                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $999.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942786                               | 2037-08-01      | 6.0000%  | 0.0000% | $43618.00          | $508.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3035                               | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $547.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811                               | 2031-04-01      | 6.5000%  | 0.0000% | $773977.00         | $338.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602006                               | 2031-08-01      | 6.5000%  | 0.0000% | $267100.00         | $348.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575645                               | 2031-03-01      | 6.0000%  | 0.0000% | $380000.00         | $33.74             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL616609                               | 2031-11-01      | 7.0000%  | 0.0000% | $114950.00         | $335.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4237                               | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $523.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3073                               | 2047-07-01      | 4.5000%  | 0.0000% | $2000.00           | $180.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9054                               | 2041-04-01      | 4.5000%  | 0.0000% | $41000.00          | $1488.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639625                               | 2032-02-01      | 6.0000%  | 0.0000% | $23585.00          | $686.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3120                               | 2041-10-01      | 4.5000%  | 0.0000% | $28000.00          | $2551.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL607055                               | 2031-10-01      | 6.5000%  | 0.0000% | $225600.00         | $173.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA9734                               | 2053-08-01      | 3.0000%  | 0.0000% | $4841.00           | $3726.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3XSF7004                               | 2029-06-01      | 4.0000%  | 0.0000% | $1000.00           | $198.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB0269                               | 2056-04-01      | 6.0000%  | 0.0000% | $2209732.00        | $2327690.44        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010                               | 2055-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1802.01           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0563                               | 2028-11-01      | 6.0000%  | 0.0000% | $3074015.00        | $1144.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2545                               | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $660.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8036                               | 2056-01-01      | 6.0000%  | 0.0000% | $1644914.00        | $1693848.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5997                               | 2056-03-01      | 5.0000%  | 0.0000% | $150000000.00      | $147069829.56      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2660                               | 2055-11-01      | 5.5000%  | 0.0000% | $2918500.00        | $2945463.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6778                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $835.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV3989                               | 2052-04-01      | 4.5000%  | 0.0000% | $9693.00           | $4898.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1682                               | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.30           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC4866                               | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $916.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8459                               | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1376.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5263                               | 2054-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2544.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793                               | 2055-08-01      | 6.0000%  | 0.0000% | $1430734.00        | $1131676.80        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3574                               | 2049-01-01      | 3.5000%  | 0.0000% | $16000.00          | $1541.55           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE0147                               | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $900.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700                               | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2409.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6753                               | 2050-10-01      | 4.0000%  | 0.0000% | $14000.00          | $3901.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905057                               | 2036-11-01      | 5.5000%  | 0.0000% | $145367.00         | $3746.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL909141                               | 2038-01-01      | 6.0000%  | 0.0000% | $25000.00          | $628.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH4068                               | 2041-02-01      | 4.5000%  | 0.0000% | $5429.00           | $187.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7003                               | 2051-02-01      | 4.0000%  | 0.0000% | $3456.00           | $974.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889697                               | 2038-07-01      | 6.0000%  | 0.0000% | $458000.00         | $2795.09           | Agency Mortgage-Backed Securities         |
| GNMI SF 775218 X                                   | 2041-10-15      | 4.5000%  | 0.0000% | $1000.00           | $41.50             | Agency Mortgage-Backed Securities         |
| GNII SF MA8489 M                                   | 2052-12-20      | 4.5000%  | 0.0000% | $1000.00           | $748.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA9575 M                                   | 2039-04-20      | 5.5000%  | 0.0000% | $1000.00           | $565.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA9103 M                                   | 2053-07-20      | 4.0000%  | 0.0000% | $5000.00           | $4003.59           | Agency Mortgage-Backed Securities         |
| GNII SF MA9241 M                                   | 2053-10-20      | 5.5000%  | 0.0000% | $4000.00           | $2829.84           | Agency Mortgage-Backed Securities         |
| GNII JM MA8515 M                                   | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $618.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA9458 M                                   | 2039-02-20      | 5.5000%  | 0.0000% | $6000.00           | $3683.08           | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X                                   | 2042-01-15      | 3.5000%  | 0.0000% | $1020.00           | $79.03             | Agency Mortgage-Backed Securities         |
| GNII SF MA9360 M                                   | 2053-09-20      | 4.5000%  | 0.0000% | $1000.00           | $882.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 760879 X                                   | 2041-02-15      | 4.0000%  | 0.0000% | $25000.00          | $2821.49           | Agency Mortgage-Backed Securities         |
| GNMI SF BD7109 X                                   | 2047-11-15      | 4.0000%  | 0.0000% | $42188.00          | $1799.14           | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $5173.00           | $3372.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8203                               | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $591.51            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2028                               | 2027-10-01      | 6.0000%  | 0.0000% | $1600000.00        | $1229.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7365                               | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $236.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2176                               | 2030-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4065.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1953                               | 2026-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $262.99            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2511                               | 2041-12-01      | 4.0000%  | 0.0000% | $18000.00          | $2256.15           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7918                               | 2052-03-01      | 3.0000%  | 0.0000% | $1385.00           | $1115.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729535                               | 2033-07-01      | 5.5000%  | 0.0000% | $41207.00          | $115.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL776657                               | 2029-06-01      | 4.5000%  | 0.0000% | $200000.00         | $1881.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $3000.00           | $192.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4033                               | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $732.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8992                               | 2044-07-01      | 4.5000%  | 0.0000% | $3000.00           | $286.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579458                               | 2031-04-01      | 6.5000%  | 0.0000% | $747626.00         | $544.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL627702                               | 2032-02-01      | 6.5000%  | 0.0000% | $49000.00          | $119.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL597497                               | 2031-09-01      | 6.5000%  | 0.0000% | $459438.00         | $906.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9432                               | 2046-10-01      | 3.0000%  | 0.0000% | $1368000.00        | $325577.31         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6745                               | 2044-08-01      | 4.0000%  | 0.0000% | $3000.00           | $338.29            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL634307                               | 2032-02-01      | 7.5000%  | 0.0000% | $981032.00         | $3393.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL567182                               | 2031-03-01      | 6.5000%  | 0.0000% | $40000.00          | $6.57              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8932                               | 2041-04-01      | 4.5000%  | 0.0000% | $128000.00         | $3266.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3838                               | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $788.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759                               | 2032-07-01      | 6.5000%  | 0.0000% | $3287953.00        | $4125.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2596693                               | 2032-01-01      | 6.0000%  | 0.0000% | $3000000.00        | $2407.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL911617                               | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2841.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889190                               | 2038-03-01      | 6.0000%  | 0.0000% | $175216.00         | $1189.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2301                               | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $621.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM2690                               | 2050-01-01      | 2.5000%  | 0.0000% | $18660.00          | $4059.83           | Agency Mortgage-Backed Securities         |
| GNMI SF BC7161 X                                   | 2047-08-15      | 4.0000%  | 0.0000% | $25000.00          | $2543.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA9240 M                                   | 2053-10-20      | 5.0000%  | 0.0000% | $1000.00           | $852.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M                                   | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $505.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M                                   | 2054-02-20      | 6.0000%  | 0.0000% | $50000000.00       | $25254866.88       | Agency Mortgage-Backed Securities         |
| GNII SF MA8800 M                                   | 2053-04-20      | 5.0000%  | 0.0000% | $20000000.00       | $14973115.90       | Agency Mortgage-Backed Securities         |
| GNMI SF AA6178 X                                   | 2043-03-15      | 3.0000%  | 0.0000% | $1105.00           | $177.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3662                               | 2050-03-01      | 3.0000%  | 0.0000% | $18260.00          | $4465.75           | Agency Mortgage-Backed Securities         |
| GNMI SF CO6237 X                                   | 2052-06-15      | 4.5000%  | 0.0000% | $1001.00           | $701.47            | Agency Mortgage-Backed Securities         |
| GNII SF BB9843 C                                   | 2047-09-20      | 4.0000%  | 0.0000% | $11000.00          | $3131.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1866                               | 2048-12-01      | 4.0000%  | 0.0000% | $3385.00           | $352.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA9485 M                                   | 2052-10-20      | 4.0000%  | 0.0000% | $196900.00         | $160194.34         | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $2138.00           | $79.44             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB4109                               | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $708.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8526                               | 2054-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2610366.54        | Agency Mortgage-Backed Securities         |
| GNMI SF 764454 X                                   | 2041-05-15      | 5.0000%  | 0.0000% | $102320.00         | $4557.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3753                               | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $661.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $2015.00           | $1287.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M                                   | 2053-09-20      | 6.5000%  | 0.0000% | $30100000.00       | $11956973.92       | Agency Mortgage-Backed Securities         |
| GNII SF MA8347 M                                   | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $730.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M                                   | 2054-08-20      | 6.0000%  | 0.0000% | $12283000.00       | $6864855.37        | Agency Mortgage-Backed Securities         |
| GNHA AL DJ0285 H                                   | 2075-04-20      | 6.2200%  | 0.0000% | $1000.00           | $991.19            | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1751070.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888021                               | 2036-12-01      | 6.0000%  | 0.0000% | $500000.00         | $2233.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8719                               | 2039-12-01      | 4.5000%  | 0.0000% | $4415.00           | $133.37            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ7940                                     | 2060-06-15      | 5.6000%  | 0.0000% | $3000.00           | $3093.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0494                               | 2030-08-01      | 5.0000%  | 0.0000% | $67000.00          | $1309.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3615                               | 2049-03-01      | 4.0000%  | 0.0000% | $2000.00           | $128.23            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA1346                               | 2028-02-01      | 2.0000%  | 0.0000% | $1000.00           | $30.39             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3494                               | 2048-10-01      | 3.5000%  | 0.0000% | $17000.00          | $1377.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT929054                               | 2028-01-01      | 6.0000%  | 0.0000% | $183702.00         | $596.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3803                               | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $228.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918555                               | 2037-06-01      | 6.0000%  | 0.0000% | $448573.00         | $1766.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3664                               | 2049-05-01      | 4.0000%  | 0.0000% | $11000.00          | $869.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932124                               | 2039-11-01      | 4.5000%  | 0.0000% | $63000.00          | $2524.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM4386                               | 2047-07-01      | 5.0000%  | 0.0000% | $8000.00           | $2700.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM1819                               | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $3709619.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA9728 M                                   | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $315.44            | Agency Mortgage-Backed Securities         |
| GNMI SF BE4664 X                                   | 2047-12-15      | 4.0000%  | 0.0000% | $174136.00         | $60133.76          | Agency Mortgage-Backed Securities         |
| GNMI SF BA7886 X                                   | 2047-05-15      | 4.0000%  | 0.0000% | $15000.00          | $4469.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930071                               | 2038-10-01      | 6.0000%  | 0.0000% | $567000.00         | $1810.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942283                               | 2037-08-01      | 6.0000%  | 0.0000% | $34950.00          | $351.67            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4148 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $1001.00           | $1049.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942950                               | 2037-09-01      | 6.0000%  | 0.0000% | $169422.00         | $479.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931227                               | 2039-05-01      | 4.5000%  | 0.0000% | $91339.00          | $4187.40           | Agency Mortgage-Backed Securities         |
| GNII SF BB0242 C                                   | 2047-06-20      | 3.5000%  | 0.0000% | $2001.00           | $617.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995628                               | 2029-02-01      | 5.5000%  | 0.0000% | $145000.00         | $317.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3639                               | 2049-04-01      | 4.5000%  | 0.0000% | $7000.00           | $626.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9154                               | 2039-08-01      | 4.5000%  | 0.0000% | $25013.00          | $2252.77           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4350 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $409087.00         | $431000.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT960213                               | 2027-09-01      | 5.5000%  | 0.0000% | $425000.00         | $1607.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3548                               | 2048-12-01      | 3.5000%  | 0.0000% | $19000.00          | $1510.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3490                               | 2041-08-01      | 3.5000%  | 0.0000% | $2271460.00        | $41327.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL919168                               | 2037-05-01      | 6.0000%  | 0.0000% | $94000.00          | $288.54            | Agency Mortgage-Backed Securities         |
| GNPL PN CS6535                                     | 2058-05-15      | 4.7600%  | 0.0000% | $4000.00           | $3861.40           | Agency Mortgage-Backed Securities         |
| GNII SF BQ4114 C                                   | 2050-03-20      | 3.0000%  | 0.0000% | $2000.00           | $698.69            | Agency Mortgage-Backed Securities         |
| GNII ET CP4997 C                                   | 2062-08-20      | 5.5000%  | 0.0000% | $2000.00           | $810.68            | Agency Mortgage-Backed Securities         |
| GNMI SF BB3463 X                                   | 2047-08-15      | 4.0000%  | 0.0000% | $1478792.00        | $78048.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA9104 M                                   | 2053-07-20      | 4.5000%  | 0.0000% | $4024.00           | $3313.53           | Agency Mortgage-Backed Securities         |
| GNMI SF AO8812 X                                   | 2045-11-15      | 4.5000%  | 0.0000% | $3001.00           | $309.48            | Agency Mortgage-Backed Securities         |
| GNPL PN CP3717                                     | 2058-05-15      | 4.5500%  | 0.0000% | $4000.00           | $3818.03           | Agency Mortgage-Backed Securities         |
| GNII SF BM9692 C                                   | 2049-07-20      | 4.5000%  | 0.0000% | $6001.00           | $929.83            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips)        |
| GNII SF AQ0542 C                                   | 2046-10-20      | 4.0000%  | 0.0000% | $25000.00          | $2700.33           | Agency Mortgage-Backed Securities         |
| GNMI SF AK6849 X                                   | 2030-01-15      | 3.0000%  | 0.0000% | $1038.00           | $15.21             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2039-11-15      | 4.3750%  | 0.0000% | $5000.00           | $4937.02           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2043-02-15      | 3.1250%  | 0.0000% | $4000.00           | $3200.23           | U.S. Treasuries (including strips)        |
| GNPL PN CU1269                                     | 2058-04-15      | 5.0800%  | 0.0000% | $1010.00           | $995.16            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips)        |
| GNII SF AJ9079 C                                   | 2044-10-20      | 4.0000%  | 0.0000% | $1000.00           | $219.81            | Agency Mortgage-Backed Securities         |
| GNII SF CV9448 C                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $992.79            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips)        |
| GNMI SF 630942 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $85000.00          | $1366.30           | Agency Mortgage-Backed Securities         |
| GNII SF DP8990 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2071.10           | Agency Mortgage-Backed Securities         |
| GNMI SF 647442 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $132322.00         | $2647.24           | Agency Mortgage-Backed Securities         |
| GNMI SF 631205 X                                   | 2035-03-15      | 5.0000%  | 0.0000% | $30078.00          | $165.54            | Agency Mortgage-Backed Securities         |
| GNII SF DP8071 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2016.00           | $2050.64           | Agency Mortgage-Backed Securities         |
| GNII SF DP8118 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3000.00           | $3111.97           | Agency Mortgage-Backed Securities         |
| GNII SF 654717 C                                   | 2041-10-20      | 4.0000%  | 0.0000% | $240000.00         | $47633.20          | Agency Mortgage-Backed Securities         |
| GNMI SF 693648 X                                   | 2038-07-15      | 5.0000%  | 0.0000% | $191508.00         | $2014.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 623466 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $40000.00          | $523.95            | Agency Mortgage-Backed Securities         |
| GNII SF DQ0387 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3006.00           | $3119.27           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8269 C                                   | 2056-04-20      | 5.0000%  | 0.0000% | $4003.00           | $4036.96           | Agency Mortgage-Backed Securities         |
| GNMI SF 626668 X                                   | 2034-04-15      | 5.0000%  | 0.0000% | $25000.00          | $440.26            | Agency Mortgage-Backed Securities         |
| GNMI SF 638600 X                                   | 2039-04-15      | 5.0000%  | 0.0000% | $25000.00          | $2636.21           | Agency Mortgage-Backed Securities         |
| GNMI SF 661571 X                                   | 2036-12-15      | 5.5000%  | 0.0000% | $83098.00          | $294.99            | Agency Mortgage-Backed Securities         |
| GNII SF DP9734 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1676066.00        | $1731213.65        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2964 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $1965850.00        | $1979325.18        | Agency Mortgage-Backed Securities         |
| GNII JM MA1752 M                                   | 2044-03-20      | 4.0000%  | 0.0000% | $425374.00         | $1865.38           | Agency Mortgage-Backed Securities         |
| GNMI SF 678519 X                                   | 2037-12-15      | 5.0000%  | 0.0000% | $30000.00          | $1276.09           | Agency Mortgage-Backed Securities         |
| GNMI SF 623023 X                                   | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $140.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 622598 X                                   | 2033-11-15      | 5.0000%  | 0.0000% | $119208.00         | $845.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 675181 X                                   | 2038-03-15      | 5.0000%  | 0.0000% | $165000.00         | $1003.56           | Agency Mortgage-Backed Securities         |
| GNMI SF 692304 X                                   | 2039-01-15      | 5.0000%  | 0.0000% | $1002482.00        | $15991.53          | Agency Mortgage-Backed Securities         |
| GNMI SF 698722 X                                   | 2038-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1181.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 690853 X                                   | 2038-06-15      | 5.5000%  | 0.0000% | $1250641.00        | $3810.09           | Agency Mortgage-Backed Securities         |
| GNMI SF 666104 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $185000.00         | $4570.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 637882 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $107000.00         | $4804.12           | Agency Mortgage-Backed Securities         |
| GNMI SF 684647 X                                   | 2038-03-15      | 5.0000%  | 0.0000% | $400000.00         | $2013.44           | Agency Mortgage-Backed Securities         |
| GNRA 2026-061 HF                                   | 2056-04-20      | 4.3398%  | 0.0000% | $13266912.00       | $13283727.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-046 FB                                   | 2055-05-20      | 4.4401%  | 0.0000% | $140188672.00      | $137744778.92      | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL894675                               | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $5.25              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL935039                               | 2039-03-01      | 4.5000%  | 0.0000% | $71946.00          | $2977.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL947216                               | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $16.68             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888560                               | 2035-11-01      | 6.0000%  | 0.0000% | $39143680.00       | $553015.37         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930731                               | 2039-03-01      | 4.5000%  | 0.0000% | $2706.00           | $32.30             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937300                               | 2037-04-01      | 6.0000%  | 0.0000% | $85783.00          | $1094.70           | Agency Mortgage-Backed Securities         |
| GNII SF DN6649 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3008.00           | $3055.55           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 NP954959                               | 2037-10-01      | 7.0000%  | 0.0000% | $598382.00         | $1754.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA8729                               | 2039-06-01      | 6.0000%  | 0.0000% | $160000.00         | $4221.37           | Agency Mortgage-Backed Securities         |
| GNII SF DN4481 C                                   | 2055-11-20      | 5.5000%  | 0.0000% | $2000.00           | $2068.72           | Agency Mortgage-Backed Securities         |
| GNII SF DN6646 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1035.39           | Agency Mortgage-Backed Securities         |
| GNII SF DN6648 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.83           | Agency Mortgage-Backed Securities         |
| GNII SF DJ7788 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $3000856.00        | $3109663.54        | Agency Mortgage-Backed Securities         |
| GNII SF BD0560 C                                   | 2048-09-20      | 4.5000%  | 0.0000% | $5001.00           | $932.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL987000                               | 2038-07-01      | 5.0000%  | 0.0000% | $1198884.00        | $4739.38           | Agency Mortgage-Backed Securities         |
| GNII SF DN1991 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 523001 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $75823.00          | $112.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 622278 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $395000.00         | $3159.42           | Agency Mortgage-Backed Securities         |
| GNMI SP 782376 X                                   | 2038-08-15      | 6.5000%  | 0.0000% | $3598.00           | $47.79             | Agency Mortgage-Backed Securities         |
| GNMI SF 569899 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $570000.00         | $594.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 605616 X                                   | 2035-04-15      | 5.5000%  | 0.0000% | $8000000.00        | $106468.65         | Agency Mortgage-Backed Securities         |
| GNMI SF 577638 X                                   | 2032-08-15      | 6.0000%  | 0.0000% | $50000.00          | $83.67             | Agency Mortgage-Backed Securities         |
| GNMI SF 581642 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $53080.00          | $1186.36           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4285 C                                   | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $964.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 586535 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $69273.00          | $335.97            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6859                                     | 2060-10-15      | 5.6600%  | 0.0000% | $1000.00           | $1041.18           | Agency Mortgage-Backed Securities         |
| GNMI SF 599762 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $65000.00          | $481.69            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ5814                                     | 2060-11-15      | 5.5900%  | 0.0000% | $2000.00           | $2073.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 605760 X                                   | 2034-11-15      | 5.0000%  | 0.0000% | $30000.00          | $1080.89           | Agency Mortgage-Backed Securities         |
| GNMI SF 579072 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $56300.00          | $96.62             | Agency Mortgage-Backed Securities         |
| GNMI SF 588138 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $148323.00         | $676.49            | Agency Mortgage-Backed Securities         |
| GNMI SF 592593 X                                   | 2033-02-15      | 6.0000%  | 0.0000% | $103626.00         | $505.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 658167 X                                   | 2036-11-15      | 5.5000%  | 0.0000% | $467707.00         | $3440.78           | Agency Mortgage-Backed Securities         |
| GNMI SF 614511 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $25817.00          | $433.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 603093 X                                   | 2033-09-15      | 5.0000%  | 0.0000% | $450000.00         | $2420.46           | Agency Mortgage-Backed Securities         |
| GNMI SF 582430 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $28845.00          | $180.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 589745 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $25511.00          | $194.87            | Agency Mortgage-Backed Securities         |
| GNMI SF 675478 X                                   | 2038-06-15      | 5.0000%  | 0.0000% | $6000.00           | $54.12             | Agency Mortgage-Backed Securities         |
| GNMI SF 570414 X                                   | 2031-10-15      | 6.0000%  | 0.0000% | $36600.00          | $168.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 581075 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $25112.00          | $23.33             | Agency Mortgage-Backed Securities         |
| GNMI SP 782429 X                                   | 2038-10-15      | 5.0000%  | 0.0000% | $150000.00         | $1668.24           | Agency Mortgage-Backed Securities         |
| GNMI SF 618961 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $200000.00         | $2044.08           | Agency Mortgage-Backed Securities         |
| GNMI SF 642345 X                                   | 2035-07-15      | 5.0000%  | 0.0000% | $50000.00          | $530.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 649492 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $40000.00          | $634.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 663792 X                                   | 2037-01-15      | 5.0000%  | 0.0000% | $50000.00          | $437.43            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-11-30      | 3.8750%  | 0.0000% | $200.00            | $203.02            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-11-30      | 1.5000%  | 0.0000% | $147200.00         | $139317.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-10-31      | 4.0000%  | 0.0000% | $300.00            | $300.02            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.54             | U.S. Treasuries (including strips)        |
| GNII SF BG0167 C                                   | 2048-05-20      | 4.0000%  | 0.0000% | $2000.00           | $362.29            | Agency Mortgage-Backed Securities         |
| GNMI SF BT0861 X                                   | 2050-03-15      | 3.0000%  | 0.0000% | $22622.00          | $3126.72           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-06-09      | 0.0000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-06-30      | 3.2500%  | 0.0000% | $400.00            | $401.52            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips)        |
| GNII SF MB0936 M                                   | 2056-02-20      | 5.0000%  | 0.0000% | $34807104.00       | $34538684.37       | Agency Mortgage-Backed Securities         |
| GNII SF BS3766 C                                   | 2050-02-20      | 3.0000%  | 0.0000% | $9740.00           | $1884.43           | Agency Mortgage-Backed Securities         |
| GNMI SF 745106 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $11611.00          | $219.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 563576 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $25000.00          | $65.19             | Agency Mortgage-Backed Securities         |
| GNMI SF 538709 X                                   | 2035-05-15      | 5.0000%  | 0.0000% | $50000.00          | $432.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 486516 X                                   | 2028-09-15      | 6.5000%  | 0.0000% | $2500000.00        | $646.59            | Agency Mortgage-Backed Securities         |
| GNMI SF 429788 X                                   | 2033-12-15      | 6.0000%  | 0.0000% | $25000.00          | $15.02             | Agency Mortgage-Backed Securities         |
| GNMI SF 493571 X                                   | 2031-06-15      | 6.0000%  | 0.0000% | $50149.00          | $411.92            | Agency Mortgage-Backed Securities         |
| GNMI SF 551833 X                                   | 2031-10-15      | 6.0000%  | 0.0000% | $38940.00          | $417.26            | Agency Mortgage-Backed Securities         |
| GNMI SF 656067 X                                   | 2036-07-15      | 6.0000%  | 0.0000% | $6000000.00        | $18158.59          | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4692                                     | 2060-06-15      | 4.9200%  | 0.0000% | $2000.00           | $1953.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 749734 X                                   | 2040-12-15      | 4.0000%  | 0.0000% | $100000.00         | $2396.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 550763 X                                   | 2035-12-15      | 5.0000%  | 0.0000% | $204871.00         | $3812.19           | Agency Mortgage-Backed Securities         |
| GNMI SF 497550 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $25442.00          | $64.41             | Agency Mortgage-Backed Securities         |
| GNMI SF 591304 X                                   | 2032-09-15      | 6.0000%  | 0.0000% | $99986.00          | $558.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 563558 X                                   | 2032-04-15      | 6.0000%  | 0.0000% | $45000.00          | $157.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 500266 X                                   | 2029-11-15      | 8.0000%  | 0.0000% | $81485.00          | $51.79             | Agency Mortgage-Backed Securities         |
| GNMI SP 784660 X                                   | 2043-04-15      | 4.0000%  | 0.0000% | $35000.00          | $8802.80           | Agency Mortgage-Backed Securities         |
| GNII SF DP0948 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $1036.55           | Agency Mortgage-Backed Securities         |
| GNII SF DP6105 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $2009.00           | $2006.20           | Agency Mortgage-Backed Securities         |
| GNMI SF 745057 X                                   | 2039-11-15      | 5.0000%  | 0.0000% | $81011.00          | $3716.57           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.13             | U.S. Treasuries (including strips)        |
| GNMI SF 561644 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $41000.00          | $175.85            | Agency Mortgage-Backed Securities         |
| GNII SF DP2242 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2213432.00        | $2261472.54        | Agency Mortgage-Backed Securities         |
| GNMI SF 490394 X                                   | 2029-02-15      | 6.0000%  | 0.0000% | $101437.00         | $301.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 565821 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $30000.00          | $191.19            | Agency Mortgage-Backed Securities         |
| GNMI SF 481576 X                                   | 2028-10-15      | 6.0000%  | 0.0000% | $65201.00          | $47.80             | Agency Mortgage-Backed Securities         |
| GNMI SF 550656 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $50000.00          | $555.31            | Agency Mortgage-Backed Securities         |
| GNMI SF 551920 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $88854.00          | $138.18            | Agency Mortgage-Backed Securities         |
| GNII SF DN6017 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1002.00           | $957.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 498448 X                                   | 2029-03-15      | 6.0000%  | 0.0000% | $50000.00          | $20.80             | Agency Mortgage-Backed Securities         |
| GNII SF DN6619 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $8649168.00        | $8787049.43        | Agency Mortgage-Backed Securities         |
| GNII SF DN4969 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.93           | Agency Mortgage-Backed Securities         |
| GNII SF DN6655 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $14468496.00       | $14725135.63       | Agency Mortgage-Backed Securities         |
| GNMI SF 496126 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $58038.00          | $192.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 552830 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $50000.00          | $251.14            | Agency Mortgage-Backed Securities         |
| GNII SF DP3759 C                                   | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1057.29           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2033-05-15      | 3.3750%  | 0.0000% | $1000.00           | $962.75            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2033-02-15      | 3.5000%  | 0.0000% | $1000.00           | $964.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-02-15      | 5.3750%  | 0.0000% | $200.00            | $213.50            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLTA7394                               | 2056-03-01      | 5.5000%  | 0.0000% | $20219296.00       | $20431812.93       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2147                               | 2055-08-01      | 5.5000%  | 0.0000% | $5150000.00        | $4983459.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5385                               | 2050-03-01      | 4.5000%  | 0.0000% | $30000.00          | $3827.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M                                   | 2051-09-20      | 2.5000%  | 0.0000% | $3000.00           | $1689.75           | Agency Mortgage-Backed Securities         |
| GNII SF MA7475 M                                   | 2051-07-20      | 4.0000%  | 0.0000% | $1160.00           | $508.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8109                               | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG8116                               | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8144                               | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.30           | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M                                   | 2051-05-20      | 3.0000%  | 0.0000% | $8000.00           | $3704.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9025                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8137                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0866                               | 2055-02-01      | 5.5000%  | 0.0000% | $5014.00           | $4843.96           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFA1430                               | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $795.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA8431 M                                   | 2052-11-20      | 6.5000%  | 0.0000% | $18000.00          | $6243.83           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ7941                                     | 2060-06-15      | 5.9400%  | 0.0000% | $2000.00           | $2112.65           | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M                                   | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $811.37            | Agency Mortgage-Backed Securities         |
| GNII SF DF2864 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $835.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M                                   | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $719.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA8428 M                                   | 2052-11-20      | 5.0000%  | 0.0000% | $9177.00           | $6687.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0034                               | 2050-10-25      | 2.5000%  | 0.0000% | $1000.00           | $699.81            | Agency Mortgage-Backed Securities         |
| GNII SF DE6852 C                                   | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $505.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA8802 M                                   | 2053-04-20      | 6.0000%  | 0.0000% | $2000.00           | $1008.67           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 NP889501                               | 2037-11-01      | 7.5000%  | 0.0000% | $2510000.00        | $3445.28           | Agency Mortgage-Backed Securities         |
| GNII SF DK3178 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $2389152.00        | $2354268.49        | Agency Mortgage-Backed Securities         |
| GNII SF DK4926 C                                   | 2051-06-20      | 6.5000%  | 0.0000% | $1571810.00        | $1067945.69        | Agency Mortgage-Backed Securities         |
| GNII SF MB0847 M                                   | 2041-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2010.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 464519 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $33326.00          | $114.93            | Agency Mortgage-Backed Securities         |
| GNMI SF 478962 X                                   | 2029-12-15      | 7.5000%  | 0.0000% | $155000.00         | $115.73            | Agency Mortgage-Backed Securities         |
| GNPL PN DA8508                                     | 2060-05-15      | 5.9500%  | 0.0000% | $1001.00           | $1053.18           | Agency Mortgage-Backed Securities         |
| GNMI SF 458024 X                                   | 2029-02-15      | 6.0000%  | 0.0000% | $78058.00          | $146.87            | Agency Mortgage-Backed Securities         |
| GNMI SF 723365 X                                   | 2039-10-15      | 4.0000%  | 0.0000% | $55280.00          | $3698.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 734089 X                                   | 2040-12-15      | 4.0000%  | 0.0000% | $140000.00         | $11869.30          | Agency Mortgage-Backed Securities         |
| GNMI SF 721292 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $67300.00          | $3328.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 484034 X                                   | 2028-12-15      | 6.0000%  | 0.0000% | $26000.00          | $76.78             | Agency Mortgage-Backed Securities         |
| GNMI SF 723426 X                                   | 2039-11-15      | 4.0000%  | 0.0000% | $48000.00          | $3738.24           | Agency Mortgage-Backed Securities         |
| GNII SF 742254 C                                   | 2030-05-20      | 5.0000%  | 0.0000% | $45000.00          | $479.56            | Agency Mortgage-Backed Securities         |
| GNMI SF 608223 X                                   | 2033-07-15      | 5.0000%  | 0.0000% | $126427.00         | $865.99            | Agency Mortgage-Backed Securities         |
| GNMI SF 580979 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $50000.00          | $135.29            | Agency Mortgage-Backed Securities         |
| GNMI SF 717070 X                                   | 2039-05-15      | 5.0000%  | 0.0000% | $67541.00          | $2069.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 724070 X                                   | 2039-12-15      | 5.0000%  | 0.0000% | $6670.00           | $122.30            | Agency Mortgage-Backed Securities         |
| GNMI SF 559461 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $100000.00         | $427.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3906                               | 2050-01-01      | 3.5000%  | 0.0000% | $5000.00           | $651.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 722513 X                                   | 2040-01-15      | 5.0000%  | 0.0000% | $25725.00          | $2057.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 470109 X                                   | 2029-03-15      | 6.0000%  | 0.0000% | $92000.00          | $68.24             | Agency Mortgage-Backed Securities         |
| GNMI SF 723516 X                                   | 2039-12-15      | 4.0000%  | 0.0000% | $293306.00         | $16549.89          | Agency Mortgage-Backed Securities         |
| GNMI SF 470462 X                                   | 2029-06-15      | 6.0000%  | 0.0000% | $39000.00          | $34.48             | Agency Mortgage-Backed Securities         |
| GNMI SF 721542 X                                   | 2040-04-15      | 5.0000%  | 0.0000% | $9600.00           | $703.61            | Agency Mortgage-Backed Securities         |
| GNMI SF 493545 X                                   | 2031-03-15      | 6.0000%  | 0.0000% | $75005.00          | $302.80            | Agency Mortgage-Backed Securities         |
| GNMI SF 749747 X                                   | 2041-02-15      | 5.0000%  | 0.0000% | $20000.00          | $4166.06           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8511                                     | 2060-06-15      | 5.8400%  | 0.0000% | $3000.00           | $3146.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 749799 X                                   | 2042-01-15      | 4.0000%  | 0.0000% | $42008.00          | $2850.16           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2263                                     | 2060-04-15      | 5.7900%  | 0.0000% | $1000.00           | $1043.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 434180 X                                   | 2029-02-15      | 6.0000%  | 0.0000% | $55000.00          | $9.59              | Agency Mortgage-Backed Securities         |
| GNII SF DQ2312 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $2002.00           | $2079.77           | Agency Mortgage-Backed Securities         |
| GNII SF MB0811 M                                   | 2055-12-20      | 4.0000%  | 0.0000% | $3110.00           | $2885.01           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8056 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.71           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8950 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1997.52           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5934 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8462 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $3115.00           | $3197.90           | Agency Mortgage-Backed Securities         |
| GNII SF DQ6914 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $5000.00           | $5189.14           | Agency Mortgage-Backed Securities         |
| GNRM 2022-096 A                                    | 2039-01-16      | 2.2500%  | 0.0000% | $15511472.00       | $11619169.10       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ6917 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3000.00           | $3054.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 754215 X                                   | 2041-09-15      | 4.0000%  | 0.0000% | $158438.00         | $3756.81           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0012                               | 2052-07-01      | 3.5000%  | 0.0000% | $5000.00           | $4162.24           | Agency Mortgage-Backed Securities         |
| GNII SF BM3946 C                                   | 2049-05-20      | 5.0000%  | 0.0000% | $13112.00          | $1126.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA8490 M                                   | 2052-12-20      | 5.0000%  | 0.0000% | $3132.00           | $2271.77           | Agency Mortgage-Backed Securities         |
| GNII SF MA8644 M                                   | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $689.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5330                               | 2054-04-01      | 6.0000%  | 0.0000% | $1262090.00        | $1035038.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0859                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $753.77            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $340.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313819                               | 2027-11-01      | 6.5000%  | 0.0000% | $36500.00          | $3.13              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535902                               | 2031-05-01      | 6.0000%  | 0.0000% | $6077653.00        | $3314.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5114                               | 2052-01-01      | 3.0000%  | 0.0000% | $3678.00           | $2250.48           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $67.17             | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL453863                               | 2028-12-01      | 6.0000%  | 0.0000% | $590000.00         | $257.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL600799                               | 2031-08-01      | 6.5000%  | 0.0000% | $335209.00         | $887.09            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA5511                               | 2049-12-01      | 2.5000%  | 0.0000% | $4079.00           | $1119.09           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL562328                               | 2031-01-01      | 7.0000%  | 0.0000% | $504874.00         | $195.53            | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G                               | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $337.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1983                               | 2040-12-01      | 4.0000%  | 0.0000% | $48948.00          | $2460.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566818                               | 2031-05-01      | 6.5000%  | 0.0000% | $145800.00         | $173.48            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZT1336                               | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $28.16             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1857                               | 2049-03-01      | 4.5000%  | 0.0000% | $4320600.00        | $1083412.12        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0522                               | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $543.41            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8698                               | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $84.12             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8882                               | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1411.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2922                               | 2053-05-01      | 5.0000%  | 0.0000% | $42206976.00       | $33738144.53       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8512                               | 2055-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2648.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0006                               | 2029-09-01      | 6.0000%  | 0.0000% | $5428.00           | $58.05             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL480950                               | 2029-03-01      | 6.5000%  | 0.0000% | $174900.00         | $321.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL630401                               | 2032-03-01      | 6.5000%  | 0.0000% | $50000.00          | $3.68              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226                               | 2052-07-01      | 3.5000%  | 0.0000% | $1043.00           | $746.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1489                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $2243.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK8816                               | 2048-08-01      | 5.0000%  | 0.0000% | $14628.00          | $1493.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5391                               | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4705.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH0304                               | 2047-04-01      | 4.5000%  | 0.0000% | $19415.00          | $986.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY2062                               | 2045-01-01      | 4.0000%  | 0.0000% | $1409.00           | $88.90             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK5263                               | 2048-05-01      | 4.5000%  | 0.0000% | $21156768.00       | $3100217.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL659325                               | 2032-10-01      | 5.5000%  | 0.0000% | $30142.00          | $601.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN1885                               | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $244.69            | Agency Mortgage-Backed Securities         |
| FNRM CL022GP R02F022                               | 2032-04-25      | 6.2500%  | 0.0000% | $64000.00          | $1375.69           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL713385                               | 2032-11-01      | 5.5000%  | 0.0000% | $6569.00           | $446.96            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1240                               | 2051-11-01      | 3.0000%  | 0.0000% | $9411056.00        | $5696606.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7488                               | 2046-07-01      | 3.0000%  | 0.0000% | $1925130.00        | $584257.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669573                               | 2033-01-01      | 6.5000%  | 0.0000% | $59588.00          | $204.70            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBJ1428                               | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $945.57            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4828                               | 2051-07-01      | 2.0000%  | 0.0000% | $3278580.00        | $1959191.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL676654                               | 2033-01-01      | 5.5000%  | 0.0000% | $1377000.00        | $2714.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL729713                               | 2033-08-01      | 4.5000%  | 0.0000% | $231304.00         | $2233.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL632768                               | 2032-02-01      | 6.5000%  | 0.0000% | $60000.00          | $212.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1398                               | 2048-03-01      | 5.0000%  | 0.0000% | $3659.00           | $521.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535699                               | 2031-01-01      | 6.5000%  | 0.0000% | $40000.00          | $10.95             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0438                               | 2052-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2476.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535908                               | 2031-04-01      | 6.0000%  | 0.0000% | $10400409.00       | $2836.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1772                               | 2045-07-01      | 3.5000%  | 0.0000% | $50117.00          | $1653.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692                               | 2043-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1086.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW2045                               | 2044-04-01      | 4.5000%  | 0.0000% | $20178.00          | $1520.19           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY8351                               | 2045-05-01      | 4.0000%  | 0.0000% | $7000.00           | $184.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8112                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $993.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7303                               | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $829.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2601                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $810.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL836456                               | 2035-10-01      | 6.0000%  | 0.0000% | $25551.00          | $102.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL649879                               | 2032-09-01      | 6.0000%  | 0.0000% | $3491790.00        | $1354.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL769790                               | 2034-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $3179.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745875                               | 2036-09-01      | 6.5000%  | 0.0000% | $830000.00         | $4872.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL677666                               | 2033-02-01      | 6.5000%  | 0.0000% | $190723.00         | $405.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724785                               | 2033-06-01      | 5.5000%  | 0.0000% | $30766.00          | $384.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735503                               | 2035-04-01      | 6.0000%  | 0.0000% | $449987072.00      | $3622026.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL720735                               | 2033-07-01      | 5.5000%  | 0.0000% | $201807.00         | $1487.27           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6623                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $617.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL678914                               | 2033-01-01      | 6.0000%  | 0.0000% | $2477188.00        | $4687.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711445                               | 2033-05-01      | 5.5000%  | 0.0000% | $5676.00           | $342.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL781300                               | 2034-07-01      | 6.5000%  | 0.0000% | $109994.00         | $261.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL621252                               | 2032-02-01      | 6.5000%  | 0.0000% | $165370.00         | $332.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9751                               | 2045-01-01      | 6.0000%  | 0.0000% | $2261252.00        | $2096455.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8124                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL457001                               | 2029-01-01      | 6.0000%  | 0.0000% | $507600.00         | $171.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545998                               | 2032-11-01      | 6.0000%  | 0.0000% | $42864.00          | $74.04             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB8206                               | 2044-03-01      | 6.0000%  | 0.0000% | $3933352.00        | $3133960.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4582                               | 2049-08-01      | 4.5000%  | 0.0000% | $4220.00           | $920.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI4291                               | 2041-06-01      | 4.5000%  | 0.0000% | $5000.00           | $299.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL608187                               | 2031-12-01      | 6.0000%  | 0.0000% | $184488.00         | $1307.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL601433                               | 2031-12-01      | 6.0000%  | 0.0000% | $60276.00          | $1440.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2022                               | 2027-09-01      | 5.5000%  | 0.0000% | $1831000.00        | $1671.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1995                               | 2027-06-01      | 5.5000%  | 0.0000% | $1410000.00        | $1693.00           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0741                               | 2031-03-01      | 7.5000%  | 0.0000% | $4698549.00        | $3207.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9794                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $917.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2073                               | 2028-06-01      | 5.0000%  | 0.0000% | $1252903.00        | $1466.08           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2095                               | 2028-11-01      | 6.0000%  | 0.0000% | $674276.00         | $2646.62           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2484                               | 2047-01-01      | 4.5000%  | 0.0000% | $16886.00          | $3880.88           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1941                               | 2041-09-01      | 4.5000%  | 0.0000% | $16000.00          | $325.45            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZN6338                               | 2049-05-01      | 3.5000%  | 0.0000% | $3932.00           | $470.41            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68162 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $56593.00          | $26.56             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8302                               | 2048-09-01      | 4.5000%  | 0.0000% | $1950.00           | $200.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8576                               | 2048-10-01      | 4.0000%  | 0.0000% | $14000.00          | $949.51            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C71150 G                               | 2032-09-01      | 6.0000%  | 0.0000% | $11756.00          | $72.86             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01800 G                               | 2035-01-01      | 6.0000%  | 0.0000% | $14000.00          | $65.33             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1959                               | 2026-10-01      | 6.5000%  | 0.0000% | $2207540.00        | $1809.04           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01580 G                               | 2033-06-01      | 6.0000%  | 0.0000% | $101704.00         | $531.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2032                               | 2027-11-01      | 6.0000%  | 0.0000% | $1460000.00        | $2846.97           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1446                               | 2046-07-01      | 4.5000%  | 0.0000% | $71832.00          | $4002.41           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1195                               | 2042-05-01      | 3.5000%  | 0.0000% | $2550000.00        | $378727.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK8958                               | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $105.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9293                               | 2027-12-01      | 5.5000%  | 0.0000% | $8760977.00        | $3499.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0980                               | 2036-11-01      | 6.5000%  | 0.0000% | $200000.00         | $1937.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3904                               | 2047-08-01      | 3.5000%  | 0.0000% | $19118.00          | $2870.02           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C64807 G                               | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $530.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3955                               | 2042-10-01      | 3.5000%  | 0.0000% | $67466.00          | $3571.36           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474                               | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $403294.85         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8487                               | 2039-01-01      | 4.5000%  | 0.0000% | $39226.00          | $94.52             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C65574 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $66000.00          | $253.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1964                               | 2026-11-01      | 6.0000%  | 0.0000% | $1425000.00        | $985.28            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01660 G                               | 2034-02-01      | 6.0000%  | 0.0000% | $18000.00          | $88.25             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0886                               | 2033-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $4628.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0748                               | 2031-04-01      | 6.0000%  | 0.0000% | $95000.00          | $88.12             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0566                               | 2028-12-01      | 6.5000%  | 0.0000% | $225096.00         | $106.07            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61105 G                               | 2031-12-01      | 7.0000%  | 0.0000% | $95000.00          | $968.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2156                               | 2046-12-01      | 3.0000%  | 0.0000% | $15544.00          | $4529.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZJ9243                               | 2028-03-01      | 5.0000%  | 0.0000% | $340000.00         | $422.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4628                               | 2047-10-01      | 3.5000%  | 0.0000% | $14903.00          | $4189.57           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48007 G                               | 2031-02-01      | 8.0000%  | 0.0000% | $181000.00         | $1236.41           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8703                               | 2039-04-01      | 5.0000%  | 0.0000% | $156000.00         | $1251.92           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01217 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $596145.00         | $314.94            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62740 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $15000.00          | $173.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253                               | 2052-12-01      | 3.5000%  | 0.0000% | $6000.00           | $4418.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1320                               | 2048-11-01      | 4.0000%  | 0.0000% | $32000.00          | $2166.03           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0231                               | 2046-04-01      | 4.5000%  | 0.0000% | $14000.00          | $3378.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZT1807                               | 2030-06-01      | 5.5000%  | 0.0000% | $244560.00         | $1133.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB0721                               | 2037-08-01      | 4.0000%  | 0.0000% | $9371600.00        | $4767584.87        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563                               | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1477.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $804.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8853                               | 2027-08-01      | 6.5000%  | 0.0000% | $1515000.00        | $1654.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8856                               | 2027-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $1075.50           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C68825 G                               | 2032-07-01      | 7.5000%  | 0.0000% | $1322732.00        | $3854.63           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62869 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $28000.00          | $75.60             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C71857 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $26000.00          | $861.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1949                               | 2026-08-01      | 6.0000%  | 0.0000% | $375000.00         | $76.54             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2297                               | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $108.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0935                               | 2034-01-01      | 5.0000%  | 0.0000% | $30000.00          | $304.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2054                               | 2028-02-01      | 6.0000%  | 0.0000% | $379577.00         | $1475.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2099                               | 2028-12-01      | 5.0000%  | 0.0000% | $991979.00         | $1017.05           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C61765 G                               | 2031-12-01      | 6.5000%  | 0.0000% | $499200.00         | $3184.88           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4686                               | 2027-11-01      | 2.5000%  | 0.0000% | $1044.00           | $17.76             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN2871                               | 2049-01-01      | 5.0000%  | 0.0000% | $5133000.00        | $506403.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ3118                               | 2028-11-01      | 5.5000%  | 0.0000% | $35000.00          | $70.47             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0687                               | 2030-07-01      | 7.5000%  | 0.0000% | $1917324.00        | $245.30            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A64067 G                               | 2037-08-01      | 6.0000%  | 0.0000% | $25690.00          | $81.62             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6457                               | 2048-05-01      | 3.5000%  | 0.0000% | $83823.00          | $3952.87           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01158 G                               | 2030-12-01      | 7.5000%  | 0.0000% | $27900.00          | $9.39              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN4949                               | 2049-04-01      | 5.0000%  | 0.0000% | $26000.00          | $2953.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1977                               | 2027-01-01      | 6.5000%  | 0.0000% | $733445.00         | $218.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1984                               | 2027-03-01      | 6.0000%  | 0.0000% | $2325000.00        | $1890.33           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0782                               | 2031-09-01      | 7.5000%  | 0.0000% | $1450000.00        | $1917.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9132                               | 2029-01-01      | 5.5000%  | 0.0000% | $173654.00         | $367.73            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8047                               | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $148.39            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67056 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $142750.00         | $1142.19           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZA3698                               | 2029-02-01      | 3.0000%  | 0.0000% | $1000.00           | $38.03             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C70067 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $45700.00          | $286.15            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66308 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $141995.00         | $1910.12           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68004 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $598134.00         | $3483.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8935                               | 2029-01-01      | 6.5000%  | 0.0000% | $400000.00         | $628.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 758260 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $25000.00          | $3196.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 762563 X                                   | 2041-04-15      | 5.0000%  | 0.0000% | $2533.00           | $71.77             | Agency Mortgage-Backed Securities         |
| GNII JM MA1004 M                                   | 2043-05-20      | 3.0000%  | 0.0000% | $4690440.00        | $240124.41         | Agency Mortgage-Backed Securities         |
| GNMI SF 616898 X                                   | 2035-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1517.29           | Agency Mortgage-Backed Securities         |
| GNII SF DQ9494 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $6001.00           | $6155.21           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5932 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $2000.00           | $2014.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040                               | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2617.15           | Agency Mortgage-Backed Securities         |
| GNMI SP 782958 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $165000.00         | $4144.01           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756                                     | 2060-03-15      | 5.7700%  | 0.0000% | $2000.00           | $2081.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 582153 X                                   | 2032-06-15      | 6.0000%  | 0.0000% | $70000.00          | $165.14            | Agency Mortgage-Backed Securities         |
| GNII SF DJ3107 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $19512480.00       | $20225064.52       | Agency Mortgage-Backed Securities         |
| GNMI SF 579488 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $112542.00         | $1105.63           | Agency Mortgage-Backed Securities         |
| GNII SF DJ6218 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $682.94            | Agency Mortgage-Backed Securities         |
| GNII SP 783914 C                                   | 2034-07-20      | 4.0000%  | 0.0000% | $4250000.00        | $228338.86         | Agency Mortgage-Backed Securities         |
| GNII SF DH3121 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1250042.00        | $694205.99         | Agency Mortgage-Backed Securities         |
| GNPL PN DF2997                                     | 2060-01-15      | 5.6000%  | 0.0000% | $2000.00           | $2055.65           | Agency Mortgage-Backed Securities         |
| GNII SF DH7690 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $1478640.00        | $1154368.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692                               | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $597.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 603341 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $78.55             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3851                               | 2049-11-01      | 4.5000%  | 0.0000% | $18000.00          | $2048.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 753826 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $33631.00          | $4543.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities         |
| GNII JM MA9159 M                                   | 2053-09-20      | 5.5000%  | 0.0000% | $2001.00           | $922.11            | Agency Mortgage-Backed Securities         |
| GNII SF DL5235 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $7073856.00        | $7311323.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937009                               | 2037-06-01      | 6.0000%  | 0.0000% | $85000.00          | $1154.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL894964                               | 2036-08-01      | 6.0000%  | 0.0000% | $25000.00          | $523.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL952425                               | 2037-09-01      | 7.0000%  | 0.0000% | $75000.00          | $38.44             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL962589                               | 2038-04-01      | 5.5000%  | 0.0000% | $2000.00           | $14.90             | Agency Mortgage-Backed Securities         |
| GNII SF DL3635 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $397325.00         | $418453.09         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7937                               | 2037-01-01      | 4.5000%  | 0.0000% | $20623.00          | $209.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928497                               | 2037-07-01      | 6.5000%  | 0.0000% | $800000.00         | $1792.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905141                               | 2037-02-01      | 5.5000%  | 0.0000% | $280000.00         | $1837.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL892528                               | 2036-09-01      | 6.0000%  | 0.0000% | $41506.00          | $288.40            | Agency Mortgage-Backed Securities         |
| GNII SF DL5023 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2163.33           | Agency Mortgage-Backed Securities         |
| GNMI SF BA0244 X                                   | 2047-04-15      | 4.0000%  | 0.0000% | $1002.00           | $178.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL903010                               | 2036-12-01      | 5.5000%  | 0.0000% | $33300.00          | $286.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA9013 M                                   | 2053-07-20      | 3.5000%  | 0.0000% | $250000.00         | $180353.85         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB888939                               | 2037-11-01      | 5.8760%  | 0.0000% | $1061.00           | $11.89             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953582                               | 2037-12-01      | 6.0000%  | 0.0000% | $302000.00         | $3749.91           | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M                                   | 2054-05-20      | 5.5000%  | 0.0000% | $5000.00           | $3779.79           | Agency Mortgage-Backed Securities         |
| GNII SF DL5372 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $2003.00           | $2113.14           | Agency Mortgage-Backed Securities         |
| GNII SF DH0486 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $8783968.00        | $6547833.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929838                               | 2038-08-01      | 6.0000%  | 0.0000% | $49000.00          | $547.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946114                               | 2037-09-01      | 6.0000%  | 0.0000% | $500000.00         | $3585.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL938504                               | 2037-05-01      | 5.5000%  | 0.0000% | $4079152.00        | $4341.88           | Agency Mortgage-Backed Securities         |
| GNII SF DH3120 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1763956.00        | $1135533.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M                                   | 2053-12-20      | 6.0000%  | 0.0000% | $1000.00           | $481.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL954165                               | 2038-01-01      | 6.0000%  | 0.0000% | $2424.00           | $27.79             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995676                               | 2039-05-01      | 4.5000%  | 0.0000% | $121000.00         | $4135.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4434                               | 2042-02-01      | 3.5000%  | 0.0000% | $13200000.00       | $1990158.65        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC1659                               | 2055-12-01      | 4.5000%  | 0.0000% | $40822016.00       | $39117252.57       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931555                               | 2039-07-01      | 4.5000%  | 0.0000% | $60163.00          | $1868.74           | Agency Mortgage-Backed Securities         |
| GNII SF MA9271 M                                   | 2038-11-20      | 5.5000%  | 0.0000% | $3000.00           | $1711.22           | Agency Mortgage-Backed Securities         |
| GNMI SF 486920 X                                   | 2035-02-15      | 5.0000%  | 0.0000% | $100000.00         | $990.61            | Agency Mortgage-Backed Securities         |
| GNMI SF 493971 X                                   | 2029-06-15      | 6.0000%  | 0.0000% | $25307.00          | $58.72             | Agency Mortgage-Backed Securities         |
| GNMI SF 533072 X                                   | 2040-03-15      | 4.0000%  | 0.0000% | $25000.00          | $627.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 490800 X                                   | 2028-11-15      | 6.0000%  | 0.0000% | $80000.00          | $163.80            | Agency Mortgage-Backed Securities         |
| GNMI SF 492229 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $137000.00         | $330.42            | Agency Mortgage-Backed Securities         |
| GNII SF DH5738 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $623764.00         | $433984.27         | Agency Mortgage-Backed Securities         |
| GNMI SF 493625 X                                   | 2028-11-15      | 6.0000%  | 0.0000% | $105000.00         | $53.80             | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X                                   | 2031-11-15      | 8.0000%  | 0.0000% | $630368.00         | $870.72            | Agency Mortgage-Backed Securities         |
| GNMI SF 507856 X                                   | 2029-05-15      | 6.0000%  | 0.0000% | $35000.00          | $529.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 508370 X                                   | 2030-08-15      | 8.5000%  | 0.0000% | $152267.00         | $93.18             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC7260                               | 2039-09-01      | 4.0000%  | 0.0000% | $50498.00          | $3533.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930407                               | 2039-01-01      | 6.0000%  | 0.0000% | $40737.00          | $590.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3008                               | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $183.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7681                               | 2039-06-01      | 4.5000%  | 0.0000% | $14000.00          | $150.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA9303 M                                   | 2053-11-20      | 4.5000%  | 0.0000% | $1000.00           | $867.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992033                               | 2038-10-01      | 6.0000%  | 0.0000% | $540000.00         | $783.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986046                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $3672.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985160                               | 2038-09-01      | 6.0000%  | 0.0000% | $103000.00         | $1202.57           | Agency Mortgage-Backed Securities         |
| GNII SF DM1745 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1005350.00        | $1091228.02        | Agency Mortgage-Backed Securities         |
| GNII SF DL4166 C                                   | 2055-07-20      | 6.0000%  | 0.0000% | $2000.00           | $2057.84           | Agency Mortgage-Backed Securities         |
| GNII SF DH3363 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $653.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA9611                               | 2039-07-01      | 4.0000%  | 0.0000% | $58854.00          | $1205.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942291                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000100.00        | $3543.26           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ0407                                     | 2061-04-15      | 4.1900%  | 0.0000% | $1000.00           | $936.36            | Agency Mortgage-Backed Securities         |
| GNMI SF 556017 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $71548.00          | $190.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M                                   | 2054-05-20      | 5.5000%  | 0.0000% | $373164.00         | $282096.28         | Agency Mortgage-Backed Securities         |
| GNMI SF AO9471 X                                   | 2046-01-15      | 4.5000%  | 0.0000% | $332026.00         | $47764.87          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2538                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICA8377                               | 2035-12-01      | 1.5000%  | 0.0000% | $100000.00         | $46585.49          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8026                               | 2054-02-01      | 6.5000%  | 0.0000% | $230000.00         | $113159.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M                                   | 2053-01-20      | 5.5000%  | 0.0000% | $3789.00           | $2315.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA6865 M                                   | 2050-09-20      | 2.5000%  | 0.0000% | $1000.00           | $362.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA9304 M                                   | 2053-11-20      | 5.0000%  | 0.0000% | $1000.00           | $853.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA7882 M                                   | 2052-02-20      | 3.0000%  | 0.0000% | $3024.00           | $1858.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024                               | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $778.11            | Agency Mortgage-Backed Securities         |
| GNII JM MA8419 M                                   | 2052-11-20      | 5.5000%  | 0.0000% | $1000.00           | $520.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M                                   | 2054-02-20      | 5.0000%  | 0.0000% | $4000.00           | $3239.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA7316 M                                   | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $342.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL629224                               | 2032-02-01      | 5.5000%  | 0.0000% | $31791.00          | $633.79            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4874                               | 2050-11-01      | 2.5000%  | 0.0000% | $808000.00         | $391385.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580063                               | 2031-08-01      | 6.0000%  | 0.0000% | $10035812.00       | $4882.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442263                               | 2028-10-01      | 6.0000%  | 0.0000% | $717125.00         | $1192.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6008                               | 2052-09-01      | 4.0000%  | 0.0000% | $23876288.00       | $17508670.87       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $91000.00          | $1995.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581157                               | 2031-04-01      | 6.5000%  | 0.0000% | $182298.00         | $88.11             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3276                               | 2048-02-01      | 3.5000%  | 0.0000% | $6000.00           | $733.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3563                               | 2049-01-01      | 4.0000%  | 0.0000% | $24000.00          | $1505.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3310                               | 2038-03-01      | 4.0000%  | 0.0000% | $37227.00          | $4662.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CQMA1354                               | 2043-01-01      | 3.0000%  | 0.0000% | $160000.00         | $23150.10          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2920                               | 2047-03-01      | 3.0000%  | 0.0000% | $2000.00           | $420.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3356                               | 2048-05-01      | 3.5000%  | 0.0000% | $11055056.00       | $1215350.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL993138                               | 2038-10-01      | 6.0000%  | 0.0000% | $376400.00         | $1802.14           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL636983                               | 2032-06-01      | 7.0000%  | 0.0000% | $104000.00         | $1036.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA2688                               | 2048-04-01      | 3.0000%  | 0.0000% | $27000.00          | $4972.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL637274                               | 2032-05-01      | 6.5000%  | 0.0000% | $17000.00          | $166.03            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2046-02-15      | 4.6250%  | 0.0000% | $200.00            | $192.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips)        |
| GNII SF DJ4307 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1057.34           | Agency Mortgage-Backed Securities         |
| GNII SF DP6746 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2080008.00        | $2158000.10        | Agency Mortgage-Backed Securities         |
| GNPL PN CO1755                                     | 2058-06-15      | 5.2400%  | 0.0000% | $6000.00           | $5966.86           | Agency Mortgage-Backed Securities         |
| GNII JM MA2293 M                                   | 2044-10-20      | 3.5000%  | 0.0000% | $113000.00         | $1866.87           | Agency Mortgage-Backed Securities         |
| GNII SF DF7658 C                                   | 2054-10-20      | 4.5000%  | 0.0000% | $3000.00           | $2520.01           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4317 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $3000.00           | $3021.61           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4657 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.28           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7181 C                                   | 2056-04-20      | 4.5000%  | 0.0000% | $2001.00           | $2020.64           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4654 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2000.00           | $2046.57           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2474 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1997.54           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8114 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2003.00           | $2039.53           | Agency Mortgage-Backed Securities         |
| GNII SF DP6507 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1089.98           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4604 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $2001.00           | $2154.72           | Agency Mortgage-Backed Securities         |
| GNII SF DP4426 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $2000.00           | $2176.05           | Agency Mortgage-Backed Securities         |
| GNII SF DP3047 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $2020.00           | $2049.94           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2447 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $3001.00           | $3178.96           | Agency Mortgage-Backed Securities         |
| GNII SF DP4703 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.53           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7065 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2000.00           | $2035.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2503                               | 2056-01-01      | 5.5000%  | 0.0000% | $1007.00           | $1025.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA7226 M                                   | 2036-03-20      | 2.0000%  | 0.0000% | $1000.00           | $380.28            | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M                                   | 2052-01-20      | 3.0000%  | 0.0000% | $6000.00           | $3610.97           | Agency Mortgage-Backed Securities         |
| GNMI SF 776431 X                                   | 2042-02-15      | 4.0000%  | 0.0000% | $61525.00          | $4243.17           | Agency Mortgage-Backed Securities         |
| GNPL PN CS2725                                     | 2058-05-15      | 5.4400%  | 0.0000% | $7104.00           | $7150.08           | Agency Mortgage-Backed Securities         |
| GNMI SF AA0622 X                                   | 2042-07-15      | 3.5000%  | 0.0000% | $2895.00           | $91.12             | Agency Mortgage-Backed Securities         |
| GNMI SF 778855 X                                   | 2027-02-15      | 3.0000%  | 0.0000% | $12805.00          | $53.39             | Agency Mortgage-Backed Securities         |
| GNMI SF 464451 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $47614.00          | $349.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 726460 X                                   | 2039-10-15      | 4.0000%  | 0.0000% | $55000.00          | $3461.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 579633 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $64000.00          | $102.63            | Agency Mortgage-Backed Securities         |
| GNMI SF 580982 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $57566.00          | $453.35            | Agency Mortgage-Backed Securities         |
| GNMI SF 587435 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $219294.00         | $383.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2045-05-15      | 3.0000%  | 0.0000% | $1700.00           | $1303.96           | U.S. Treasuries (including strips)        |
| GNMI SF 584379 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $100000.00         | $397.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 587424 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $90134.00          | $94.29             | Agency Mortgage-Backed Securities         |
| GNMI SF 587305 X                                   | 2032-09-15      | 6.0000%  | 0.0000% | $25000.00          | $49.22             | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $231127.00         | $2501.58           | Agency Mortgage-Backed Securities         |
| GNMI SF 595077 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $146763.00         | $386.61            | Agency Mortgage-Backed Securities         |
| GNII BD 580834 C                                   | 2034-06-20      | 6.0000%  | 0.0000% | $50000.00          | $227.50            | Agency Mortgage-Backed Securities         |
| GNMI SF 607473 X                                   | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $3541.95           | Agency Mortgage-Backed Securities         |
| GNRA 2026-078 FE                                   | 2056-04-20      | 4.5022%  | 0.0000% | $1260160.00        | $1270645.30        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.20             | U.S. Treasuries (including strips)        |
| GNMI SF 574408 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $98000.00          | $370.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 423825 X                                   | 2026-06-15      | 8.0000%  | 0.0000% | $6000000.00        | $8.15              | Agency Mortgage-Backed Securities         |
| GNMI SF 585099 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $65204.00          | $151.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 587527 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $39000.00          | $515.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 572493 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $163.63            | Agency Mortgage-Backed Securities         |
| GNMI SF 596763 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $180000.00         | $544.74            | Agency Mortgage-Backed Securities         |
| GNMI SF 577422 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $70000.00          | $325.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 436262 X                                   | 2028-03-15      | 7.0000%  | 0.0000% | $241181.00         | $43.62             | Agency Mortgage-Backed Securities         |
| GNMI SF 474821 X                                   | 2028-12-15      | 6.5000%  | 0.0000% | $392804.00         | $1583.29           | Agency Mortgage-Backed Securities         |
| GNMI SF 433804 X                                   | 2028-06-15      | 6.5000%  | 0.0000% | $768594.00         | $174.02            | Agency Mortgage-Backed Securities         |
| GNMI SF 577734 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $89658.00          | $46.56             | Agency Mortgage-Backed Securities         |
| GNMI SF 723416 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $1094.00           | $103.62            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1009.88           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-08-31      | 3.7500%  | 0.0000% | $300.00            | $301.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-11-30      | 4.2500%  | 0.0000% | $200.00            | $204.10            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-03-15      | 3.5000%  | 0.0000% | $500.00            | $496.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips)        |
| FNMS 04.000 REAC5864                               | 2040-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $1641.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890519                               | 2040-10-01      | 6.0000%  | 0.0000% | $8098.00           | $264.33            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL968252                               | 2038-02-01      | 7.0000%  | 0.0000% | $200000.00         | $1934.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928739                               | 2037-10-01      | 6.5000%  | 0.0000% | $40000.00          | $395.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CI890622                               | 2029-07-01      | 2.0000%  | 0.0000% | $1000.00           | $53.07             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB7818                               | 2054-08-01      | 5.0000%  | 0.0000% | $1065744.00        | $964591.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9722                               | 2054-09-01      | 6.0000%  | 0.0000% | $25717120.00       | $22096282.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA2139                               | 2039-01-01      | 5.0000%  | 0.0000% | $39433.00          | $281.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT995498                               | 2026-11-01      | 6.0000%  | 0.0000% | $55544.00          | $15.34             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL979919                               | 2038-05-01      | 6.0000%  | 0.0000% | $135000.00         | $2342.35           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL991549                               | 2038-11-01      | 7.0000%  | 0.0000% | $20888.00          | $421.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981740                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $2627.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1428                               | 2040-08-01      | 4.5000%  | 0.0000% | $6947.00           | $178.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE9319                               | 2040-12-01      | 4.5000%  | 0.0000% | $1396.00           | $38.20             | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4236                               | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $544.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2873                               | 2040-08-01      | 4.5000%  | 0.0000% | $57219.00          | $1980.89           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB8465                               | 2043-02-01      | 2.5000%  | 0.0000% | $20287.00          | $3432.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3745                               | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $286.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3331                               | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $141.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA6006                               | 2041-03-01      | 6.0000%  | 0.0000% | $1507268.00        | $1542974.27        | Agency Mortgage-Backed Securities         |
| FNMS 08.000 NP995783                               | 2037-11-01      | 8.0000%  | 0.0000% | $710000.00         | $3528.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4072                               | 2040-07-01      | 2.5000%  | 0.0000% | $13218.00          | $4190.10           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $10000.00          | $241.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995654                               | 2039-02-01      | 6.0000%  | 0.0000% | $9000.00           | $88.03             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1658                               | 2040-08-01      | 4.5000%  | 0.0000% | $14632.00          | $146.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3866                               | 2049-07-01      | 3.5000%  | 0.0000% | $33000.00          | $3657.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8374                               | 2056-03-01      | 5.5000%  | 0.0000% | $2590176.00        | $2639128.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB6288                               | 2043-05-01      | 5.5000%  | 0.0000% | $1305172.00        | $835492.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7307                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4141                               | 2049-09-01      | 3.0000%  | 0.0000% | $2280000.00        | $650697.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4074                               | 2049-08-01      | 3.5000%  | 0.0000% | $8000.00           | $1030.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9008                               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $635.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7237                               | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $852.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929013                               | 2037-12-01      | 6.0000%  | 0.0000% | $250000.00         | $1322.48           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD9673                               | 2040-07-01      | 5.0000%  | 0.0000% | $32500.00          | $1653.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT888281                               | 2027-04-01      | 6.0000%  | 0.0000% | $450000.00         | $349.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988936                               | 2038-08-01      | 6.0000%  | 0.0000% | $161746.00         | $1189.62           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-12-15      | 3.5000%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-12-31      | 3.6250%  | 0.0000% | $1000.00           | $993.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-09-15      | 3.3750%  | 0.0000% | $4900.00           | $4857.12           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.92             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-07-31      | 0.3750%  | 0.0000% | $1600.00           | $1533.04           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips)        |
| GNMI SF 672637 X                                   | 2038-03-15      | 5.0000%  | 0.0000% | $125000.00         | $1385.59           | Agency Mortgage-Backed Securities         |
| GNII SF DP7118 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 645360 X                                   | 2035-07-15      | 5.0000%  | 0.0000% | $58000.00          | $1997.08           | Agency Mortgage-Backed Securities         |
| GNMI SF 676389 X                                   | 2038-01-15      | 5.5000%  | 0.0000% | $38465.00          | $145.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 687818 X                                   | 2038-08-15      | 5.0000%  | 0.0000% | $17928.00          | $169.00            | Agency Mortgage-Backed Securities         |
| GNII SF DP3130 C                                   | 2056-01-20      | 6.5000%  | 0.0000% | $2026.00           | $2140.70           | Agency Mortgage-Backed Securities         |
| GNII SF DP9645 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2000.00           | $2075.49           | Agency Mortgage-Backed Securities         |
| GNII SF DP6014 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $3000.00           | $3156.15           | Agency Mortgage-Backed Securities         |
| GNMI SF 635259 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $43000.00          | $457.52            | Agency Mortgage-Backed Securities         |
| GNII SF DP3030 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $1017.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 703138 X                                   | 2039-03-15      | 4.0000%  | 0.0000% | $14081.00          | $3250.83           | Agency Mortgage-Backed Securities         |
| GNMI SF 698263 X                                   | 2039-07-15      | 5.0000%  | 0.0000% | $35695.00          | $1860.22           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1467 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2003.00           | $2033.91           | Agency Mortgage-Backed Securities         |
| GNRM 2026-061 CD                                   | 2044-01-20      | 4.5000%  | 0.0000% | $7145216.00        | $7207543.72        | Agency Collateralized Mortgage Obligation |
| GNMI SF 638580 X                                   | 2039-01-15      | 5.0000%  | 0.0000% | $25000.00          | $1793.99           | Agency Mortgage-Backed Securities         |
| GNRA 2025-207 FJ                                   | 2055-12-20      | 4.4401%  | 0.0000% | $492032.00         | $487797.51         | Agency Collateralized Mortgage Obligation |
| GNMI SF 701661 X                                   | 2039-02-15      | 5.0000%  | 0.0000% | $23515.00          | $575.12            | Agency Mortgage-Backed Securities         |
| GNII SF DP6179 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2002.00           | $2095.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4377                               | 2040-05-01      | 4.5000%  | 0.0000% | $2162.00           | $47.11             | Agency Mortgage-Backed Securities         |
| GNII SF DP8133 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.83           | Agency Mortgage-Backed Securities         |
| GNII SF DP3834 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 641330 X                                   | 2035-05-15      | 5.0000%  | 0.0000% | $26168.00          | $228.45            | Agency Mortgage-Backed Securities         |
| GNMI SF 648526 X                                   | 2035-12-15      | 5.0000%  | 0.0000% | $233456.00         | $2637.41           | Agency Mortgage-Backed Securities         |
| GNII SF DP4628 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $3008.00           | $3277.09           | Agency Mortgage-Backed Securities         |
| GNII SF DQ3668 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.05           | Agency Mortgage-Backed Securities         |
| GNII SF CT7785 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2137.00           | $2253.65           | Agency Mortgage-Backed Securities         |
| GNII SF CY6779 C                                   | 2054-01-20      | 7.0000%  | 0.0000% | $1001.00           | $509.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 476985 X                                   | 2029-03-15      | 6.0000%  | 0.0000% | $75000.00          | $225.20            | Agency Mortgage-Backed Securities         |
| GNMI SF 595079 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $100000.00         | $845.38            | Agency Mortgage-Backed Securities         |
| GNMI SF AM4159 X                                   | 2045-04-15      | 4.0000%  | 0.0000% | $95000.00          | $6727.30           | Agency Mortgage-Backed Securities         |
| GNMI SF AL9282 X                                   | 2045-03-15      | 3.0000%  | 0.0000% | $1000.00           | $85.25             | Agency Mortgage-Backed Securities         |
| GNII SF DQ4051 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1055.66           | Agency Mortgage-Backed Securities         |
| GNII SF DP7260 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $7993336.00        | $8286855.46        | Agency Mortgage-Backed Securities         |
| GNMI SF 592889 X                                   | 2036-06-15      | 5.0000%  | 0.0000% | $40106.00          | $3311.76           | Agency Mortgage-Backed Securities         |
| GNMI SF AN6683 X                                   | 2045-07-15      | 3.0000%  | 0.0000% | $1000.00           | $487.57            | Agency Mortgage-Backed Securities         |
| GNII SF DQ8949 C                                   | 2056-02-20      | 5.0000%  | 0.0000% | $2002.00           | $1999.49           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8197 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 446731 X                                   | 2028-09-15      | 6.5000%  | 0.0000% | $497500.00         | $439.36            | Agency Mortgage-Backed Securities         |
| GNII SF DQ4646 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.24           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0876 C                                   | 2056-01-20      | 6.5000%  | 0.0000% | $631793.00         | $666630.88         | Agency Mortgage-Backed Securities         |
| GNPL PN CQ8780                                     | 2059-03-15      | 5.3000%  | 0.0000% | $3000.00           | $3018.38           | Agency Mortgage-Backed Securities         |
| GNII SF DP7131 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $33502272.00       | $34033145.83       | Agency Mortgage-Backed Securities         |
| GNII SF DN7805 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1229398.00        | $1323382.25        | Agency Mortgage-Backed Securities         |
| GNPL PN CS8166                                     | 2058-04-15      | 4.9200%  | 0.0000% | $26500.00          | $25838.38          | Agency Mortgage-Backed Securities         |
| GNII SF MB0180 M                                   | 2040-02-20      | 5.5000%  | 0.0000% | $1000.00           | $662.07            | Agency Mortgage-Backed Securities         |
| GNMI SF AE8879 X                                   | 2038-12-15      | 6.0000%  | 0.0000% | $5000.00           | $1056.94           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2429 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $4246320.00        | $4410143.12        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8267 C                                   | 2056-04-20      | 5.0000%  | 0.0000% | $3029.00           | $3028.66           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1842 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1017.95           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0850 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2003.00           | $2047.61           | Agency Mortgage-Backed Securities         |
| GNII MH AD0860 C                                   | 2033-11-20      | 3.5000%  | 0.0000% | $2000.00           | $482.24            | Agency Mortgage-Backed Securities         |
| GNII SF AJ4168 C                                   | 2044-09-20      | 4.5000%  | 0.0000% | $4000.00           | $449.96            | Agency Mortgage-Backed Securities         |
| GNMI SF AF0124 X                                   | 2043-06-15      | 4.0000%  | 0.0000% | $32000.00          | $4527.54           | Agency Mortgage-Backed Securities         |
| GNMI SF AE8877 X                                   | 2037-01-15      | 5.5000%  | 0.0000% | $5000.00           | $954.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3026                               | 2047-06-01      | 3.5000%  | 0.0000% | $14000.00          | $1400.63           | Agency Mortgage-Backed Securities         |
| GNII SF DQ3563 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1001.00           | $1022.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 580837 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $40000.00          | $714.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 582401 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $152110.00         | $489.46            | Agency Mortgage-Backed Securities         |
| GNHA AL CU9057 H                                   | 2073-04-20      | 6.2510%  | 0.0000% | $1000.00           | $917.14            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6459                                     | 2060-07-15      | 5.6600%  | 0.0000% | $1000.00           | $1037.10           | Agency Mortgage-Backed Securities         |
| GNII SF DH3169 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $6326.00           | $4490.79           | Agency Mortgage-Backed Securities         |
| GNII SF DH4868 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $5000.00           | $3157.89           | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M                                   | 2052-05-20      | 4.5000%  | 0.0000% | $100000000.00      | $69612972.27       | Agency Mortgage-Backed Securities         |
| GNII SF DH4869 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2118.65           | Agency Mortgage-Backed Securities         |
| GNII SF DH0369 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $6819160.00        | $4250789.91        | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M                                   | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $706.92            | Agency Mortgage-Backed Securities         |
| GNII SF CW9350 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $3000.00           | $946.74            | Agency Mortgage-Backed Securities         |
| GNII SF DH3122 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1356824.00        | $1082883.58        | Agency Mortgage-Backed Securities         |
| GNII SF CZ8717 C                                   | 2054-01-20      | 7.0000%  | 0.0000% | $1003.00           | $821.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9063                               | 2054-08-01      | 5.0000%  | 0.0000% | $5198704.00        | $4478323.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8509                               | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $804.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8189                               | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2700.92           | Agency Mortgage-Backed Securities         |
| GNII SF MA8487 M                                   | 2052-11-20      | 3.5000%  | 0.0000% | $6000.00           | $4259.92           | Agency Mortgage-Backed Securities         |
| GNII SF CY4989 C                                   | 2054-01-20      | 7.0000%  | 0.0000% | $1001.00           | $1023.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M                                   | 2053-03-20      | 5.5000%  | 0.0000% | $7000.00           | $4445.24           | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WDWD0043                               | 2032-12-01      | 4.2500%  | 0.0000% | $15275000.00       | $15052590.06       | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M                                   | 2050-08-20      | 3.5000%  | 0.0000% | $1000.00           | $260.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA6154 M                                   | 2049-09-20      | 3.5000%  | 0.0000% | $75334000.00       | $8267484.42        | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M                                   | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $367.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8141                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.11           | Agency Mortgage-Backed Securities         |
| GNPL PN CR4162                                     | 2058-04-15      | 4.7300%  | 0.0000% | $198160.00         | $190869.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA3287                               | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $933.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA6770 M                                   | 2050-07-20      | 5.0000%  | 0.0000% | $1000.00           | $211.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG8991                               | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $966.49            | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M                                   | 2052-04-20      | 3.0000%  | 0.0000% | $5000.00           | $3176.89           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL624639                               | 2031-11-01      | 7.0000%  | 0.0000% | $234132.00         | $185.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI7784                               | 2041-07-01      | 4.5000%  | 0.0000% | $8000.00           | $231.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL252569                               | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $7.02              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253037                               | 2030-02-01      | 7.5000%  | 0.0000% | $525000.00         | $269.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $8000.00           | $1445.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC9623                               | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872277                               | 2036-05-01      | 6.0000%  | 0.0000% | $25697.00          | $139.02            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01009 G                               | 2030-06-01      | 7.5000%  | 0.0000% | $1450145.00        | $133.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3482                               | 2029-04-01      | 6.0000%  | 0.0000% | $4185671.00        | $843.46            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01306 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $217000.00         | $250.87            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC K35039 G                               | 2047-11-01      | 6.0000%  | 0.0000% | $19855420.00       | $485800.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK7069                               | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $59.39             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00644 G                               | 2028-08-01      | 6.0000%  | 0.0000% | $480000.00         | $236.93            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01233 G                               | 2031-04-01      | 7.0000%  | 0.0000% | $92316.00          | $29.34             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7661                               | 2038-06-01      | 5.5000%  | 0.0000% | $62689.00          | $518.69            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C70228 G                               | 2032-08-01      | 6.0000%  | 0.0000% | $2782.00           | $67.61             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4394                               | 2030-08-01      | 7.5000%  | 0.0000% | $9607594.00        | $2234.71           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G00818 G                               | 2027-11-01      | 7.5000%  | 0.0000% | $2100.00           | $0.19              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C15584 G                               | 2028-09-01      | 6.0000%  | 0.0000% | $62913.00          | $62.02             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6846                               | 2033-01-01      | 6.0000%  | 0.0000% | $2077041.00        | $2746.37           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4782                               | 2031-01-01      | 7.5000%  | 0.0000% | $1000000.00        | $2591.30           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38530 G                               | 2030-05-01      | 7.0000%  | 0.0000% | $116509.00         | $52.26             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9227                               | 2052-11-01      | 6.0000%  | 0.0000% | $3703376.00        | $2964453.54        | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01147 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $66069.00          | $52.23             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C12662 G                               | 2028-07-01      | 6.5000%  | 0.0000% | $18890.00          | $2.79              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3015                               | 2028-09-01      | 6.0000%  | 0.0000% | $2546000.00        | $2040.22           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C33164 G                               | 2029-11-01      | 7.0000%  | 0.0000% | $300385.00         | $2267.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ1210                               | 2041-02-01      | 5.0000%  | 0.0000% | $21699.00          | $3742.80           | Agency Mortgage-Backed Securities         |
| FMAR 2B0200 G                                      | 2042-01-01      | 6.1830%  | 0.0000% | $1198.00           | $32.33             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8496                               | 2039-02-01      | 4.5000%  | 0.0000% | $522534.00         | $3684.58           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C24260 G                               | 2029-04-01      | 7.0000%  | 0.0000% | $25000.00          | $33.91             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C68917 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $1560.00           | $38.30             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00716 G                               | 2029-02-01      | 6.0000%  | 0.0000% | $546000.00         | $341.68            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67052 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $57090.00          | $85.72             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80697 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $12270.00          | $106.47            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01106 G                               | 2030-12-01      | 7.0000%  | 0.0000% | $175000.00         | $56.50             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2547                               | 2038-09-01      | 5.0000%  | 0.0000% | $5000.00           | $38.99             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS6993                               | 2029-07-01      | 2.5000%  | 0.0000% | $1000.00           | $36.01             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2261                               | 2034-10-01      | 5.5000%  | 0.0000% | $360000.00         | $4569.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3182                               | 2035-04-01      | 5.0000%  | 0.0000% | $90766.00          | $1295.64           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1938                               | 2026-05-25      | 6.0000%  | 0.0000% | $10244422.00       | $168.45            | Agency Mortgage-Backed Securities         |
| FEPC 08.500 CLZS2394                               | 2031-07-01      | 8.5000%  | 0.0000% | $1000.00           | $24.99             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1294                               | 2037-01-01      | 6.0000%  | 0.0000% | $126000.00         | $735.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0618                               | 2029-07-01      | 6.0000%  | 0.0000% | $25000.00          | $16.91             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1472                               | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.94            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3665                               | 2041-10-01      | 4.5000%  | 0.0000% | $36000.00          | $1910.89           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1170                               | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $615.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI0253                               | 2033-06-01      | 4.5000%  | 0.0000% | $31900.00          | $202.35            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1702                               | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $57.64             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0708                               | 2032-02-01      | 6.0000%  | 0.0000% | $267305.00         | $330.49            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1864                               | 2049-04-01      | 4.0000%  | 0.0000% | $50000.00          | $3502.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2339                               | 2038-10-01      | 6.0000%  | 0.0000% | $220820.00         | $1149.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4142                               | 2034-10-01      | 5.0000%  | 0.0000% | $50000.00          | $478.36            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0363                               | 2027-12-01      | 6.0000%  | 0.0000% | $29736.00          | $0.07              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1904                               | 2034-05-01      | 5.0000%  | 0.0000% | $260000.00         | $1195.15           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI2395                               | 2034-08-01      | 6.5000%  | 0.0000% | $26363.00          | $89.93             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2120                               | 2029-04-01      | 5.0000%  | 0.0000% | $300087.00         | $1959.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2056                               | 2028-03-01      | 5.5000%  | 0.0000% | $2250000.00        | $3810.87           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C49267 G                               | 2031-03-01      | 8.0000%  | 0.0000% | $194000.00         | $2233.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9022                               | 2039-08-01      | 5.0000%  | 0.0000% | $29495.00          | $2337.09           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL1807                               | 2041-08-01      | 5.0000%  | 0.0000% | $172000.00         | $4555.63           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01161 G                               | 2031-04-01      | 7.0000%  | 0.0000% | $88000.00          | $40.03             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C13949 G                               | 2028-08-01      | 6.5000%  | 0.0000% | $21000.00          | $11.86             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57321 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $32168.00          | $24.29             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C45720 G                               | 2030-12-01      | 7.5000%  | 0.0000% | $88900.00          | $181.89            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37463 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $1333110.00        | $3120.42           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C39762 G                               | 2030-06-01      | 8.0000%  | 0.0000% | $34377.00          | $40.62             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8716                               | 2039-04-01      | 4.5000%  | 0.0000% | $80781.00          | $696.24            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK7986                               | 2031-03-01      | 3.0000%  | 0.0000% | $1000.00           | $102.31            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK9341                               | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $146.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1067                               | 2041-01-01      | 4.5000%  | 0.0000% | $20000.00          | $1135.99           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C38818 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $266503.00         | $1722.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3258                               | 2041-10-01      | 4.5000%  | 0.0000% | $1351.00           | $42.57             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1405                               | 2041-09-01      | 4.0000%  | 0.0000% | $37832.00          | $2511.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL567640                               | 2031-02-01      | 6.0000%  | 0.0000% | $6500000.00        | $1182.94           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD7460                               | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $898.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3977                               | 2053-11-01      | 6.0000%  | 0.0000% | $1304396.00        | $742183.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628193                               | 2032-02-01      | 6.5000%  | 0.0000% | $141800.00         | $150.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871232                               | 2036-04-01      | 6.0000%  | 0.0000% | $1463903.00        | $3504.70           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581806                               | 2031-07-01      | 7.0000%  | 0.0000% | $254000.00         | $86.84             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0769                               | 2055-10-01      | 6.5000%  | 0.0000% | $1075136.00        | $1130207.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555570                               | 2033-06-01      | 6.0000%  | 0.0000% | $47359.00          | $91.09             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606764                               | 2031-10-01      | 7.0000%  | 0.0000% | $240298.00         | $381.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL731773                               | 2033-10-01      | 6.0000%  | 0.0000% | $48334.00          | $516.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281                               | 2055-01-01      | 5.5000%  | 0.0000% | $3470.00           | $3054.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL817421                               | 2035-08-01      | 4.5000%  | 0.0000% | $125940.00         | $3315.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614929                               | 2031-12-01      | 7.0000%  | 0.0000% | $121506.00         | $183.04            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90690 G                               | 2042-06-01      | 3.5000%  | 0.0000% | $5735000.00        | $669578.23         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL481162                               | 2029-01-01      | 6.0000%  | 0.0000% | $54008.00          | $17.18             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579160                               | 2031-04-01      | 6.5000%  | 0.0000% | $660000.00         | $557.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555783                               | 2033-10-01      | 4.5000%  | 0.0000% | $104000.00         | $829.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604845                               | 2031-05-01      | 6.0000%  | 0.0000% | $53789.00          | $494.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6013                               | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $793.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535300                               | 2030-05-01      | 6.5000%  | 0.0000% | $292499.00         | $122.24            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL542933                               | 2030-06-01      | 7.5000%  | 0.0000% | $874529.00         | $4582.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831936                               | 2036-11-01      | 6.0000%  | 0.0000% | $144000.00         | $749.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL611144                               | 2032-01-01      | 6.0000%  | 0.0000% | $85802.00          | $502.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL674952                               | 2032-12-01      | 5.5000%  | 0.0000% | $157861.00         | $1477.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545638                               | 2032-05-01      | 6.5000%  | 0.0000% | $32000.00          | $78.18             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545546                               | 2032-03-01      | 7.5000%  | 0.0000% | $318302.00         | $301.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CICA5466                               | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $283.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $242.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254902                               | 2033-08-01      | 6.0000%  | 0.0000% | $50000.00          | $223.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA9302                               | 2051-02-01      | 3.0000%  | 0.0000% | $2024.00           | $1001.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8963                               | 2046-11-01      | 3.0000%  | 0.0000% | $24000.00          | $4229.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE8541                               | 2047-05-01      | 4.5000%  | 0.0000% | $2874.00           | $333.96            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3520                               | 2050-09-01      | 2.0000%  | 0.0000% | $3600.00           | $1676.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8177                               | 2050-12-01      | 4.0000%  | 0.0000% | $4836.00           | $1132.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4404                               | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1944.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256517                               | 2026-12-01      | 6.0000%  | 0.0000% | $148269.00         | $62.50             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN6652                               | 2031-06-01      | 2.5000%  | 0.0000% | $1000.00           | $397.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252570                               | 2029-07-01      | 6.5000%  | 0.0000% | $125300.00         | $76.20             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257522                               | 2028-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $1811.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL775645                               | 2034-05-01      | 6.0000%  | 0.0000% | $40000.00          | $170.90            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8390                               | 2053-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1667.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNRD5147                               | 2033-04-01      | 5.0000%  | 0.0000% | $1000.00           | $424.61            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1037                               | 2049-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1389.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524                               | 2055-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4041.13           | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090                               | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3839.36           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 3LZT0691                               | 2032-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $52.38             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0386                               | 2027-12-01      | 6.5000%  | 0.0000% | $14941029.00       | $427.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1989                               | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2586                               | 2038-12-01      | 5.5000%  | 0.0000% | $15000.00          | $95.28             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS3891                               | 2043-07-01      | 3.0000%  | 0.0000% | $1050000.00        | $160886.12         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3725                               | 2035-05-01      | 5.5000%  | 0.0000% | $640419.00         | $3617.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1990                               | 2027-02-01      | 5.0000%  | 0.0000% | $3500000.00        | $1472.57           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4704                               | 2047-02-01      | 3.5000%  | 0.0000% | $3610000.00        | $469572.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2417                               | 2038-10-01      | 6.0000%  | 0.0000% | $120000.00         | $2097.47           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9340                               | 2028-11-01      | 5.5000%  | 0.0000% | $47462.00          | $1431.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4560                               | 2035-08-01      | 5.5000%  | 0.0000% | $33179.00          | $654.09            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3342                               | 2035-07-01      | 4.5000%  | 0.0000% | $127256.00         | $1255.90           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0567                               | 2028-12-01      | 6.0000%  | 0.0000% | $567777.00         | $251.36            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA7009                               | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $211.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI5801                               | 2037-03-01      | 5.5000%  | 0.0000% | $500000.00         | $2503.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8906                               | 2029-01-01      | 6.0000%  | 0.0000% | $187090.00         | $697.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4356                               | 2038-11-01      | 5.5000%  | 0.0000% | $108533.00         | $472.14            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4567                               | 2044-05-01      | 4.0000%  | 0.0000% | $8000.00           | $445.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3900                               | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $734.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1595                               | 2049-01-01      | 4.5000%  | 0.0000% | $18000.00          | $1011.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8491                               | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $898.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2614                               | 2039-03-01      | 5.0000%  | 0.0000% | $82976.00          | $2961.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5241                               | 2044-02-01      | 4.5000%  | 0.0000% | $6165.00           | $243.70            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2253974                               | 2031-08-01      | 7.0000%  | 0.0000% | $375000.00         | $159.20            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8384                               | 2054-04-01      | 5.5000%  | 0.0000% | $2032.00           | $1795.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU3194                               | 2043-07-01      | 2.5000%  | 0.0000% | $13647.00          | $3034.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL645174                               | 2032-08-01      | 6.5000%  | 0.0000% | $95329.00          | $328.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257325                               | 2028-08-01      | 5.5000%  | 0.0000% | $1296441.00        | $3935.82           | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $702.74            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL673928                               | 2032-10-01      | 6.5000%  | 0.0000% | $109908.00         | $1792.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $575000.00         | $112.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL710653                               | 2033-05-01      | 5.0000%  | 0.0000% | $33391.00          | $60.45             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL675815                               | 2032-12-01      | 5.5000%  | 0.0000% | $42689.00          | $825.41            | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $246.91            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFS7160                               | 2054-02-01      | 6.5000%  | 0.0000% | $6000.00           | $4407.31           | Agency Mortgage-Backed Securities         |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $122.59            | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIFS0566                               | 2036-12-01      | 3.5000%  | 0.0000% | $29382336.00       | $11200545.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7229                               | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $753.76            | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1570.28           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $270634.00         | $1999.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8157                               | 2046-10-01      | 4.5000%  | 0.0000% | $17000.00          | $2255.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CAAY0382                               | 2044-11-01      | 4.0000%  | 0.0000% | $58886.00          | $4513.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL727201                               | 2033-08-01      | 4.5000%  | 0.0000% | $243000.00         | $1975.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL672488                               | 2032-11-01      | 5.5000%  | 0.0000% | $1477414.00        | $4407.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL730510                               | 2033-08-01      | 4.5000%  | 0.0000% | $89320.00          | $507.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1938                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $110.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7350                               | 2044-11-01      | 4.5000%  | 0.0000% | $7798.00           | $447.59            | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $645.30            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CT257125                               | 2028-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $2592.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL254918                               | 2033-09-01      | 4.5000%  | 0.0000% | $242000.00         | $2596.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW0744                               | 2044-03-01      | 4.5000%  | 0.0000% | $4000.00           | $109.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323210                               | 2028-06-01      | 6.0000%  | 0.0000% | $706272.00         | $15.31             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745514                               | 2036-01-01      | 6.5000%  | 0.0000% | $35000.00          | $474.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257372                               | 2028-09-01      | 6.0000%  | 0.0000% | $949132.00         | $2481.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725424                               | 2034-04-01      | 5.5000%  | 0.0000% | $155988.00         | $884.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724783                               | 2033-06-01      | 5.5000%  | 0.0000% | $31780.00          | $1980.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254766                               | 2033-06-01      | 5.0000%  | 0.0000% | $272000.00         | $1555.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZL310113                               | 2042-01-01      | 4.0000%  | 0.0000% | $9817.00           | $310.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL642958                               | 2032-04-01      | 6.5000%  | 0.0000% | $120897.00         | $296.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL722813                               | 2033-05-01      | 5.5000%  | 0.0000% | $3714.00           | $765.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL767378                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $3051.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787592                               | 2034-08-01      | 6.5000%  | 0.0000% | $60000.00          | $611.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745408                               | 2036-01-01      | 6.5000%  | 0.0000% | $30631.00          | $378.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL804641                               | 2034-12-01      | 6.0000%  | 0.0000% | $20000.00          | $93.45             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL916916                               | 2037-05-01      | 6.0000%  | 0.0000% | $147000.00         | $1021.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852029                               | 2036-01-01      | 6.0000%  | 0.0000% | $149000.00         | $719.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0752                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $365.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL880330                               | 2036-04-01      | 6.0000%  | 0.0000% | $109000.00         | $777.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL938342                               | 2037-07-01      | 6.0000%  | 0.0000% | $3000.00           | $17.23             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5131                               | 2053-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1583.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7263                               | 2051-04-01      | 2.0000%  | 0.0000% | $11408544.00       | $6423744.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL915662                               | 2037-04-01      | 6.0000%  | 0.0000% | $175000.00         | $3628.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL959642                               | 2037-11-01      | 6.0000%  | 0.0000% | $228000.00         | $2129.78           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3484                               | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $540.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP923743                               | 2037-04-01      | 6.0000%  | 0.0000% | $400000.00         | $3622.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL827953                               | 2035-05-01      | 6.0000%  | 0.0000% | $25540.00          | $387.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985462                               | 2038-07-01      | 6.0000%  | 0.0000% | $3249850.00        | $959.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710                               | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1821.67           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSAD0389                               | 2035-01-01      | 6.0250%  | 0.0000% | $2000000.00        | $67716.14          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD5524                               | 2040-05-01      | 4.5000%  | 0.0000% | $6720.00           | $443.00            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB895834                               | 2036-04-01      | 5.5640%  | 0.0000% | $1000.00           | $25.83             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5977                               | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $962.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9577                               | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1954                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.30            | Agency Mortgage-Backed Securities         |
| GNPL PN CQ4851                                     | 2058-01-15      | 5.3800%  | 0.0000% | $2000.00           | $1982.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8751                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $673.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW2614                               | 2056-03-01      | 6.0000%  | 0.0000% | $2592076.00        | $2676675.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBY6603                               | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $897.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2840                               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $633.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083                               | 2056-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4767.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6971                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $805.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0085                               | 2056-01-01      | 5.5000%  | 0.0000% | $1991.00           | $1925.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU8931                               | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1377.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW7754                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $527.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0392                               | 2055-12-01      | 5.5000%  | 0.0000% | $19932704.00       | $19276009.59       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5704                               | 2055-03-01      | 6.0000%  | 0.0000% | $20739840.00       | $18702867.15       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW8964                               | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $661.37            | Agency Mortgage-Backed Securities         |
| GNII SF DN7654 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $4000.00           | $3887.75           | Agency Mortgage-Backed Securities         |
| GNII SF DN6336 C                                   | 2056-01-20      | 6.0000%  | 0.0000% | $4008944.00        | $4135575.57        | Agency Mortgage-Backed Securities         |
| GNII SF DP0221 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $4001.00           | $4035.40           | Agency Mortgage-Backed Securities         |
| GNRM 2016-91 KA                                    | 2046-07-20      | 2.5000%  | 0.0000% | $258499.00         | $14951.51          | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CTAD0756                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $899.48            | Agency Mortgage-Backed Securities         |
| GNII SF DP9490 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $3012.00           | $3062.79           | Agency Mortgage-Backed Securities         |
| GNII SF DP9714 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1115326.00        | $1165357.74        | Agency Mortgage-Backed Securities         |
| GNMI SF 587345 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $61688.00          | $619.76            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2966 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3000.00           | $3113.42           | Agency Mortgage-Backed Securities         |
| GNII SF DP9965 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1003.00           | $1039.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7859                               | 2040-06-01      | 5.0000%  | 0.0000% | $25000.00          | $625.25            | Agency Mortgage-Backed Securities         |
| GNII SF DP0884 C                                   | 2056-01-20      | 7.0000%  | 0.0000% | $1001.00           | $1064.24           | Agency Mortgage-Backed Securities         |
| GNMI SF 690662 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $27839.00          | $2139.47           | Agency Mortgage-Backed Securities         |
| GNRA 2024-105 FK                                   | 2054-06-20      | 4.7901%  | 0.0000% | $133333248.00      | $82478299.06       | Agency Collateralized Mortgage Obligation |
| GNMI SF 618747 X                                   | 2036-12-15      | 5.5000%  | 0.0000% | $32995.00          | $1260.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 626088 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $25421.00          | $2064.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE7536                               | 2040-10-01      | 4.5000%  | 0.0000% | $30000.00          | $830.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 710937 X                                   | 2039-10-15      | 5.5000%  | 0.0000% | $62613.00          | $3832.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437                               | 2040-06-01      | 5.0000%  | 0.0000% | $39000.00          | $1550.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 628003 X                                   | 2034-03-15      | 5.0000%  | 0.0000% | $70460.00          | $467.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 701501 X                                   | 2038-12-15      | 5.0000%  | 0.0000% | $24000.00          | $792.51            | Agency Mortgage-Backed Securities         |
| GNMI SF 648166 X                                   | 2037-01-15      | 5.5000%  | 0.0000% | $37287.00          | $941.74            | Agency Mortgage-Backed Securities         |
| GNII SF DP1508 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1032632.00        | $1074710.29        | Agency Mortgage-Backed Securities         |
| GNII SF DN6653 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3079.00           | $3127.67           | Agency Mortgage-Backed Securities         |
| GNMI SF 648235 X                                   | 2035-12-15      | 5.0000%  | 0.0000% | $76599.00          | $2660.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 645810 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $10000000.00       | $163771.13         | Agency Mortgage-Backed Securities         |
| GNII ET DP1824 C                                   | 2065-12-20      | 7.0000%  | 0.0000% | $2001.00           | $2096.32           | Agency Mortgage-Backed Securities         |
| GNII SF DP2915 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2030.76           | Agency Mortgage-Backed Securities         |
| GNMI SP 781966 X                                   | 2035-08-15      | 5.0000%  | 0.0000% | $70507.00          | $1024.18           | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $14786.00          | $522.84            | Agency Mortgage-Backed Securities         |
| GNMI SF 617025 X                                   | 2035-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1690.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 646345 X                                   | 2037-01-15      | 5.5000%  | 0.0000% | $61251.00          | $1032.25           | Agency Mortgage-Backed Securities         |
| GNII SF DN5582 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $983140.00         | $1038487.80        | Agency Mortgage-Backed Securities         |
| GNII SF DP0497 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.13           | Agency Mortgage-Backed Securities         |
| GNII SF DN9056 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1048.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 613771 X                                   | 2033-05-15      | 6.0000%  | 0.0000% | $75000.00          | $453.70            | Agency Mortgage-Backed Securities         |
| GNII SF DN6578 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $3086.00           | $3078.35           | Agency Mortgage-Backed Securities         |
| GNII SF DP3052 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities         |
| GNRA 2022-007 FA                                   | 2064-02-16      | 3.9891%  | 0.0000% | $11921300.00       | $9079893.01        | Agency Collateralized Mortgage Obligation |
| GNII SF DN7926 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $758844.00         | $785952.86         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL4830                               | 2045-02-01      | 4.0000%  | 0.0000% | $11466832.00       | $11069921.62       | Agency Mortgage-Backed Securities         |
| GNII SF DN6657 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3007.00           | $3058.06           | Agency Mortgage-Backed Securities         |
| GNII SF DN3336 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $3001.00           | $3165.28           | Agency Mortgage-Backed Securities         |
| GNMI SF 434738 X                                   | 2030-04-15      | 8.5000%  | 0.0000% | $2524385.00        | $4881.38           | Agency Mortgage-Backed Securities         |
| GNMI SF 480649 X                                   | 2028-12-15      | 6.0000%  | 0.0000% | $94000.00          | $107.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 720216 X                                   | 2039-07-15      | 4.0000%  | 0.0000% | $60162.00          | $2107.09           | Agency Mortgage-Backed Securities         |
| GNMI SF 590477 X                                   | 2032-09-15      | 6.0000%  | 0.0000% | $45000.00          | $55.46             | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M                                   | 2038-10-20      | 6.0000%  | 0.0000% | $100000.00         | $56.36             | Agency Mortgage-Backed Securities         |
| GNMI SF 485521 X                                   | 2031-06-15      | 6.0000%  | 0.0000% | $237000.00         | $480.53            | Agency Mortgage-Backed Securities         |
| GNMI SF 538327 X                                   | 2032-03-15      | 6.5000%  | 0.0000% | $2100000.00        | $1939.01           | Agency Mortgage-Backed Securities         |
| GNMI SF 726328 X                                   | 2039-09-15      | 4.0000%  | 0.0000% | $60045.00          | $2770.65           | Agency Mortgage-Backed Securities         |
| GNMI SF 738111 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $131658.00         | $4960.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 740881 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $7147.00           | $861.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 463251 X                                   | 2037-02-15      | 5.5000%  | 0.0000% | $23736.00          | $115.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 409568 X                                   | 2029-02-15      | 6.0000%  | 0.0000% | $282000.00         | $305.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 723746 X                                   | 2040-04-15      | 5.0000%  | 0.0000% | $45000.00          | $1771.75           | Agency Mortgage-Backed Securities         |
| GNMI SP 780822 X                                   | 2028-07-15      | 6.5000%  | 0.0000% | $1488000.00        | $962.82            | Agency Mortgage-Backed Securities         |
| GNMI SF 740435 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $4569.00           | $99.79             | Agency Mortgage-Backed Securities         |
| GNMI SF 740751 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $25000.00          | $566.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 486759 X                                   | 2028-12-15      | 6.0000%  | 0.0000% | $57842.00          | $52.95             | Agency Mortgage-Backed Securities         |
| GNMI SF 497411 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $260000.00         | $363.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 739794 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $40000.00          | $2226.78           | Agency Mortgage-Backed Securities         |
| GNMI SF 451232 X                                   | 2028-10-15      | 6.0000%  | 0.0000% | $25000.00          | $282.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 744275 X                                   | 2040-10-15      | 4.0000%  | 0.0000% | $25000.00          | $2273.83           | Agency Mortgage-Backed Securities         |
| GNMI SF 538299 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $58616.00          | $89.44             | Agency Mortgage-Backed Securities         |
| GNMI SF 486694 X                                   | 2028-11-15      | 6.0000%  | 0.0000% | $135000.00         | $39.34             | Agency Mortgage-Backed Securities         |
| GNMI SF 559847 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $50054.00          | $175.22            | Agency Mortgage-Backed Securities         |
| GNII SF DP8109 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $11000000.00       | $11280988.26       | Agency Mortgage-Backed Securities         |
| GNII SF DP9082 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2048.94           | Agency Mortgage-Backed Securities         |
| GNII SF DN4984 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.49           | Agency Mortgage-Backed Securities         |
| GNII SF DP9642 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1047.42           | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1396                                     | 2057-05-15      | 2.6900%  | 0.0000% | $7679440.00        | $6332872.39        | Agency Mortgage-Backed Securities         |
| GNII SF DP4398 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1089.57           | Agency Mortgage-Backed Securities         |
| GNMI SF 579420 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $25000.00          | $138.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 582403 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $125000.00         | $537.53            | Agency Mortgage-Backed Securities         |
| GNMI SF 569801 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $66050.00          | $179.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 577972 X                                   | 2032-04-15      | 6.0000%  | 0.0000% | $50071.00          | $158.88            | Agency Mortgage-Backed Securities         |
| GNII SF DP3755 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2029.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 580869 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $138899.00         | $240.38            | Agency Mortgage-Backed Securities         |
| GNII SF DP6153 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $19322784.00       | $19654376.97       | Agency Mortgage-Backed Securities         |
| GNII SF DP8106 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3012.00           | $3107.99           | Agency Mortgage-Backed Securities         |
| GNII SF DP9079 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $5000.00           | $5108.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 570675 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $25000.00          | $413.53            | Agency Mortgage-Backed Securities         |
| GNMI SF AM2854 X                                   | 2045-04-15      | 4.0000%  | 0.0000% | $2101088.00        | $305064.60         | Agency Mortgage-Backed Securities         |
| GNII ET DN4097 C                                   | 2065-09-20      | 6.5000%  | 0.0000% | $2003.00           | $2101.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD7140                               | 2040-07-01      | 5.5000%  | 0.0000% | $53808.00          | $2022.03           | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9089                                     | 2064-07-15      | 4.1400%  | 0.0000% | $2000000.00        | $1882424.17        | Agency Mortgage-Backed Securities         |
| GNMI SF 574230 X                                   | 2032-04-15      | 6.0000%  | 0.0000% | $40049.00          | $16.08             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3122                               | 2047-09-01      | 4.5000%  | 0.0000% | $5850000.00        | $594789.16         | Agency Mortgage-Backed Securities         |
| GNPL PN CI4289                                     | 2065-04-15      | 5.5800%  | 0.0000% | $3000.00           | $3091.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6083                               | 2040-06-01      | 4.5000%  | 0.0000% | $14478.00          | $429.52            | Agency Mortgage-Backed Securities         |
| GNII SF DN6285 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $3040.00           | $3132.18           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX8293                               | 2055-03-01      | 7.0000%  | 0.0000% | $1269416.00        | $1095278.02        | Agency Mortgage-Backed Securities         |
| GNMI SF 579632 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $314.98            | Agency Mortgage-Backed Securities         |
| GNII SF DN9173 C                                   | 2055-12-20      | 6.0000%  | 0.0000% | $1430032.00        | $1485672.65        | Agency Mortgage-Backed Securities         |
| GNII SF DP3311 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2117.87           | Agency Mortgage-Backed Securities         |
| GNII SF DP3314 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3497                               | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $743.68            | Agency Mortgage-Backed Securities         |
| GNPL PN CR3470                                     | 2057-12-15      | 4.9000%  | 0.0000% | $5000.00           | $4864.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $2177272.00        | $1729541.97        | Agency Mortgage-Backed Securities         |
| GNII SF AJ2723 C                                   | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2787.69           | Agency Mortgage-Backed Securities         |
| GNII SF DG6283 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $4000.00           | $1805.34           | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1721490.00        | $1518176.50        | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M                                   | 2051-09-20      | 3.5000%  | 0.0000% | $1024.00           | $578.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $785.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874                               | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3142.36           | Agency Mortgage-Backed Securities         |
| GNPL PN CS6537                                     | 2058-06-15      | 5.1300%  | 0.0000% | $5494392.00        | $5440616.54        | Agency Mortgage-Backed Securities         |
| GNHA AL CX2326 H                                   | 2073-09-20      | 6.1910%  | 0.0000% | $1000.00           | $769.95            | Agency Mortgage-Backed Securities         |
| GNPL PN DH1774                                     | 2051-08-15      | 6.2200%  | 0.0000% | $2000.00           | $2126.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA7393 M                                   | 2036-06-20      | 3.0000%  | 0.0000% | $1000.00           | $377.21            | Agency Mortgage-Backed Securities         |
| GNCL CL DE0032                                     | 2064-12-15      | 6.0000%  | 0.0000% | $269187.00         | $279513.10         | Agency Mortgage-Backed Securities         |
| GNII SF MA6996 M                                   | 2050-11-20      | 3.0000%  | 0.0000% | $15100.00          | $4756.14           | Agency Mortgage-Backed Securities         |
| GNMI SF AL2252 X                                   | 2045-03-15      | 4.0000%  | 0.0000% | $12264.00          | $1582.51           | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9709                                     | 2058-04-15      | 5.0000%  | 0.0000% | $1000.00           | $977.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $6017.00           | $4117.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA9999 M                                   | 2039-10-20      | 5.0000%  | 0.0000% | $2072.00           | $1491.04           | Agency Mortgage-Backed Securities         |
| GNII SF CT3962 C                                   | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3077                               | 2054-03-01      | 4.0000%  | 0.0000% | $1000.00           | $918.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $200000000.00      | $136861299.93      | Agency Mortgage-Backed Securities         |
| GNII SF MA7370 M                                   | 2051-05-20      | 4.0000%  | 0.0000% | $2196.00           | $862.73            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-11-15      | 3.1250%  | 0.0000% | $500.00            | $497.19            | U.S. Treasuries (including strips)        |
| GNPL PN CP1214                                     | 2058-03-15      | 4.7400%  | 0.0000% | $3000.00           | $2888.50           | Agency Mortgage-Backed Securities         |
| GNII SF BN7043 C                                   | 2049-09-20      | 4.5000%  | 0.0000% | $7260.00           | $2675.87           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-02-29      | 1.1250%  | 0.0000% | $1300.00           | $1238.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-11-30      | 1.5000%  | 0.0000% | $400.00            | $378.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-02-15      | 2.6250%  | 0.0000% | $700.00            | $679.28            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-05-31      | 0.5000%  | 0.0000% | $1600.00           | $1546.80           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-08-31      | 3.1250%  | 0.0000% | $500.00            | $489.19            | U.S. Treasuries (including strips)        |
| GNMI SF 734434 X                                   | 2041-05-15      | 5.0000%  | 0.0000% | $66707.00          | $1808.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 740090 X                                   | 2040-11-15      | 4.0000%  | 0.0000% | $25000.00          | $4209.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 733670 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $14857000.00       | $498795.92         | Agency Mortgage-Backed Securities         |
| GNMI SF 737989 X                                   | 2040-12-15      | 4.0000%  | 0.0000% | $25000.00          | $1555.69           | Agency Mortgage-Backed Securities         |
| GNII SF DM3456 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $8696288.00        | $8789584.24        | Agency Mortgage-Backed Securities         |
| GNMI SF 419159 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $100000.00         | $65.87             | Agency Mortgage-Backed Securities         |
| GNMI SF 454197 X                                   | 2028-08-15      | 7.0000%  | 0.0000% | $1073547.00        | $205.98            | Agency Mortgage-Backed Securities         |
| GNII SF DM6150 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1999836.00        | $2123887.17        | Agency Mortgage-Backed Securities         |
| GNMI SF 477551 X                                   | 2028-11-15      | 6.0000%  | 0.0000% | $75000.00          | $419.65            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.88             | U.S. Treasuries (including strips)        |
| GNMI SF 475502 X                                   | 2028-08-15      | 6.0000%  | 0.0000% | $27150.00          | $93.93             | Agency Mortgage-Backed Securities         |
| GNMI SF 486470 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $1870000.00        | $409.48            | Agency Mortgage-Backed Securities         |
| GNMI SF 482880 X                                   | 2028-12-15      | 6.0000%  | 0.0000% | $345000.00         | $140.48            | Agency Mortgage-Backed Securities         |
| GNII SF DN0318 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1001.00           | $1055.22           | Agency Mortgage-Backed Securities         |
| GNMI SF 456806 X                                   | 2028-04-15      | 7.0000%  | 0.0000% | $1389600.00        | $288.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 736066 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $109701.00         | $1182.36           | Agency Mortgage-Backed Securities         |
| GNMI SF 733801 X                                   | 2040-07-15      | 5.0000%  | 0.0000% | $47429.00          | $4025.80           | Agency Mortgage-Backed Securities         |
| GNMI SF 738107 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $611292.00         | $37457.60          | Agency Mortgage-Backed Securities         |
| GNII SF DP0949 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $5001.00           | $5178.59           | Agency Mortgage-Backed Securities         |
| GNMI SF 473134 X                                   | 2028-09-15      | 6.5000%  | 0.0000% | $995000.00         | $584.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 541306 X                                   | 2031-03-15      | 6.0000%  | 0.0000% | $135819.00         | $209.52            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2030-04-30      | 3.8750%  | 0.0000% | $900.00            | $895.18            | U.S. Treasuries (including strips)        |
| GNMI SF 737898 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $25301.00          | $2436.84           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2048-05-15      | 3.1250%  | 0.0000% | $2100.00           | $1593.52           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips)        |
| GNMI SP 782487 X                                   | 2038-12-15      | 5.0000%  | 0.0000% | $25000.00          | $385.72            | Agency Mortgage-Backed Securities         |
| GNMI SF 552459 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $50006.00          | $97.07             | Agency Mortgage-Backed Securities         |
| GNMI SF 498194 X                                   | 2031-05-15      | 6.0000%  | 0.0000% | $57822.00          | $599.79            | Agency Mortgage-Backed Securities         |
| GNII SF 754366 C                                   | 2042-03-20      | 4.0000%  | 0.0000% | $20000.00          | $867.53            | Agency Mortgage-Backed Securities         |
| GNRA 2026-010 FL                                   | 2056-01-20      | 4.4401%  | 0.0000% | $39612352.00       | $39394175.24       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ2678 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 712690 X                                   | 2039-04-15      | 5.0000%  | 0.0000% | $101745.00         | $1574.24           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1962 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.47           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1822 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1024.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 550694 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $48910.00          | $417.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 499416 X                                   | 2029-02-15      | 6.0000%  | 0.0000% | $139338.00         | $168.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 494875 X                                   | 2029-08-15      | 7.5000%  | 0.0000% | $127032.00         | $129.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 555660 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $50477.00          | $154.48            | Agency Mortgage-Backed Securities         |
| GNMI SP 782696 X                                   | 2039-06-15      | 5.0000%  | 0.0000% | $55000.00          | $1740.69           | Agency Mortgage-Backed Securities         |
| GNMI SP 780734 X                                   | 2028-03-15      | 6.5000%  | 0.0000% | $1004995.00        | $448.20            | Agency Mortgage-Backed Securities         |
| GNMI SP 781340 X                                   | 2031-10-15      | 6.5000%  | 0.0000% | $291248.00         | $308.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7993                               | 2056-03-01      | 5.5000%  | 0.0000% | $1080682.00        | $1102458.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $4032.00           | $2517.61           | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M                                   | 2052-09-20      | 4.0000%  | 0.0000% | $5120.00           | $3657.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA8152 M                                   | 2052-07-20      | 5.0000%  | 0.0000% | $11000.00          | $7609.65           | Agency Mortgage-Backed Securities         |
| GNII JM MA6275 M                                   | 2049-11-20      | 3.5000%  | 0.0000% | $1000.00           | $77.08             | Agency Mortgage-Backed Securities         |
| GNII SF MA3375 M                                   | 2046-01-20      | 3.0000%  | 0.0000% | $1000.00           | $107.42            | Agency Mortgage-Backed Securities         |
| GNII SF DH4732 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $830.46            | Agency Mortgage-Backed Securities         |
| GNII SF DJ2232 C                                   | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1327279.10        | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C                                   | 2054-12-20      | 4.5000%  | 0.0000% | $5000.00           | $4616.94           | Agency Mortgage-Backed Securities         |
| GNII SF DH3035 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $1079518.00        | $622234.63         | Agency Mortgage-Backed Securities         |
| GNII SF DQ7439 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2002.00           | $2041.10           | Agency Mortgage-Backed Securities         |
| GNPL PN CN2872                                     | 2057-12-15      | 4.2100%  | 0.0000% | $8000.00           | $7447.08           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-10-29      | 0.0000%  | 0.0000% | $200.00            | $196.35            | U.S. Treasuries (including strips)        |
| GNII SF DQ0323 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $10930624.00       | $11120935.17       | Agency Mortgage-Backed Securities         |
| GNPL PN CP2685                                     | 2065-07-15      | 4.7400%  | 0.0000% | $24999000.00       | $24228082.77       | Agency Mortgage-Backed Securities         |
| GNRA 2026-046 JF                                   | 2056-03-20      | 4.5401%  | 0.0000% | $44448576.00       | $44418994.06       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-12-31      | 3.8750%  | 0.0000% | $800.00            | $809.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-06-30      | 3.2500%  | 0.0000% | $4300.00           | $4254.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLZS3287                               | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $2789.04           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTSC0086                               | 2040-10-01      | 2.5000%  | 0.0000% | $1000.00           | $451.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8971                               | 2039-07-01      | 4.0000%  | 0.0000% | $55319.00          | $3948.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9890                               | 2040-04-01      | 5.0000%  | 0.0000% | $96746.00          | $1657.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9090                               | 2028-06-01      | 6.0000%  | 0.0000% | $24223.00          | $1044.25           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9001                               | 2032-10-01      | 4.0000%  | 0.0000% | $2000.00           | $110.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4673                               | 2046-08-01      | 4.0000%  | 0.0000% | $1000.00           | $114.14            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6948                               | 2033-03-01      | 6.0000%  | 0.0000% | $1024835.00        | $1638.31           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8911                               | 2029-01-01      | 6.0000%  | 0.0000% | $78000.00          | $295.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7210                               | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $74.34             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7077                               | 2029-12-01      | 3.0000%  | 0.0000% | $1000.00           | $60.67             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7504                               | 2031-08-01      | 3.0000%  | 0.0000% | $1000.00           | $105.37            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZS7735                               | 2032-01-01      | 2.0000%  | 0.0000% | $1000.00           | $142.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8843                               | 2027-09-01      | 6.0000%  | 0.0000% | $901502.00         | $1488.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9814                               | 2040-03-01      | 5.0000%  | 0.0000% | $421518.00         | $27530.76          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668                               | 2040-01-01      | 5.0000%  | 0.0000% | $46000.00          | $2150.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5852                               | 2032-03-01      | 6.0000%  | 0.0000% | $35000.00          | $39.10             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8889                               | 2028-11-01      | 5.0000%  | 0.0000% | $369827.00         | $765.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2122                               | 2029-05-01      | 4.5000%  | 0.0000% | $725620.00         | $3472.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8371                               | 2038-12-01      | 6.0000%  | 0.0000% | $354356.00         | $4013.43           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8501                               | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $37.27             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTSC0571                               | 2043-11-01      | 5.0000%  | 0.0000% | $16640480.00       | $12432933.97       | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C36306 G                               | 2030-02-01      | 7.0000%  | 0.0000% | $1072417.00        | $731.10            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57764 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $53643.00          | $30.61             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38679 G                               | 2030-06-01      | 7.0000%  | 0.0000% | $301711.00         | $131.80            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39511 G                               | 2030-06-01      | 8.5000%  | 0.0000% | $989806.00         | $1303.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4594                               | 2035-09-01      | 4.5000%  | 0.0000% | $189025.00         | $1274.26           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A25837 G                               | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $352.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0678                               | 2033-09-01      | 5.0000%  | 0.0000% | $371000.00         | $2138.07           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C41171 G                               | 2030-08-01      | 8.5000%  | 0.0000% | $240303.00         | $246.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7059                               | 2043-09-01      | 4.0000%  | 0.0000% | $40800.00          | $4443.96           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7350                               | 2038-04-01      | 4.5000%  | 0.0000% | $29277.00          | $100.45            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A13713 G                               | 2033-09-01      | 6.0000%  | 0.0000% | $33000.00          | $61.11             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1098                               | 2033-11-01      | 5.0000%  | 0.0000% | $50000.00          | $2478.77           | Agency Mortgage-Backed Securities         |
| 09.000 FGPC C40893 G                               | 2030-07-01      | 9.0000%  | 0.0000% | $210000.00         | $2110.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4636                               | 2035-10-01      | 4.5000%  | 0.0000% | $52754.00          | $312.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5455                               | 2036-06-01      | 6.5000%  | 0.0000% | $110000.00         | $465.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1230                               | 2033-12-01      | 6.0000%  | 0.0000% | $1878535.00        | $3294.85           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37136 G                               | 2030-03-01      | 8.0000%  | 0.0000% | $1346971.00        | $1010.26           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4791                               | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $155.44            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1105                               | 2036-06-01      | 6.0000%  | 0.0000% | $300000.00         | $1241.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5956                               | 2037-05-01      | 6.0000%  | 0.0000% | $1005885.00        | $4883.94           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4574                               | 2044-07-01      | 4.5000%  | 0.0000% | $5838.00           | $427.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6601                               | 2037-09-01      | 6.5000%  | 0.0000% | $1319437.00        | $2474.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1033                               | 2040-11-01      | 4.0000%  | 0.0000% | $84311.00          | $2723.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ7004                               | 2033-04-01      | 5.5000%  | 0.0000% | $520408.00         | $1153.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3847                               | 2035-11-01      | 5.5000%  | 0.0000% | $100000.00         | $508.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ5581                               | 2032-01-01      | 5.5000%  | 0.0000% | $2216000.00        | $2329.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4483                               | 2035-07-01      | 4.5000%  | 0.0000% | $25179.00          | $265.14            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4614                               | 2035-09-01      | 4.5000%  | 0.0000% | $32000.00          | $223.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5248                               | 2036-09-01      | 6.0000%  | 0.0000% | $261786.00         | $2645.12           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01697 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $16399.00          | $72.74             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6391                               | 2037-08-01      | 6.0000%  | 0.0000% | $100000.00         | $564.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7781                               | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $200.25            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2377                               | 2046-04-01      | 4.5000%  | 0.0000% | $16804.00          | $2569.89           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09158 G                               | 2037-10-01      | 6.5000%  | 0.0000% | $1371041.00        | $4306.11           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C29215 G                               | 2029-07-01      | 6.0000%  | 0.0000% | $165069.00         | $350.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9152                               | 2027-02-01      | 5.5000%  | 0.0000% | $3136722.00        | $1393.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2018                               | 2034-04-01      | 5.0000%  | 0.0000% | $229807.00         | $3663.66           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C00782 G                               | 2029-04-01      | 7.0000%  | 0.0000% | $23000.00          | $11.37             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8070                               | 2044-05-01      | 3.5000%  | 0.0000% | $46572.00          | $4556.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9012                               | 2045-02-01      | 4.0000%  | 0.0000% | $22886.00          | $3365.69           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6531                               | 2037-09-01      | 6.0000%  | 0.0000% | $13000.00          | $103.29            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C24962 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $480000.00         | $207.46            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01188 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $300634.00         | $134.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT3434                               | 2043-10-01      | 3.0000%  | 0.0000% | $28463.00          | $1146.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK2818                               | 2042-01-01      | 4.5000%  | 0.0000% | $61834.00          | $4808.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1107                               | 2041-11-01      | 4.5000%  | 0.0000% | $28000.00          | $1408.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $35000.00          | $1266.80           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5994                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $477.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5342                               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $914.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL773597                               | 2034-08-01      | 6.5000%  | 0.0000% | $28279.00          | $612.30            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62962 G                               | 2049-04-01      | 4.5000%  | 0.0000% | $11943408.00       | $3893318.96        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9719                               | 2041-04-01      | 4.5000%  | 0.0000% | $54000.00          | $2540.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634603                               | 2031-11-01      | 6.0000%  | 0.0000% | $61927.00          | $487.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256395                               | 2026-09-01      | 6.0000%  | 0.0000% | $650000.00         | $130.26            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $3139.66           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 4.7092%  | 0.0000% | $200000.00         | $4206.56           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL628881                               | 2032-03-01      | 6.5000%  | 0.0000% | $80567.00          | $43.92             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL869081                               | 2036-05-01      | 6.0000%  | 0.0000% | $15000.00          | $449.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3041                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $787.05            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL250884                               | 2027-04-01      | 7.0000%  | 0.0000% | $292701.00         | $7.70              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $70383.00          | $105.89            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL405865                               | 2027-11-01      | 7.5000%  | 0.0000% | $57000.00          | $62.43             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7746                               | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1360.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254199                               | 2032-01-01      | 6.5000%  | 0.0000% | $94500.00          | $119.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310138                               | 2040-06-01      | 5.0000%  | 0.0000% | $4000.00           | $282.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253777                               | 2031-03-01      | 6.5000%  | 0.0000% | $220000.00         | $570.49            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $979.84            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD3944                               | 2053-05-01      | 4.5000%  | 0.0000% | $5466272.00        | $4175315.25        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253642                               | 2031-02-01      | 7.0000%  | 0.0000% | $346401.00         | $284.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256294                               | 2026-05-25      | 5.0000%  | 0.0000% | $748529.00         | $6.56              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256516                               | 2026-12-01      | 5.5000%  | 0.0000% | $67553.00          | $27.42             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313182                               | 2026-10-01      | 7.5000%  | 0.0000% | $64420.00          | $0.57              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253796                               | 2031-04-01      | 7.5000%  | 0.0000% | $1602329.00        | $137.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254379                               | 2032-07-01      | 7.0000%  | 0.0000% | $626645.00         | $1320.40           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL432061                               | 2028-06-01      | 7.0000%  | 0.0000% | $103993.00         | $2529.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256490                               | 2026-11-01      | 5.5000%  | 0.0000% | $1719742.00        | $687.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $99000.00          | $3016.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254868                               | 2033-09-01      | 5.0000%  | 0.0000% | $701000.00         | $4897.47           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254180                               | 2032-01-01      | 7.5000%  | 0.0000% | $4000400.00        | $389.29            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL395811                               | 2027-11-01      | 7.0000%  | 0.0000% | $16008.00          | $5.35              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190370                               | 2036-06-01      | 6.0000%  | 0.0000% | $43000.00          | $314.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH6699                               | 2053-12-01      | 5.5000%  | 0.0000% | $8959040.00        | $5694001.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190312                               | 2031-04-01      | 6.5000%  | 0.0000% | $184000.00         | $103.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254114                               | 2031-10-01      | 6.0000%  | 0.0000% | $100233.00         | $1408.99           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $628.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA4460                               | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $971.61            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1504                               | 2038-01-01      | 2.5000%  | 0.0000% | $1000.00           | $810.59            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8128                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $530.87            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQC2074                               | 2051-04-01      | 4.0000%  | 0.0000% | $2000.00           | $704.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4188                               | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $681.55            | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN4147                               | 2035-09-01      | 4.4000%  | 0.0000% | $148442000.00      | $145288712.50      | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8046                               | 2050-02-01      | 4.0000%  | 0.0000% | $19000.00          | $2324.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2315                               | 2052-04-01      | 3.0000%  | 0.0000% | $3892.00           | $2680.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4626                               | 2052-06-01      | 3.0000%  | 0.0000% | $7187030.00        | $5207873.16        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3009                               | 2051-12-01      | 3.0000%  | 0.0000% | $7897.00           | $2806.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090                               | 2050-09-01      | 2.0000%  | 0.0000% | $6000.00           | $2761.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8027                               | 2035-01-01      | 3.0000%  | 0.0000% | $7000.00           | $1047.96           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U89009 G                               | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $68.20             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002                               | 2049-07-01      | 4.5000%  | 0.0000% | $16000.00          | $1633.45           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1546                               | 2048-12-01      | 4.5000%  | 0.0000% | $19000.00          | $1263.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9153                               | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3494.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5046                               | 2056-03-01      | 6.5000%  | 0.0000% | $2115108.00        | $2227078.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256677                               | 2027-04-01      | 6.0000%  | 0.0000% | $722745.00         | $782.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9058                               | 2048-02-01      | 4.0000%  | 0.0000% | $22000.00          | $4142.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP256178                               | 2036-03-01      | 6.0000%  | 0.0000% | $820000.00         | $1533.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8255                               | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBM1257                               | 2037-04-01      | 2.5000%  | 0.0000% | $8750000.00        | $1554830.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257424                               | 2028-10-01      | 5.5000%  | 0.0000% | $1557860.00        | $3112.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTBM3905                               | 2031-08-01      | 5.0000%  | 0.0000% | $179462.00         | $356.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO9352                               | 2050-03-01      | 3.5000%  | 0.0000% | $1008.00           | $344.44            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313363                               | 2027-02-01      | 7.5000%  | 0.0000% | $82990000.00       | $3145.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4594                               | 2048-02-01      | 3.5000%  | 0.0000% | $30000.00          | $3719.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL433663                               | 2028-10-01      | 6.0000%  | 0.0000% | $444387.00         | $629.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0630                               | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $491.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5508                               | 2049-02-01      | 5.0000%  | 0.0000% | $5842.00           | $1230.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256752                               | 2027-06-01      | 6.0000%  | 0.0000% | $35000.00          | $61.62             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKBR6312                               | 2051-04-01      | 2.0000%  | 0.0000% | $6417032.00        | $4029234.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL648004                               | 2032-06-01      | 6.5000%  | 0.0000% | $189100.00         | $77.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745823                               | 2036-08-01      | 6.0000%  | 0.0000% | $250000.00         | $728.00            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254008                               | 2031-10-01      | 7.0000%  | 0.0000% | $253756.00         | $228.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1434                               | 2056-02-01      | 5.5000%  | 0.0000% | $9364048.00        | $9425638.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW7132                               | 2044-10-01      | 4.0000%  | 0.0000% | $15000.00          | $2090.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256962                               | 2027-11-01      | 6.0000%  | 0.0000% | $2050000.00        | $4149.56           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL250641                               | 2026-08-01      | 7.5000%  | 0.0000% | $133358.00         | $1.21              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $530.25            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAL9031                               | 2046-08-01      | 3.0000%  | 0.0000% | $3380.00           | $706.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831679                               | 2036-08-01      | 6.5000%  | 0.0000% | $750000.00         | $3546.69           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.1043%  | 0.0000% | $1000000.00        | $832.50            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF6186                               | 2056-04-01      | 5.5000%  | 0.0000% | $1998.00           | $2024.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639690                               | 2032-03-01      | 6.0000%  | 0.0000% | $2001926.00        | $1997.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL576868                               | 2031-06-01      | 6.0000%  | 0.0000% | $2000000.00        | $4891.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL1443                               | 2029-10-01      | 5.5000%  | 0.0000% | $280558.00         | $871.30            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAL6411                               | 2037-12-01      | 7.0000%  | 0.0000% | $13210832.00       | $504797.95         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253673                               | 2031-03-01      | 7.5000%  | 0.0000% | $322792.00         | $182.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3478                               | 2056-01-01      | 6.0000%  | 0.0000% | $2055076.00        | $2116827.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9960                               | 2055-02-01      | 5.0000%  | 0.0000% | $55796736.00       | $51278350.38       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253893                               | 2031-08-01      | 6.0000%  | 0.0000% | $1503590.00        | $1537.72           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1534                               | 2051-09-01      | 2.5000%  | 0.0000% | $14000000.00       | $8337098.78        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8722                               | 2054-06-01      | 6.5000%  | 0.0000% | $60139264.00       | $44025652.91       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7012                               | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1480.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256946                               | 2027-10-01      | 6.5000%  | 0.0000% | $1432911.00        | $2805.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6575                               | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $594.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0630                               | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $917.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9026                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888352                               | 2037-05-01      | 5.5000%  | 0.0000% | $29000.00          | $336.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888029                               | 2036-12-01      | 6.0000%  | 0.0000% | $750000.00         | $3406.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9027                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.18            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL834758                               | 2029-05-01      | 8.0000%  | 0.0000% | $1000000.00        | $2568.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL429544                               | 2028-06-01      | 6.0000%  | 0.0000% | $122000.00         | $92.57             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL822789                               | 2035-04-01      | 5.0000%  | 0.0000% | $31679.00          | $279.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7955                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA0104                               | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $512.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL822508                               | 2035-05-01      | 6.5000%  | 0.0000% | $27000.00          | $85.94             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL824324                               | 2035-06-01      | 6.0000%  | 0.0000% | $3551.00           | $15.12             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL794633                               | 2034-10-01      | 5.5000%  | 0.0000% | $380038.00         | $4690.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL772103                               | 2033-09-01      | 6.0000%  | 0.0000% | $1049028.00        | $3432.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256518                               | 2026-11-01      | 6.5000%  | 0.0000% | $108457.00         | $33.47             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323694                               | 2029-05-01      | 7.5000%  | 0.0000% | $600000.00         | $198.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1449                               | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $138.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9627                               | 2054-09-01      | 6.5000%  | 0.0000% | $6566.00           | $4802.87           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL641249                               | 2032-06-01      | 7.0000%  | 0.0000% | $104430.00         | $606.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL785868                               | 2034-07-01      | 6.5000%  | 0.0000% | $510000.00         | $4515.60           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL790968                               | 2034-09-01      | 4.5000%  | 0.0000% | $179093.00         | $4007.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725236                               | 2034-03-01      | 4.5000%  | 0.0000% | $40000.00          | $429.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672820                               | 2032-10-01      | 6.5000%  | 0.0000% | $46568.00          | $113.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL697161                               | 2033-04-01      | 5.5000%  | 0.0000% | $35372.00          | $718.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256600                               | 2027-02-01      | 5.5000%  | 0.0000% | $850000.00         | $637.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL704869                               | 2033-01-01      | 5.5000%  | 0.0000% | $129372.00         | $133.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL763527                               | 2034-02-01      | 6.5000%  | 0.0000% | $170000.00         | $1890.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783                               | 2050-03-01      | 4.0000%  | 0.0000% | $5000.00           | $1433.25           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8557                               | 2039-02-01      | 4.5000%  | 0.0000% | $71707.00          | $1980.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9251                               | 2039-09-01      | 5.5000%  | 0.0000% | $10000.00          | $261.45            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK9054                               | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $170.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9282                               | 2026-10-01      | 6.0000%  | 0.0000% | $1048032.00        | $26.19             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ5549                               | 2031-12-01      | 7.5000%  | 0.0000% | $500467.00         | $2195.88           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK6912                               | 2029-06-01      | 2.5000%  | 0.0000% | $1000.00           | $29.03             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4354                               | 2027-10-01      | 7.5000%  | 0.0000% | $25000.00          | $0.22              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2669                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $575.85            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60012 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $72458.00          | $53.41             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1284                               | 2046-06-01      | 4.5000%  | 0.0000% | $41054.00          | $4916.25           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2231                               | 2046-11-01      | 4.5000%  | 0.0000% | $1821.00           | $386.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1244                               | 2041-02-01      | 4.5000%  | 0.0000% | $51000.00          | $1369.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9471                               | 2039-12-01      | 4.5000%  | 0.0000% | $43000.00          | $2794.40           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK5563                               | 2028-06-01      | 2.5000%  | 0.0000% | $1008.00           | $27.71             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U51260 G                               | 2037-03-01      | 3.5000%  | 0.0000% | $1946178.00        | $531581.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255741                               | 2035-05-01      | 6.0000%  | 0.0000% | $20351.00          | $177.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9578                               | 2053-08-01      | 6.0000%  | 0.0000% | $29511872.00       | $18489408.80       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 3.0000%  | 0.0000% | $3000000.00        | $2040.71           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL424242                               | 2028-04-01      | 6.0000%  | 0.0000% | $481570.00         | $88.09             | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8133                               | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $549.55            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8140                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $554.05            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $1210000.00        | $2168.25           | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD7511                               | 2050-01-01      | 3.5000%  | 0.0000% | $10000.00          | $2730.39           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL398337                               | 2028-04-01      | 7.5000%  | 0.0000% | $91000.00          | $131.36            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-02-15      | 2.0000%  | 0.0000% | $3100000.00        | $2777.27           | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8244                               | 2052-09-01      | 4.0000%  | 0.0000% | $6000.00           | $4483.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5272                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $736.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254092                               | 2031-12-01      | 6.5000%  | 0.0000% | $92799.00          | $130.87            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL370777                               | 2027-06-01      | 7.5000%  | 0.0000% | $63176.00          | $30.97             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257281                               | 2028-07-01      | 5.0000%  | 0.0000% | $3992314.00        | $3709.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $255000.00         | $467.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256676                               | 2027-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $803.44            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254223                               | 2032-01-01      | 7.5000%  | 0.0000% | $1919018.00        | $3816.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL411493                               | 2028-04-01      | 6.0000%  | 0.0000% | $280000.00         | $131.18            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253950                               | 2031-08-01      | 7.0000%  | 0.0000% | $266702.00         | $204.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $250000.00         | $2353.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8668                               | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $749.98            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221                               | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3525.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3596                               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $671.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8499                               | 2054-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1458.40           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204                               | 2052-04-01      | 2.0000%  | 0.0000% | $1030.00           | $660.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4181                               | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $488.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE5811                               | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $720.31            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5393                               | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $970.84            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696                               | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $793.96            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7465                               | 2031-07-01      | 3.0000%  | 0.0000% | $1000.00           | $109.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT1896                               | 2034-03-01      | 4.0000%  | 0.0000% | $1616000.00        | $279354.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1288                               | 2052-06-01      | 4.0000%  | 0.0000% | $24799936.00       | $16108091.92       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 ZTZT1316                               | 2026-06-01      | 5.5000%  | 0.0000% | $50698.00          | $7.67              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2866                               | 2049-07-01      | 4.0000%  | 0.0000% | $2306000.00        | $1678458.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZT1887                               | 2029-02-01      | 6.0000%  | 0.0000% | $5279.00           | $96.68             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8602                               | 2031-03-01      | 3.0000%  | 0.0000% | $1000.00           | $83.16             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2238                               | 2053-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1566.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7894                               | 2044-03-01      | 4.5000%  | 0.0000% | $106000.00         | $3287.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8846                               | 2027-10-01      | 6.0000%  | 0.0000% | $2020966.00        | $3947.22           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0426                               | 2045-11-01      | 3.5000%  | 0.0000% | $25000.00          | $3669.28           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9926                               | 2046-09-01      | 4.5000%  | 0.0000% | $24782.00          | $3227.75           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5185                               | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $783.51            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ0337                               | 2054-07-01      | 7.0000%  | 0.0000% | $47156.00          | $37674.42          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199                               | 2052-03-01      | 2.0000%  | 0.0000% | $1010.00           | $637.05            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8274                               | 2050-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2427.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0296                               | 2050-03-01      | 4.0000%  | 0.0000% | $81424800.00       | $15477846.50       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8107                               | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $484.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $746.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1087                               | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $691.07            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1488                               | 2050-07-01      | 3.0000%  | 0.0000% | $10256.00          | $4562.36           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8205                               | 2052-04-01      | 2.5000%  | 0.0000% | $2024.00           | $1315.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD3089                               | 2051-11-01      | 3.5000%  | 0.0000% | $1444130.00        | $264395.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8285                               | 2038-11-01      | 5.5000%  | 0.0000% | $22159900.00       | $108748.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3564                               | 2035-09-01      | 5.5000%  | 0.0000% | $78686.00          | $226.34            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0546                               | 2040-10-01      | 4.0000%  | 0.0000% | $1345.00           | $54.73             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5689                               | 2032-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $706.85            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3WZN0342                               | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $84.19             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0582                               | 2029-03-01      | 6.0000%  | 0.0000% | $3300626.00        | $2283.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8767                               | 2039-05-01      | 5.0000%  | 0.0000% | $100000.00         | $3551.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8925                               | 2045-01-01      | 4.0000%  | 0.0000% | $14591.00          | $4087.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9008                               | 2039-08-01      | 5.0000%  | 0.0000% | $34830.00          | $1749.98           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9623                               | 2040-01-01      | 4.5000%  | 0.0000% | $3550.00           | $77.11             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8671                               | 2039-04-01      | 4.5000%  | 0.0000% | $16554.00          | $118.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6481                               | 2032-04-01      | 6.5000%  | 0.0000% | $1044482.00        | $1045.70           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8567                               | 2039-02-01      | 4.5000%  | 0.0000% | $249513.00         | $882.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4494                               | 2035-07-01      | 5.0000%  | 0.0000% | $594000.00         | $4775.04           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01444 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $75000.00          | $98.54             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $2359.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9335                               | 2035-11-01      | 4.0000%  | 0.0000% | $22000.00          | $3961.79           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZT0799                               | 2031-09-01      | 5.0000%  | 0.0000% | $105086.00         | $56.93             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3119                               | 2042-05-01      | 3.5000%  | 0.0000% | $3000.00           | $412.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4909                               | 2036-06-01      | 6.0000%  | 0.0000% | $730000.00         | $2945.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6773                               | 2026-06-01      | 4.0000%  | 0.0000% | $23857514.00       | $330.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8816                               | 2027-01-01      | 5.5000%  | 0.0000% | $1246315.00        | $1217.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7928                               | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $110.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4513                               | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2923.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4528                               | 2051-12-01      | 4.0000%  | 0.0000% | $5000.00           | $2095.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $735.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0846                               | 2054-03-01      | 6.0000%  | 0.0000% | $2004524.00        | $1599075.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3049                               | 2055-09-01      | 6.5000%  | 0.0000% | $2197016.00        | $2308963.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986385                               | 2038-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $2566.34           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA3094                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $931.79            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2839                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $810.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA8781                               | 2039-06-01      | 4.0000%  | 0.0000% | $49582.00          | $4018.62           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1942969                               | 2037-08-01      | 6.7440%  | 0.0000% | $2013.00           | $14.61             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL839067                               | 2035-10-01      | 5.5000%  | 0.0000% | $802687.00         | $1926.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL804556                               | 2034-12-01      | 4.5000%  | 0.0000% | $228300.00         | $2208.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885704                               | 2036-10-01      | 6.0000%  | 0.0000% | $1250000.00        | $1228.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL398136                               | 2027-12-01      | 6.5000%  | 0.0000% | $174400.00         | $174.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888034                               | 2036-08-01      | 6.5000%  | 0.0000% | $224700.00         | $2604.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905648                               | 2036-12-01      | 5.5000%  | 0.0000% | $143000.00         | $1045.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL904973                               | 2037-02-01      | 6.0000%  | 0.0000% | $8900000.00        | $779460.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942569                               | 2037-08-01      | 6.0000%  | 0.0000% | $57738.00          | $620.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953725                               | 2037-11-01      | 6.0000%  | 0.0000% | $67998.00          | $473.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4584                               | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $625.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9133                               | 2039-08-01      | 4.5000%  | 0.0000% | $25924.00          | $1653.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT995700                               | 2027-03-01      | 6.5000%  | 0.0000% | $5836772.00        | $1112.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8517                               | 2039-12-01      | 5.0000%  | 0.0000% | $100000.00         | $3762.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL897161                               | 2036-10-01      | 6.0000%  | 0.0000% | $1131789.00        | $2107.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0938                               | 2038-12-01      | 5.0000%  | 0.0000% | $32574.00          | $596.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940730                               | 2037-10-01      | 6.0000%  | 0.0000% | $435000.00         | $1516.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0653                               | 2038-12-01      | 5.0000%  | 0.0000% | $311660.00         | $1999.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891799                               | 2036-07-01      | 6.0000%  | 0.0000% | $334495.00         | $656.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0194                               | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $240.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL508677                               | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $2091.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $244.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL960428                               | 2037-12-01      | 6.5000%  | 0.0000% | $728128.00         | $2563.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC5153                               | 2054-11-01      | 4.5000%  | 0.0000% | $1492326.00        | $1211274.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4258                               | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $717.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW9439                               | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $744.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589643                               | 2031-06-01      | 6.5000%  | 0.0000% | $289949.00         | $369.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL447629                               | 2028-10-01      | 6.0000%  | 0.0000% | $54751.00          | $8.32              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL585629                               | 2031-05-01      | 6.0000%  | 0.0000% | $1000998.00        | $659.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535157                               | 2030-02-01      | 6.5000%  | 0.0000% | $22000.00          | $15.41             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7958                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU7427                               | 2052-01-01      | 3.5000%  | 0.0000% | $637527.00         | $497192.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL479502                               | 2029-04-01      | 6.5000%  | 0.0000% | $226503.00         | $59.90             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL479081                               | 2029-01-01      | 6.0000%  | 0.0000% | $1352134.00        | $782.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500683                               | 2029-06-01      | 6.5000%  | 0.0000% | $300800.00         | $211.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589084                               | 2031-09-01      | 6.5000%  | 0.0000% | $82000.00          | $57.88             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4316                               | 2052-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2997.50           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535031                               | 2029-12-01      | 8.0000%  | 0.0000% | $797000.00         | $318.91            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL595797                               | 2031-09-01      | 7.0000%  | 0.0000% | $226543.00         | $120.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL482402                               | 2029-02-01      | 6.0000%  | 0.0000% | $998617.00         | $18.21             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL600659                               | 2031-08-01      | 7.0000%  | 0.0000% | $1143887.00        | $4520.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323812                               | 2029-07-01      | 6.0000%  | 0.0000% | $7000.00           | $3.82              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6491                               | 2051-12-01      | 2.5000%  | 0.0000% | $109986.00         | $63420.23          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456276                               | 2028-12-01      | 6.0000%  | 0.0000% | $139000.00         | $64.82             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9030                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL558921                               | 2030-11-01      | 6.5000%  | 0.0000% | $36042.00          | $138.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505614                               | 2029-07-01      | 6.5000%  | 0.0000% | $260000.00         | $190.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502                               | 2053-11-01      | 6.0000%  | 0.0000% | $21117440.00       | $15829833.31       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL496250                               | 2029-04-01      | 6.5000%  | 0.0000% | $200000.00         | $118.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6367                               | 2056-03-01      | 6.0000%  | 0.0000% | $4821816.00        | $5036350.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL929589                               | 2038-06-01      | 5.0000%  | 0.0000% | $172782.00         | $3194.84           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4145.37           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL986946                               | 2038-09-01      | 6.0000%  | 0.0000% | $154000.00         | $1314.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889691                               | 2038-07-01      | 6.0000%  | 0.0000% | $2000.00           | $13.44             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA9762                               | 2039-07-01      | 5.5000%  | 0.0000% | $30872.00          | $679.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL427832                               | 2028-05-01      | 6.0000%  | 0.0000% | $264148.00         | $331.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL912928                               | 2037-07-01      | 6.0000%  | 0.0000% | $500000.00         | $4973.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891474                               | 2036-04-01      | 6.0000%  | 0.0000% | $383457.00         | $4906.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL932123                               | 2039-10-01      | 4.0000%  | 0.0000% | $35536.00          | $3140.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1589.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL922433                               | 2037-01-01      | 5.5000%  | 0.0000% | $94705.00          | $683.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890097                               | 2038-10-01      | 6.0000%  | 0.0000% | $200000.00         | $1855.26           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL413212                               | 2028-03-01      | 6.0000%  | 0.0000% | $494627.00         | $74.64             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604916                               | 2032-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1017.32           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB907575                               | 2036-12-01      | 6.0350%  | 0.0000% | $2000.00           | $36.38             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL840112                               | 2035-10-01      | 5.5000%  | 0.0000% | $300000.00         | $3927.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8105                               | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $999.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932474                               | 2040-02-01      | 4.5000%  | 0.0000% | $8000.00           | $177.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9034                               | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4593                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $826.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9012                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8134                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9021                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $995.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL7924                               | 2028-12-01      | 6.0000%  | 0.0000% | $13251.00          | $0.20              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2621                               | 2050-05-01      | 4.0000%  | 0.0000% | $22000.00          | $3641.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1158                               | 2050-07-01      | 3.0000%  | 0.0000% | $10349.00          | $4443.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9490                               | 2047-04-01      | 4.5000%  | 0.0000% | $22000.00          | $1948.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK1168                               | 2048-08-01      | 5.0000%  | 0.0000% | $21000.00          | $2532.56           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM4151                               | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $158.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8196                               | 2044-02-01      | 4.5000%  | 0.0000% | $13451.00          | $865.50            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3384                               | 2050-08-01      | 3.0000%  | 0.0000% | $8000.00           | $2458.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $3000.00           | $134.98            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5258                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $566.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5930                               | 2043-01-01      | 4.5000%  | 0.0000% | $13000.00          | $1075.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6293                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $9000.00           | $33.55             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL651895                               | 2032-08-01      | 6.0000%  | 0.0000% | $1246000.00        | $1325.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4371                               | 2045-02-01      | 3.5000%  | 0.0000% | $7000.00           | $1042.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2452                               | 2055-12-01      | 5.0000%  | 0.0000% | $1005.00           | $993.49            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3423                               | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $825.91            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD9823                               | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $900.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8383                               | 2045-10-01      | 4.5000%  | 0.0000% | $9000.00           | $1105.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL9073                               | 2029-09-01      | 6.0000%  | 0.0000% | $48364.00          | $956.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAP8328                               | 2043-11-01      | 3.0000%  | 0.0000% | $1000.00           | $185.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0044                               | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $317.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8743                               | 2046-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1050.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9057                               | 2048-02-01      | 4.0000%  | 0.0000% | $25000.00          | $3855.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4101                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $779.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7077                               | 2035-07-01      | 4.0000%  | 0.0000% | $2000.00           | $337.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL457997                               | 2029-01-01      | 6.5000%  | 0.0000% | $50000.00          | $38.88             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5848                               | 2053-03-01      | 5.5000%  | 0.0000% | $10236112.00       | $7597975.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5148                               | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $792.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV6246                               | 2055-09-01      | 6.5000%  | 0.0000% | $2650624.00        | $2366107.67        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U3BF0429                               | 2042-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $274741.29         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3549                               | 2047-06-01      | 4.0000%  | 0.0000% | $25000.00          | $3896.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $7000.00           | $1179.55           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC5510                               | 2051-07-01      | 3.5000%  | 0.0000% | $1130670.00        | $942279.37         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-02-15      | 4.2500%  | 0.0000% | $1500.00           | $1521.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-07-31      | 3.8750%  | 0.0000% | $300.00            | $301.02            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $202.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-06-30      | 4.2500%  | 0.0000% | $700.00            | $715.50            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $199.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-10-15      | 0.0000%  | 0.0000% | $1000.00           | $983.16            | U.S. Treasuries (including strips)        |
| GNMI SF 606481 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $70000.00          | $1212.38           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $101.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips)        |
| GNMI SF 602141 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $25442.00          | $128.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 600618 X                                   | 2037-01-15      | 5.5000%  | 0.0000% | $38142.00          | $2450.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 575532 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $180.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 605593 X                                   | 2034-12-15      | 5.0000%  | 0.0000% | $250000.00         | $1355.92           | Agency Mortgage-Backed Securities         |
| GNII SF DL5489 C                                   | 2055-12-20      | 6.0000%  | 0.0000% | $5333488.00        | $5420978.70        | Agency Mortgage-Backed Securities         |
| GNII SF DL5494 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $1023.00           | $1017.34           | Agency Mortgage-Backed Securities         |
| GNII SF DL1040 C                                   | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $997.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 596752 X                                   | 2032-11-15      | 6.0000%  | 0.0000% | $34418.00          | $194.34            | Agency Mortgage-Backed Securities         |
| GNMI SF 606864 X                                   | 2033-10-15      | 6.0000%  | 0.0000% | $39524.00          | $96.17             | Agency Mortgage-Backed Securities         |
| GNMI SF 572602 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $87131.00          | $202.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 588142 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $83990.00          | $185.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 579138 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $118000.00         | $337.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 579538 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $98000.00          | $374.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 569158 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $55000.00          | $128.73            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-06-02      | 0.0000%  | 0.0000% | $200.00            | $199.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-06-02      | 0.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips)        |
| GNMI SF 603911 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $65000.00          | $605.98            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2029-08-15      | 6.1250%  | 0.0000% | $100.00            | $107.77            | U.S. Treasuries (including strips)        |
| GNMI SF 582145 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $38293.00          | $935.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 569215 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $25000.00          | $65.16             | Agency Mortgage-Backed Securities         |
| GNMI SF 606128 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $334734.00         | $2386.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 591280 X                                   | 2032-08-15      | 6.0000%  | 0.0000% | $53409.00          | $249.84            | Agency Mortgage-Backed Securities         |
| GNMI SF 603325 X                                   | 2032-12-15      | 5.5000%  | 0.0000% | $25000.00          | $58.28             | Agency Mortgage-Backed Securities         |
| GNRM 2020-036 KP                                   | 2049-08-20      | 1.6000%  | 0.0000% | $21257600.00       | $7808316.48        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2026-07-30      | 0.0000%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-05-07      | 0.0000%  | 0.0000% | $1800.00           | $1798.74           | U.S. Treasuries (including strips)        |
| GNRM 2009-061 NP                                   | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $46304.49          | Agency Collateralized Mortgage Obligation |
| GNPL PN DQ8657                                     | 2061-04-15      | 5.3300%  | 0.0000% | $1000.00           | $1021.82           | Agency Mortgage-Backed Securities         |
| GNRA 2012-068 FA                                   | 2042-05-20      | 4.2755%  | 0.0000% | $25000000.00       | $2876144.91        | Agency Collateralized Mortgage Obligation |
| GNII SF DO5458 C                                   | 2051-01-20      | 6.0000%  | 0.0000% | $1050692.00        | $1086439.49        | Agency Mortgage-Backed Securities         |
| GNRM 2021-030 KC                                   | 2051-02-20      | 1.5000%  | 0.0000% | $136872704.00      | $73639418.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1710.16           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-096 EP                                   | 2057-05-16      | 2.2500%  | 0.0000% | $154136320.00      | $113524292.84      | Agency Collateralized Mortgage Obligation |
| GNII JM MA7303 M                                   | 2051-04-20      | 2.0000%  | 0.0000% | $3000.00           | $1619.09           | Agency Mortgage-Backed Securities         |
| GNII SF MA6660 M                                   | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $170.22            | Agency Mortgage-Backed Securities         |
| GNRA 2024-140 TA                                   | 2064-06-16      | 4.0000%  | 0.0000% | $112272512.00      | $100444715.06      | Agency Collateralized Mortgage Obligation |
| GNII SF MA6474 M                                   | 2050-02-20      | 3.0000%  | 0.0000% | $2024.00           | $318.15            | Agency Mortgage-Backed Securities         |
| GNPL PN CH0471                                     | 2057-08-15      | 3.9400%  | 0.0000% | $1000.00           | $914.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 796307 X                                   | 2042-11-15      | 4.0000%  | 0.0000% | $4708520.00        | $666164.09         | Agency Mortgage-Backed Securities         |
| GNMI SF AP0116 X                                   | 2045-10-15      | 3.0000%  | 0.0000% | $1000.00           | $481.16            | Agency Mortgage-Backed Securities         |
| GNMI SF AN0223 X                                   | 2045-06-15      | 4.0000%  | 0.0000% | $2000.00           | $383.76            | Agency Mortgage-Backed Securities         |
| GNPL PN CV7763                                     | 2061-04-15      | 4.7300%  | 0.0000% | $3010.00           | $2929.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 773940 X                                   | 2041-11-15      | 4.0000%  | 0.0000% | $40000.00          | $1834.85           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $142.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2050-05-15      | 1.2500%  | 0.0000% | $3100.00           | $1472.10           | U.S. Treasuries (including strips)        |
| GNII SF DH3021 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $378079.00         | $279870.01         | Agency Mortgage-Backed Securities         |
| GNII SF DJ1054 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $6000.00           | $3750.63           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $188.83            | U.S. Treasuries (including strips)        |
| GNII SF DJ7764 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $1545324.00        | $1503516.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2047-05-15      | 3.0000%  | 0.0000% | $1700.00           | $1273.82           | U.S. Treasuries (including strips)        |
| GNII SF DJ1645 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $2000.00           | $449.77            | Agency Mortgage-Backed Securities         |
| GNII SF DH4480 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.37           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2042-08-15      | 3.3750%  | 0.0000% | $1500.00           | $1253.41           | U.S. Treasuries (including strips)        |
| GNII SF DJ8954 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $4006.00           | $3993.23           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2052-08-15      | 3.0000%  | 0.0000% | $1200.00           | $850.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2045-08-15      | 2.8750%  | 0.0000% | $1900.00           | $1407.97           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2045-08-15      | 2.8750%  | 0.0000% | $2100.00           | $1556.18           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2045-08-15      | 2.8750%  | 0.0000% | $2200.00           | $1630.28           | U.S. Treasuries (including strips)        |
| GNPL PN DF2999                                     | 2060-01-15      | 5.6000%  | 0.0000% | $1000.00           | $1027.83           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $83.56             | U.S. Treasuries (including strips)        |
| GNII SF CV5703 C                                   | 2053-11-20      | 7.0000%  | 0.0000% | $2001.00           | $1409.79           | Agency Mortgage-Backed Securities         |
| GNII SF DN6661 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1035.00           | $1051.35           | Agency Mortgage-Backed Securities         |
| GNII SF DN7546 C                                   | 2055-11-20      | 6.5000%  | 0.0000% | $4000.00           | $4347.84           | Agency Mortgage-Backed Securities         |
| GNII SF DN6552 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $3000.00           | $3176.16           | Agency Mortgage-Backed Securities         |
| GNII SF DN6704 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $3024.00           | $3125.83           | Agency Mortgage-Backed Securities         |
| GNII SF DP8145 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.95           | Agency Mortgage-Backed Securities         |
| GNII SF DN6687 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2067.73           | Agency Mortgage-Backed Securities         |
| GNII SF DN6683 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3091.00           | $3191.07           | Agency Mortgage-Backed Securities         |
| GNII SF DN8195 C                                   | 2055-11-20      | 5.5000%  | 0.0000% | $2002.00           | $2027.41           | Agency Mortgage-Backed Securities         |
| GNII SF DP7287 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.85           | Agency Mortgage-Backed Securities         |
| GNII SF MA9367 M                                   | 2053-12-20      | 8.0000%  | 0.0000% | $4000.00           | $512.02            | Agency Mortgage-Backed Securities         |
| GNII SF DQ1963 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $4095.00           | $4152.94           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0325 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $16440120.00       | $16717795.49       | Agency Mortgage-Backed Securities         |
| GNII SF DP3318 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2116.55           | Agency Mortgage-Backed Securities         |
| GNII SF DN9417 C                                   | 2055-11-20      | 6.5000%  | 0.0000% | $1001.00           | $1055.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8468                               | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.30           | Agency Mortgage-Backed Securities         |
| GNII JM MA4059 M                                   | 2046-11-20      | 3.5000%  | 0.0000% | $2513984.00        | $155610.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9011                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8321                               | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9005                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9001                               | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA4512 M                                   | 2047-06-20      | 4.5000%  | 0.0000% | $17251.00          | $1437.15           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9302                               | 2054-10-01      | 4.5000%  | 0.0000% | $2558.00           | $2282.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8133                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 769089 X                                   | 2041-07-15      | 4.0000%  | 0.0000% | $65120.00          | $2268.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7647                               | 2053-12-01      | 6.5000%  | 0.0000% | $3016.00           | $2089.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1919                               | 2051-10-01      | 3.0000%  | 0.0000% | $6000.00           | $3716.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5922                               | 2029-09-01      | 6.0000%  | 0.0000% | $31595.00          | $196.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0998                               | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $662.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD6378                               | 2040-05-01      | 5.5000%  | 0.0000% | $3000.00           | $188.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670405                               | 2032-07-01      | 6.5000%  | 0.0000% | $248622.00         | $149.34            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.0576%  | 0.0000% | $200000.00         | $2454.38           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3775                               | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $323.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3955                               | 2044-12-01      | 4.0000%  | 0.0000% | $5000.00           | $310.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL833320                               | 2035-08-01      | 4.5000%  | 0.0000% | $10001.00          | $95.91             | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $281.35            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CL771548                               | 2034-03-01      | 5.0000%  | 0.0000% | $227000.00         | $1045.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 RE828546                               | 2035-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4058.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL784328                               | 2034-12-01      | 5.5000%  | 0.0000% | $50001.00          | $344.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813957                               | 2035-05-01      | 6.0000%  | 0.0000% | $37512.00          | $77.39             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4391                               | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $833.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL731793                               | 2033-09-01      | 6.5000%  | 0.0000% | $120000.00         | $134.28            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA2994                               | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL782028                               | 2029-04-01      | 4.5000%  | 0.0000% | $1722346.00        | $1585.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV3010                               | 2044-01-01      | 4.5000%  | 0.0000% | $12794.00          | $1204.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745092                               | 2035-07-01      | 6.5000%  | 0.0000% | $207900.00         | $2279.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3930                               | 2035-02-01      | 2.5000%  | 0.0000% | $4350000.00        | $719306.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3385                               | 2048-06-01      | 4.5000%  | 0.0000% | $5000.00           | $441.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL720147                               | 2033-07-01      | 4.5000%  | 0.0000% | $272000.00         | $1879.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL865854                               | 2036-03-01      | 6.0000%  | 0.0000% | $349778.00         | $3440.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ8650                               | 2048-01-01      | 3.5000%  | 0.0000% | $17000.00          | $4437.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL805317                               | 2035-01-01      | 6.0000%  | 0.0000% | $251829.00         | $1427.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689416                               | 2033-02-01      | 5.5000%  | 0.0000% | $30614.00          | $49.49             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL730637                               | 2033-08-01      | 5.0000%  | 0.0000% | $57000.00          | $263.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL795746                               | 2029-05-01      | 6.0000%  | 0.0000% | $41258.00          | $71.57             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL654871                               | 2032-08-01      | 6.5000%  | 0.0000% | $314398.00         | $106.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL651463                               | 2032-07-01      | 6.5000%  | 0.0000% | $108956.00         | $586.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL678145                               | 2032-12-01      | 5.5000%  | 0.0000% | $14824.00          | $610.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL667972                               | 2032-10-01      | 5.5000%  | 0.0000% | $24129.00          | $467.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX4887                               | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $235.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAB0218                               | 2029-02-01      | 5.5000%  | 0.0000% | $795033.00         | $425.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL733743                               | 2033-09-01      | 6.0000%  | 0.0000% | $1132212.00        | $1801.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5944                               | 2045-10-01      | 3.5000%  | 0.0000% | $29000.00          | $4499.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1670                               | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $89.19             | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422                                     | 2059-09-15      | 5.6900%  | 0.0000% | $119831.00         | $123907.01         | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C                                   | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $940853.86         | Agency Mortgage-Backed Securities         |
| GNII SF AF1049 C                                   | 2043-07-20      | 3.0000%  | 0.0000% | $5000.00           | $1808.90           | Agency Mortgage-Backed Securities         |
| GNPL PN CR9630                                     | 2053-01-15      | 5.6700%  | 0.0000% | $5864900.00        | $5629998.74        | Agency Mortgage-Backed Securities         |
| GNII SF CI7932 C                                   | 2051-11-20      | 2.5000%  | 0.0000% | $6000.00           | $3707.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3826                               | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1304.56           | Agency Mortgage-Backed Securities         |
| GNMI SF AD8777 X                                   | 2043-03-15      | 2.5000%  | 0.0000% | $4000.00           | $526.52            | Agency Mortgage-Backed Securities         |
| GNII SF BY2947 C                                   | 2036-04-20      | 5.5000%  | 0.0000% | $8002.00           | $3207.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5452                               | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1435.55           | Agency Mortgage-Backed Securities         |
| GNMI SF AK8998 X                                   | 2045-07-15      | 3.0000%  | 0.0000% | $2000.00           | $233.13            | Agency Mortgage-Backed Securities         |
| GNII SF BZ3872 C                                   | 2050-11-20      | 2.0000%  | 0.0000% | $4001.00           | $1770.31           | Agency Mortgage-Backed Securities         |
| GNII SF AD1574 C                                   | 2043-01-20      | 3.0000%  | 0.0000% | $6332.00           | $1566.65           | Agency Mortgage-Backed Securities         |
| GNII SF BM9743 C                                   | 2049-11-20      | 4.0000%  | 0.0000% | $2000.00           | $460.47            | Agency Mortgage-Backed Securities         |
| GNMI SF CL5121 X                                   | 2052-03-15      | 4.5000%  | 0.0000% | $3000.00           | $2660.27           | Agency Mortgage-Backed Securities         |
| GNII SF BR2330 C                                   | 2049-11-20      | 2.5000%  | 0.0000% | $2000.00           | $173.43            | Agency Mortgage-Backed Securities         |
| GNMI SF AL5908 X                                   | 2045-03-15      | 3.5000%  | 0.0000% | $3000.00           | $219.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2837                               | 2035-12-01      | 4.0000%  | 0.0000% | $4000.00           | $912.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3321                               | 2038-11-01      | 4.5000%  | 0.0000% | $8000.00           | $1433.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5137                               | 2050-05-01      | 5.0000%  | 0.0000% | $4000.00           | $1224.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS0227                               | 2047-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1517.83           | Agency Mortgage-Backed Securities         |
| GNII SF AQ5932 C                                   | 2036-01-20      | 3.5000%  | 0.0000% | $1620352.00        | $108155.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5422                               | 2053-08-01      | 4.5000%  | 0.0000% | $4000000.00        | $3105347.24        | Agency Mortgage-Backed Securities         |
| GNHA AL CR2618 H                                   | 2073-01-20      | 6.3300%  | 0.0000% | $1001.00           | $842.68            | Agency Mortgage-Backed Securities         |
| GNII SF DN5014 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $680746.00         | $721453.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD3650                               | 2040-03-01      | 5.0000%  | 0.0000% | $48000.00          | $1553.16           | Agency Mortgage-Backed Securities         |
| GNII SF DM7109 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $18919648.00       | $19547867.83       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6454                               | 2040-05-01      | 4.5000%  | 0.0000% | $7116.00           | $91.01             | Agency Mortgage-Backed Securities         |
| GNII SF BZ4350 C                                   | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $649.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD8316                               | 2040-07-01      | 5.0000%  | 0.0000% | $25000.00          | $850.16            | Agency Mortgage-Backed Securities         |
| GNII SF DM6823 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1001.00           | $1051.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7595                               | 2040-07-01      | 5.0000%  | 0.0000% | $428673.00         | $4310.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE3450                               | 2040-08-01      | 4.5000%  | 0.0000% | $33000.00          | $1778.10           | Agency Mortgage-Backed Securities         |
| GNII SF DN6232 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $5002.00           | $5126.87           | Agency Mortgage-Backed Securities         |
| GNII SF DN6694 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2050.00           | $2147.07           | Agency Mortgage-Backed Securities         |
| GNII SF DP0269 C                                   | 2056-01-20      | 7.5000%  | 0.0000% | $4237664.00        | $4577816.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE8870                               | 2040-11-01      | 4.5000%  | 0.0000% | $2927.00           | $43.11             | Agency Mortgage-Backed Securities         |
| GNPL PN CF1030                                     | 2058-01-15      | 5.3800%  | 0.0000% | $5000.00           | $4989.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4755                               | 2055-01-01      | 6.5000%  | 0.0000% | $4224800.00        | $3150938.91        | Agency Mortgage-Backed Securities         |
| GNII SF DL8658 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $533928.00         | $562787.67         | Agency Mortgage-Backed Securities         |
| GNII SF DN6656 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $358575.00         | $364652.63         | Agency Mortgage-Backed Securities         |
| GNII SF DN6645 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| GNII SF DN6697 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2001.00           | $2068.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA7987 M                                   | 2052-03-20      | 2.5000%  | 0.0000% | $2000.00           | $1221.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1671                               | 2052-05-01      | 4.0000%  | 0.0000% | $4500000.00        | $2865331.64        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8122 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $4000.00           | $4154.52           | Agency Mortgage-Backed Securities         |
| GNII SF DM3568 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $3922144.00        | $4073336.55        | Agency Mortgage-Backed Securities         |
| GNII SF DQ9838 C                                   | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.59           | Agency Mortgage-Backed Securities         |
| GNII SF DL5150 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $4022.00           | $4064.06           | Agency Mortgage-Backed Securities         |
| GNMI SF 564710 X                                   | 2031-07-15      | 6.0000%  | 0.0000% | $75000.00          | $483.75            | Agency Mortgage-Backed Securities         |
| GNRA 2009-006 FH                                   | 2039-02-20      | 4.7355%  | 0.0000% | $50000000.00       | $535360.46         | Agency Collateralized Mortgage Obligation |
| GNII SF DN0835 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $4001.00           | $4345.36           | Agency Mortgage-Backed Securities         |
| GNII SF DN0391 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789                               | 2055-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3618.44           | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5857510.13        | Agency Mortgage-Backed Securities         |
| GNMI SP 780975 X                                   | 2029-02-15      | 6.0000%  | 0.0000% | $30138.00          | $21.41             | Agency Mortgage-Backed Securities         |
| GNMI SF 552458 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $25000.00          | $267.72            | Agency Mortgage-Backed Securities         |
| GNMI SP 781924 X                                   | 2035-05-15      | 5.0000%  | 0.0000% | $50000.00          | $740.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5945                               | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1947.01           | Agency Mortgage-Backed Securities         |
| GNMI SP 781119 X                                   | 2029-07-15      | 6.0000%  | 0.0000% | $222800.00         | $184.21            | Agency Mortgage-Backed Securities         |
| GNII SF DN6202 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $4004.00           | $4058.94           | Agency Mortgage-Backed Securities         |
| GNII SF DN6659 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $7376328.00        | $7492111.60        | Agency Mortgage-Backed Securities         |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $1.09              | Agency Collateralized Mortgage Obligation |
| GNMI SP 782084 X                                   | 2034-09-15      | 6.5000%  | 0.0000% | $20073.00          | $203.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867                               | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $788.74            | Agency Mortgage-Backed Securities         |
| GNMI SP 780892 X                                   | 2028-11-15      | 6.5000%  | 0.0000% | $55923.00          | $43.46             | Agency Mortgage-Backed Securities         |
| GNMI SF 497483 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $107527.00         | $184.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 740068 X                                   | 2040-09-15      | 4.0000%  | 0.0000% | $25000.00          | $2875.38           | Agency Mortgage-Backed Securities         |
| GNII SF DL5169 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $931909.00         | $908175.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731                               | 2052-09-01      | 3.5000%  | 0.0000% | $404469.00         | $296991.04         | Agency Mortgage-Backed Securities         |
| GNMI SF 566519 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $50059.00          | $363.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 577982 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $48237.00          | $973.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 585059 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $170000.00         | $153.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5757                               | 2055-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1814.62           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5849                               | 2055-10-01      | 3.5000%  | 0.0000% | $4000.00           | $3521.58           | Agency Mortgage-Backed Securities         |
| GNMI SF 569681 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $125000.00         | $631.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 575246 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $100192.00         | $454.07            | Agency Mortgage-Backed Securities         |
| GNMI SF 473188 X                                   | 2029-01-15      | 6.0000%  | 0.0000% | $59400.00          | $410.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 612525 X                                   | 2033-09-15      | 6.0000%  | 0.0000% | $25000.00          | $639.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 585123 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $75441.00          | $645.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1961                               | 2041-05-01      | 4.5000%  | 0.0000% | $38000.00          | $2469.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626504                               | 2032-01-01      | 6.0000%  | 0.0000% | $51930.00          | $1022.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1319                               | 2041-10-01      | 4.5000%  | 0.0000% | $170000.00         | $4359.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7296                               | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $239.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0822                               | 2041-10-01      | 4.5000%  | 0.0000% | $55000.00          | $3954.78           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL695533                               | 2027-06-01      | 8.0000%  | 0.0000% | $250000.00         | $449.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY4301                               | 2044-12-01      | 4.0000%  | 0.0000% | $1600.00           | $398.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252645                               | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $7.57              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6313                               | 2043-04-01      | 3.0000%  | 0.0000% | $30456.00          | $4640.52           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347                               | 2053-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1625.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL652825                               | 2032-09-01      | 5.5000%  | 0.0000% | $48875.00          | $1608.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL649812                               | 2032-06-01      | 6.5000%  | 0.0000% | $51000.00          | $45.14             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724940                               | 2033-06-01      | 5.5000%  | 0.0000% | $31160.00          | $444.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL729379                               | 2033-08-01      | 6.0000%  | 0.0000% | $100000.00         | $1164.86           | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $47.57             | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $41000.00          | $4662.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL825940                               | 2035-07-01      | 6.0000%  | 0.0000% | $30622.00          | $308.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL846177                               | 2035-11-01      | 5.5000%  | 0.0000% | $48883.00          | $756.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAT2297                               | 2043-03-01      | 2.5000%  | 0.0000% | $1125.00           | $289.13            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL644591                               | 2032-05-01      | 7.0000%  | 0.0000% | $212090.00         | $40.02             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR4150                               | 2043-02-01      | 3.0000%  | 0.0000% | $25086.00          | $4342.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4133                               | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $123.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1059                               | 2041-06-01      | 4.5000%  | 0.0000% | $91000.00          | $2453.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL619063                               | 2031-12-01      | 6.0000%  | 0.0000% | $64000.00          | $46.95             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $48000.00          | $2829.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL584932                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000100.00        | $930.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL629303                               | 2032-02-01      | 6.0000%  | 0.0000% | $77750.00          | $138.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7755                               | 2034-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1541.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL633866                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4103.37           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL621421                               | 2032-05-01      | 7.0000%  | 0.0000% | $198619.00         | $174.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1969                               | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $823.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH3575                               | 2041-01-01      | 4.5000%  | 0.0000% | $29000.00          | $3108.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636846                               | 2032-03-01      | 6.5000%  | 0.0000% | $306000.00         | $478.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $54000.00          | $4944.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9243                               | 2044-06-01      | 4.5000%  | 0.0000% | $18000.00          | $2688.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535285                               | 2030-02-01      | 6.5000%  | 0.0000% | $249078.00         | $179.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL8209                               | 2028-11-01      | 6.0000%  | 0.0000% | $225191.00         | $783.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL633323                               | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $2065.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535475                               | 2029-03-01      | 6.0000%  | 0.0000% | $120330.00         | $48.70             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTAR1962                               | 2033-01-01      | 2.5000%  | 0.0000% | $13496992.00       | $1722330.97        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU0992                               | 2043-09-01      | 4.5000%  | 0.0000% | $3033.00           | $147.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL3285                               | 2029-04-01      | 5.5000%  | 0.0000% | $199060.00         | $1497.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535823                               | 2031-04-01      | 6.5000%  | 0.0000% | $113070.00         | $62.92             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6896                               | 2030-01-01      | 3.0000%  | 0.0000% | $58555712.00       | $2714156.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604629                               | 2031-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $3449.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH6231                               | 2041-03-01      | 4.5000%  | 0.0000% | $4000.00           | $118.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC2564                               | 2054-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1757.53           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2030-11-15      | 4.2043%  | 0.0000% | $46200000.00       | $176.55            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CL824343                               | 2035-08-01      | 5.0000%  | 0.0000% | $45116.00          | $47.74             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL648385                               | 2031-10-01      | 7.0000%  | 0.0000% | $209000.00         | $1943.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ1870                               | 2045-06-01      | 4.0000%  | 0.0000% | $5000.00           | $887.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL673591                               | 2033-01-01      | 5.5000%  | 0.0000% | $38288.00          | $318.48            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $1907.85           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL699381                               | 2033-04-01      | 5.5000%  | 0.0000% | $314961.00         | $2413.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878092                               | 2036-04-01      | 6.0000%  | 0.0000% | $255780.00         | $2627.38           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3XSF7003                               | 2030-05-01      | 3.0000%  | 0.0000% | $1000.00           | $148.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTSC0832                               | 2046-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2823.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0949                               | 2035-10-01      | 5.0000%  | 0.0000% | $199467.00         | $1597.31           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454                               | 2054-08-01      | 6.0000%  | 0.0000% | $113000000.00      | $68714569.95       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8161                               | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $573.87            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4903                               | 2047-04-01      | 4.5000%  | 0.0000% | $10000.00          | $1017.49           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CNSA0045                               | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $499.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8190                               | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2970.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1937                               | 2026-05-25      | 5.5000%  | 0.0000% | $647598.00         | $3.81              | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0296                               | 2027-05-01      | 7.5000%  | 0.0000% | $67736.00          | $2.99              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006                               | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $189.53            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5235                               | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $2452.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1818                               | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1113.82           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191                               | 2052-01-01      | 3.5000%  | 0.0000% | $7000.00           | $3944.88           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147                               | 2051-05-01      | 2.5000%  | 0.0000% | $1003.00           | $526.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2179                               | 2030-09-01      | 5.0000%  | 0.0000% | $355624.00         | $3733.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1952                               | 2049-05-01      | 4.0000%  | 0.0000% | $53000.00          | $4182.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474                               | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $870.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8284                               | 2053-01-01      | 3.0000%  | 0.0000% | $61773184.00       | $45539382.38       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225                               | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $707.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2015                               | 2027-06-01      | 5.5000%  | 0.0000% | $1275568.00        | $4867.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2031                               | 2027-11-01      | 5.5000%  | 0.0000% | $1550000.00        | $1696.41           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2109                               | 2029-02-01      | 4.5000%  | 0.0000% | $91186.00          | $219.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA2027                               | 2027-09-01      | 6.5000%  | 0.0000% | $960000.00         | $3964.00           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8264                               | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $734.77            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4659                               | 2030-12-01      | 7.5000%  | 0.0000% | $6571144.00        | $3095.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0442                               | 2029-01-01      | 6.0000%  | 0.0000% | $88315.00          | $36.65             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2378                               | 2036-01-01      | 5.5000%  | 0.0000% | $52000.00          | $453.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9298                               | 2028-08-01      | 6.0000%  | 0.0000% | $640730.00         | $1429.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3484                               | 2050-09-01      | 3.0000%  | 0.0000% | $793740.00         | $282467.67         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057                               | 2050-04-01      | 3.5000%  | 0.0000% | $4000.00           | $767.63            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2626                               | 2054-10-01      | 6.0000%  | 0.0000% | $160727552.00      | $118150762.78      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD1594                               | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $4247.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4143                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $998.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE6503                               | 2047-01-01      | 4.5000%  | 0.0000% | $30000.00          | $387.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC1507                               | 2046-08-01      | 4.5000%  | 0.0000% | $14813.00          | $1059.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9236                               | 2040-07-01      | 4.5000%  | 0.0000% | $27000.00          | $206.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2701                               | 2054-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3774.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0227                               | 2034-05-01      | 5.5000%  | 0.0000% | $26000.00          | $236.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8312                               | 2055-03-01      | 6.5000%  | 0.0000% | $4055072.00        | $3527842.34        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ6497                               | 2038-02-01      | 4.8800%  | 0.0000% | $1000.00           | $1007.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX5043                               | 2055-02-01      | 6.5000%  | 0.0000% | $6471208.00        | $4971022.57        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD5232                               | 2046-08-01      | 4.5000%  | 0.0000% | $30000.00          | $1652.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD5220                               | 2040-06-01      | 5.0000%  | 0.0000% | $35874.00          | $814.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9028                               | 2047-04-01      | 4.0000%  | 0.0000% | $1282.00           | $97.77             | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4770                               | 2031-01-01      | 5.1100%  | 0.0000% | $5002000.00        | $5118071.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4527                               | 2055-04-01      | 5.5000%  | 0.0000% | $90675584.00       | $91355155.12       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 PLBD8179                               | 2046-12-01      | 3.0000%  | 0.0000% | $2600000.00        | $945584.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0329                               | 2028-09-01      | 6.5000%  | 0.0000% | $1940810.00        | $2396.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH1172                               | 2047-05-01      | 4.5000%  | 0.0000% | $3000.00           | $559.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB4649                               | 2042-09-01      | 4.5000%  | 0.0000% | $3056228.00        | $2067418.21        | Agency Mortgage-Backed Securities         |
| GNMI SF 775132 X                                   | 2041-09-15      | 4.0000%  | 0.0000% | $24908.00          | $1717.79           | Agency Mortgage-Backed Securities         |
| GNMI SF AA6001 X                                   | 2043-01-15      | 2.5000%  | 0.0000% | $112106.00         | $14273.47          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8872                               | 2054-07-01      | 5.5000%  | 0.0000% | $10476704.00       | $9221666.07        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3494                               | 2048-04-01      | 2.5000%  | 0.0000% | $11116000.00       | $2948176.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2804                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8126                               | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8139                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5893                               | 2050-08-01      | 5.0000%  | 0.0000% | $9000.00           | $2841.35           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3104                               | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1252.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0182                               | 2053-08-01      | 4.5000%  | 0.0000% | $13442560.00       | $11766018.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9033                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDG6620                               | 2041-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2896                               | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2849.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8106                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9573                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI4815                               | 2041-06-01      | 4.5000%  | 0.0000% | $36000.00          | $792.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7959                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5989                               | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0213                               | 2054-02-01      | 6.5000%  | 0.0000% | $2891.00           | $1435.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3102                               | 2049-09-01      | 4.0000%  | 0.0000% | $19793.00          | $2511.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL896303                               | 2036-07-01      | 6.0000%  | 0.0000% | $35263.00          | $265.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL602518                               | 2031-09-01      | 6.0000%  | 0.0000% | $500000.00         | $260.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL934272                               | 2038-06-01      | 5.0000%  | 0.0000% | $185641.00         | $2634.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6442                               | 2039-10-01      | 6.0000%  | 0.0000% | $12000.00          | $1106.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4200                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL4323                               | 2043-11-01      | 4.5000%  | 0.0000% | $9969.00           | $616.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                               | 2038-05-01      | 6.0000%  | 0.0000% | $73904768.00       | $428363.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5646                               | 2055-04-01      | 5.5000%  | 0.0000% | $3209052.00        | $3063442.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930919                               | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $137.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931033                               | 2039-04-01      | 4.5000%  | 0.0000% | $6182940.00        | $180209.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ8203                               | 2042-01-01      | 4.5000%  | 0.0000% | $36000.00          | $3282.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9010                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3744                               | 2052-03-01      | 2.5000%  | 0.0000% | $1485.00           | $1020.75           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA0149                               | 2054-09-01      | 7.0000%  | 0.0000% | $111736448.00      | $71216989.93       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6258                               | 2034-01-01      | 4.5000%  | 0.0000% | $7271032.00        | $3652200.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $8000.00           | $794.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0706                               | 2031-04-01      | 4.5000%  | 0.0000% | $200000.00         | $4122.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981445                               | 2038-09-01      | 6.0000%  | 0.0000% | $50000.00          | $540.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966463                               | 2038-01-01      | 6.0000%  | 0.0000% | $33216.00          | $283.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT985603                               | 2027-03-01      | 5.5000%  | 0.0000% | $1075366.00        | $2758.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6031                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $568.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2864                               | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $241776.00         | $2063.80           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3424                               | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $606.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $25000.00          | $2613.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL933727                               | 2038-04-01      | 6.0000%  | 0.0000% | $16000.00          | $155.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL0146                               | 2041-03-01      | 4.0000%  | 0.0000% | $2991.00           | $314.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928125                               | 2037-03-01      | 5.5000%  | 0.0000% | $97111.00          | $793.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5407                               | 2039-06-01      | 6.0000%  | 0.0000% | $5000.00           | $2570.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4436                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $807.61            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $197.37            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-05-31      | 1.2500%  | 0.0000% | $3900.00           | $3711.27           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-10-31      | 1.1250%  | 0.0000% | $1900.00           | $1875.03           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-04-30      | 1.2500%  | 0.0000% | $1000.00           | $948.59            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLZI0320                               | 2033-07-01      | 5.0000%  | 0.0000% | $279851.00         | $1398.87           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C47217 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $39782.00          | $17.50             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4823                               | 2047-03-01      | 4.0000%  | 0.0000% | $100000000.00      | $14230347.72       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0993                               | 2033-11-01      | 5.0000%  | 0.0000% | $75000.00          | $777.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2117                               | 2038-04-01      | 5.0000%  | 0.0000% | $200000.00         | $3870.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                               | 2035-12-01      | 5.0000%  | 0.0000% | $36000.00          | $1206.35           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1358                               | 2037-04-01      | 4.5000%  | 0.0000% | $301134.00         | $4182.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3729                               | 2040-08-01      | 5.5000%  | 0.0000% | $8000.00           | $335.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1618                               | 2034-05-01      | 5.0000%  | 0.0000% | $123000.00         | $1161.65           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4325                               | 2043-10-01      | 4.5000%  | 0.0000% | $77000.00          | $11622.48          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A28797 G                               | 2034-11-01      | 7.0000%  | 0.0000% | $6434.00           | $22.56             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60443 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $75000.00          | $1042.81           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01364 G                               | 2032-06-01      | 6.5000%  | 0.0000% | $374963.00         | $474.70            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A16817 G                               | 2033-12-01      | 6.0000%  | 0.0000% | $50000.00          | $247.38            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00602 G                               | 2028-02-01      | 6.0000%  | 0.0000% | $150000.00         | $14.25             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01458 G                               | 2032-11-01      | 7.0000%  | 0.0000% | $142444.00         | $163.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI0931                               | 2033-10-01      | 5.5000%  | 0.0000% | $630137.00         | $4581.70           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01325 G                               | 2032-01-01      | 7.5000%  | 0.0000% | $26711.00          | $39.28             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C43899 G                               | 2030-10-01      | 8.5000%  | 0.0000% | $569523.00         | $3229.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0773                               | 2033-12-01      | 5.0000%  | 0.0000% | $90000.00          | $400.87            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C11920 G                               | 2028-07-01      | 6.0000%  | 0.0000% | $1741.00           | $3.70              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1610                               | 2037-09-01      | 6.0000%  | 0.0000% | $1121231.00        | $4825.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0784                               | 2034-03-01      | 6.0000%  | 0.0000% | $33000.00          | $538.64            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1917                               | 2038-02-01      | 6.0000%  | 0.0000% | $550000.00         | $4898.19           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01175 G                               | 2031-05-01      | 7.0000%  | 0.0000% | $5000.00           | $1.98              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1055                               | 2036-03-01      | 6.0000%  | 0.0000% | $141918.00         | $583.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA0910                               | 2033-08-01      | 4.5000%  | 0.0000% | $127584.00         | $1205.14           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2160                               | 2030-04-01      | 4.0000%  | 0.0000% | $195623.00         | $1654.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4586                               | 2044-10-01      | 4.0000%  | 0.0000% | $39000.00          | $2669.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1162                               | 2036-10-01      | 5.0000%  | 0.0000% | $75000.00          | $684.20            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1824                               | 2037-12-01      | 6.0000%  | 0.0000% | $823718.00         | $3943.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4650                               | 2046-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1071.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1690                               | 2037-10-01      | 6.0000%  | 0.0000% | $30064.00          | $191.72            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0595                               | 2028-07-01      | 7.5000%  | 0.0000% | $1729801.00        | $481.78            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0618                               | 2032-04-01      | 7.0000%  | 0.0000% | $4659000.00        | $4465.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8895                               | 2028-11-01      | 5.5000%  | 0.0000% | $1221758.00        | $3514.03           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3225                               | 2037-11-01      | 6.0000%  | 0.0000% | $191495.00         | $2966.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0921                               | 2035-10-01      | 4.5000%  | 0.0000% | $40293.00          | $281.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1950                               | 2026-08-01      | 6.5000%  | 0.0000% | $500000.00         | $122.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0948                               | 2034-04-01      | 5.0000%  | 0.0000% | $94000.00          | $883.83            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1030                               | 2035-07-01      | 4.5000%  | 0.0000% | $56995.00          | $508.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5750                               | 2036-12-01      | 6.0000%  | 0.0000% | $350000.00         | $1583.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2334                               | 2038-09-01      | 5.5000%  | 0.0000% | $55000.00          | $2035.16           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C46902 G                               | 2030-09-01      | 6.5000%  | 0.0000% | $200000.00         | $139.70            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4527                               | 2043-08-01      | 4.0000%  | 0.0000% | $5000.00           | $313.37            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1865                               | 2038-01-01      | 6.0000%  | 0.0000% | $150000.00         | $710.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4186                               | 2035-06-01      | 5.0000%  | 0.0000% | $26000.00          | $200.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2735                               | 2039-07-01      | 5.5000%  | 0.0000% | $44492.00          | $704.67            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01041 G                               | 2029-06-01      | 6.0000%  | 0.0000% | $322000.00         | $154.39            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A14174 G                               | 2033-10-01      | 6.0000%  | 0.0000% | $55000.00          | $604.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0622                               | 2032-03-01      | 5.5000%  | 0.0000% | $912312.00         | $1450.61           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48567 G                               | 2031-03-01      | 8.0000%  | 0.0000% | $744256.00         | $423.45            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C75592 G                               | 2033-01-01      | 6.0000%  | 0.0000% | $53000.00          | $693.50            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68248 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $45000.00          | $90.07             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI6043                               | 2036-04-01      | 5.0000%  | 0.0000% | $57000.00          | $250.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0524                               | 2033-08-01      | 5.0000%  | 0.0000% | $700000.00         | $4547.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZA3765                               | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $55.96             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0602                               | 2031-12-01      | 5.5000%  | 0.0000% | $478000.00         | $1001.15           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01120 G                               | 2031-01-01      | 7.0000%  | 0.0000% | $57000.00          | $13.99             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC A86314 G                               | 2039-05-01      | 4.0000%  | 0.0000% | $28000.00          | $241.65            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37710 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $731912.00         | $1803.98           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A49705 G                               | 2036-06-01      | 6.0000%  | 0.0000% | $25000.00          | $137.17            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08674 G                               | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $132.90            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01310 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $49100.00          | $67.50             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01433 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $332400.00         | $241.27            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66239 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $823074.00         | $1723.22           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01315 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $665000.00         | $301.12            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01340 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $780172.00         | $330.19            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01713 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $24887.00          | $158.48            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01707 G                               | 2034-06-01      | 7.0000%  | 0.0000% | $5000.00           | $24.79             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01227 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $59000.00          | $134.71            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC N31079 G                               | 2034-02-01      | 4.5000%  | 0.0000% | $3000000.00        | $4935.30           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-06-23      | 0.0000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips)        |
| GNMI SF 675306 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $45000.00          | $772.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 675179 X                                   | 2038-03-15      | 5.0000%  | 0.0000% | $105463.00         | $1029.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 672672 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $135000.00         | $1285.07           | Agency Mortgage-Backed Securities         |
| GNMI SF 628103 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $50000.00          | $496.33            | Agency Mortgage-Backed Securities         |
| GNMI SF 707761 X                                   | 2041-06-15      | 4.0000%  | 0.0000% | $58268.00          | $2146.10           | Agency Mortgage-Backed Securities         |
| GNMI SP 782493 X                                   | 2038-12-15      | 5.0000%  | 0.0000% | $50000.00          | $703.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 618777 X                                   | 2037-01-15      | 5.0000%  | 0.0000% | $45000.00          | $538.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 662409 X                                   | 2037-05-15      | 5.5000%  | 0.0000% | $3000000.00        | $14540.17          | Agency Mortgage-Backed Securities         |
| GNMI SF 622610 X                                   | 2033-10-15      | 5.0000%  | 0.0000% | $50000.00          | $221.96            | Agency Mortgage-Backed Securities         |
| GNMI SF 643572 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $55005.00          | $1191.01           | Agency Mortgage-Backed Securities         |
| GNMI SF 646280 X                                   | 2035-07-15      | 5.0000%  | 0.0000% | $30000.00          | $915.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 669739 X                                   | 2037-07-15      | 6.0000%  | 0.0000% | $33000.00          | $2030.88           | Agency Mortgage-Backed Securities         |
| GNMI SF 645035 X                                   | 2035-07-15      | 5.0000%  | 0.0000% | $197413.00         | $1434.50           | Agency Mortgage-Backed Securities         |
| GNMI SF 616413 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $197395.00         | $3353.21           | Agency Mortgage-Backed Securities         |
| GNMI SP 782071 X                                   | 2033-05-15      | 7.0000%  | 0.0000% | $58213.00          | $703.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 640866 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $66103.00          | $1093.89           | Agency Mortgage-Backed Securities         |
| GNMI SF 568865 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $100000.00         | $335.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 662098 X                                   | 2037-01-15      | 5.5000%  | 0.0000% | $129641.00         | $1518.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 647773 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $25000.00          | $246.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 651222 X                                   | 2036-01-15      | 5.0000%  | 0.0000% | $155005.00         | $2336.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 649488 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $120735.00         | $2123.06           | Agency Mortgage-Backed Securities         |
| GNMI SP 782085 X                                   | 2033-11-15      | 7.0000%  | 0.0000% | $26452.00          | $348.99            | Agency Mortgage-Backed Securities         |
| GNMI SP 783972 X                                   | 2039-12-15      | 5.0000%  | 0.0000% | $11814.00          | $1175.03           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2043-05-15      | 3.8750%  | 0.0000% | $4100.00           | $3674.46           | U.S. Treasuries (including strips)        |
| GNMI SF 757621 X                                   | 2041-05-15      | 5.0000%  | 0.0000% | $1766148.00        | $94134.26          | Agency Mortgage-Backed Securities         |
| GNMI SP 782067 X                                   | 2032-11-15      | 7.0000%  | 0.0000% | $31677.00          | $649.26            | Agency Mortgage-Backed Securities         |
| GNMI SF 644676 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $32000.00          | $578.71            | Agency Mortgage-Backed Securities         |
| GNMI SF 654442 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $35097.00          | $610.84            | Agency Mortgage-Backed Securities         |
| GNII SF DQ6799 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1529284.00        | $1593851.78        | Agency Mortgage-Backed Securities         |
| GNMI SF 627433 X                                   | 2034-12-15      | 5.0000%  | 0.0000% | $76000.00          | $1165.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 677190 X                                   | 2038-06-15      | 5.0000%  | 0.0000% | $307000.00         | $3783.95           | Agency Mortgage-Backed Securities         |
| GNMI SF 669740 X                                   | 2037-08-15      | 6.0000%  | 0.0000% | $18000.00          | $1249.16           | Agency Mortgage-Backed Securities         |
| GNII SF DP7044 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.78           | Agency Mortgage-Backed Securities         |
| GNMI SF 649449 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $94000.00          | $1215.79           | Agency Mortgage-Backed Securities         |
| GNMI SF 636293 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $67000.00          | $2472.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 676766 X                                   | 2038-03-15      | 5.0000%  | 0.0000% | $94994.00          | $486.20            | Agency Mortgage-Backed Securities         |
| GNII SF DQ5926 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 684793 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $226378.00         | $3199.83           | Agency Mortgage-Backed Securities         |
| GNPL PN DQ1928                                     | 2061-03-15      | 5.5300%  | 0.0000% | $4102.00           | $4221.43           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7958 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2776596.00        | $2862574.05        | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M                                   | 2054-09-20      | 6.0000%  | 0.0000% | $32527000.00       | $20130211.38       | Agency Mortgage-Backed Securities         |
| GNII SF AE8583 C                                   | 2044-08-20      | 4.5000%  | 0.0000% | $7014.00           | $356.60            | Agency Mortgage-Backed Securities         |
| GNII SF CR7745 C                                   | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $979.97            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2047-02-15      | 0.8750%  | 0.0000% | $200.00            | $192.73            | U.S. Treasuries (including strips)        |
| GNII SF DL5113 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $1037420.00        | $1094256.36        | Agency Mortgage-Backed Securities         |
| GNII SF DL3072 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $413529.00         | $435500.45         | Agency Mortgage-Backed Securities         |
| GNII JM MA7929 M                                   | 2052-03-20      | 3.5000%  | 0.0000% | $1001.00           | $517.16            | Agency Mortgage-Backed Securities         |
| GNII SF BY0805 C                                   | 2050-09-20      | 2.5000%  | 0.0000% | $1000.00           | $411.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA9908 M                                   | 2054-09-20      | 6.5000%  | 0.0000% | $347451904.00      | $152853267.06      | Agency Mortgage-Backed Securities         |
| GNII SF BP1451 C                                   | 2049-08-20      | 3.0000%  | 0.0000% | $3000.00           | $315.63            | Agency Mortgage-Backed Securities         |
| GNII SF BG2389 C                                   | 2048-03-20      | 5.0000%  | 0.0000% | $230675.00         | $58001.61          | Agency Mortgage-Backed Securities         |
| GNMI SF 622254 X                                   | 2035-02-15      | 5.0000%  | 0.0000% | $50000.00          | $2238.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 672595 X                                   | 2038-02-15      | 5.0000%  | 0.0000% | $30000.00          | $425.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4098                               | 2056-01-01      | 5.0000%  | 0.0000% | $27811000.00       | $27486522.32       | Agency Mortgage-Backed Securities         |
| GNII SF MA5468 M                                   | 2048-09-20      | 5.0000%  | 0.0000% | $2000.00           | $146.37            | Agency Mortgage-Backed Securities         |
| GNMI SF 710692 X                                   | 2039-07-15      | 5.0000%  | 0.0000% | $39036.00          | $590.50            | Agency Mortgage-Backed Securities         |
| GNMI SF 585098 X                                   | 2032-12-15      | 6.0000%  | 0.0000% | $50005.00          | $228.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8603                               | 2056-03-01      | 5.5000%  | 0.0000% | $1036658.00        | $1052361.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7994                               | 2056-03-01      | 5.5000%  | 0.0000% | $1407136.00        | $1431653.88        | Agency Mortgage-Backed Securities         |
| GNII SF DI0165 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $1855438.00        | $1649968.75        | Agency Mortgage-Backed Securities         |
| GNII SF DO1100 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2893172.00        | $2998215.08        | Agency Mortgage-Backed Securities         |
| GNMI SF 580684 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $125000.00         | $683.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0675                               | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2430.32           | Agency Mortgage-Backed Securities         |
| GNII SF BM7534 C                                   | 2050-02-20      | 3.5000%  | 0.0000% | $2000.00           | $447.55            | Agency Mortgage-Backed Securities         |
| GNII SF BT3619 C                                   | 2050-03-20      | 3.0000%  | 0.0000% | $9000.00           | $3173.49           | Agency Mortgage-Backed Securities         |
| GNMI SF BB3640 X                                   | 2047-10-15      | 4.5000%  | 0.0000% | $6381.00           | $173.72            | Agency Mortgage-Backed Securities         |
| GNII JM MA9714 M                                   | 2054-06-20      | 6.5000%  | 0.0000% | $7000.00           | $1785.45           | Agency Mortgage-Backed Securities         |
| GNII SF BD7935 C                                   | 2047-12-20      | 4.0000%  | 0.0000% | $1305054.00        | $254350.10         | Agency Mortgage-Backed Securities         |
| GNMI SF BE1030 X                                   | 2047-11-15      | 4.0000%  | 0.0000% | $7000.00           | $3218.91           | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M                                   | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $621.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555                               | 2052-09-01      | 4.5000%  | 0.0000% | $4500.00           | $3440.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2824                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $700.89            | Agency Mortgage-Backed Securities         |
| GNII SF BQ4010 C                                   | 2050-03-20      | 3.0000%  | 0.0000% | $1000.00           | $141.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4981                               | 2053-08-01      | 5.0000%  | 0.0000% | $25866912.00       | $25566200.74       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4980                               | 2053-09-01      | 5.0000%  | 0.0000% | $41430464.00       | $40942909.89       | Agency Mortgage-Backed Securities         |
| GNMI SF BC5919 X                                   | 2047-09-15      | 4.0000%  | 0.0000% | $228000.00         | $82343.66          | Agency Mortgage-Backed Securities         |
| GNCL CL CG6125                                     | 2065-12-15      | 5.8500%  | 0.0000% | $1000.00           | $1036.25           | Agency Mortgage-Backed Securities         |
| GNII SF BJ1318 C                                   | 2049-05-20      | 5.0000%  | 0.0000% | $2000.00           | $642.89            | Agency Mortgage-Backed Securities         |
| GNMI SF BR4832 X                                   | 2052-06-15      | 4.0000%  | 0.0000% | $2000.00           | $864.41            | Agency Mortgage-Backed Securities         |
| GNHA AL BU5932 H                                   | 2070-10-20      | 6.4240%  | 0.0000% | $1000.00           | $687.59            | Agency Mortgage-Backed Securities         |
| GNII SF BA3288 C                                   | 2047-07-20      | 4.0000%  | 0.0000% | $39000.00          | $3107.61           | Agency Mortgage-Backed Securities         |
| GNII SF BV9802 C                                   | 2036-04-20      | 5.5000%  | 0.0000% | $1000.00           | $285.77            | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019                                     | 2057-11-15      | 4.5000%  | 0.0000% | $2995.00           | $2837.28           | Agency Mortgage-Backed Securities         |
| GNII SF BF9523 C                                   | 2048-04-20      | 4.0000%  | 0.0000% | $406000.00         | $68462.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA3807 M                                   | 2040-06-20      | 5.5000%  | 0.0000% | $1003.00           | $58.91             | Agency Mortgage-Backed Securities         |
| GNII SF DM9357 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $3000.00           | $2820.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAB5987                               | 2027-08-01      | 2.0000%  | 0.0000% | $2000.00           | $33.58             | Agency Mortgage-Backed Securities         |
| GNII SF DP9925 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $4000.00           | $4141.48           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0848 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1006.00           | $1028.38           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0643 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $4000.00           | $4095.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ994137                               | 2048-11-01      | 5.5000%  | 0.0000% | $38393.00          | $2357.21           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL955183                               | 2037-11-01      | 7.0000%  | 0.0000% | $101786.00         | $2925.46           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAB7524                               | 2028-01-01      | 2.0000%  | 0.0000% | $1000.00           | $18.88             | Agency Mortgage-Backed Securities         |
| GNII SF DP0886 C                                   | 2056-01-20      | 7.5000%  | 0.0000% | $2000.00           | $2167.01           | Agency Mortgage-Backed Securities         |
| GNII SF DN4925 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2027.99           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119                               | 2050-09-01      | 2.0000%  | 0.0000% | $685000.00         | $318388.38         | Agency Mortgage-Backed Securities         |
| GNII SF DN6544 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1024.00           | $1112.74           | Agency Mortgage-Backed Securities         |
| GNII ET DN1187 C                                   | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.28           | Agency Mortgage-Backed Securities         |
| GNPL PN DP3525                                     | 2061-04-15      | 5.1900%  | 0.0000% | $1000.00           | $1005.09           | Agency Mortgage-Backed Securities         |
| GNII SF DP2920 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $3000.00           | $3165.94           | Agency Mortgage-Backed Securities         |
| GNII SF DP1379 C                                   | 2056-01-20      | 6.0000%  | 0.0000% | $4371440.00        | $4598149.75        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3793 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.66           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988580                               | 2038-08-01      | 6.0000%  | 0.0000% | $364000.00         | $3039.84           | Agency Mortgage-Backed Securities         |
| GNMI SF 471296 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $25000.00          | $200.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 737426 X                                   | 2040-09-15      | 4.0000%  | 0.0000% | $75000.00          | $2188.67           | Agency Mortgage-Backed Securities         |
| GNMI SF 719472 X                                   | 2040-12-15      | 4.0000%  | 0.0000% | $36752.00          | $970.34            | Agency Mortgage-Backed Securities         |
| GNMI SF 710994 X                                   | 2039-11-15      | 5.0000%  | 0.0000% | $1900000.00        | $100557.69         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468                               | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $495.53            | Agency Mortgage-Backed Securities         |
| GNII SF DP6344 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $2001.00           | $2030.37           | Agency Mortgage-Backed Securities         |
| GNPL PN CO1754                                     | 2058-05-15      | 4.7900%  | 0.0000% | $2024.00           | $1957.79           | Agency Mortgage-Backed Securities         |
| GNPL PN CP1099                                     | 2058-01-15      | 5.5000%  | 0.0000% | $7000.00           | $7024.89           | Agency Mortgage-Backed Securities         |
| GNII SF DP1442 C                                   | 2056-01-20      | 6.5000%  | 0.0000% | $1022600.00        | $1109041.77        | Agency Mortgage-Backed Securities         |
| GNII SF DP3319 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3175.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC0746                               | 2039-09-01      | 5.0000%  | 0.0000% | $36583.00          | $908.00            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6458                                     | 2060-06-15      | 5.5100%  | 0.0000% | $1000.00           | $1024.29           | Agency Mortgage-Backed Securities         |
| GNII SF DP2998 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.83           | Agency Mortgage-Backed Securities         |
| GNII SF DP4764 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $3000.00           | $3272.82           | Agency Mortgage-Backed Securities         |
| GNII SF DP6195 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $4030.00           | $4244.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3222                               | 2039-04-01      | 4.0000%  | 0.0000% | $34795.00          | $2161.01           | Agency Mortgage-Backed Securities         |
| GNII SF DP7017 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2075.09           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3736                                     | 2058-02-15      | 4.9500%  | 0.0000% | $1000.00           | $975.60            | Agency Mortgage-Backed Securities         |
| GNII SF DP7283 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $693317.00         | $733693.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936                               | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $860.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL972448                               | 2038-03-01      | 6.0000%  | 0.0000% | $235000.00         | $972.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3597                               | 2049-02-01      | 3.5000%  | 0.0000% | $12000.00          | $867.47            | Agency Mortgage-Backed Securities         |
| GNII SF DP2257 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $1001.00           | $1008.38           | Agency Mortgage-Backed Securities         |
| GNII SF DP6648 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2116.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 700829 X                                   | 2038-10-15      | 5.5000%  | 0.0000% | $94811.00          | $180.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 705381 X                                   | 2039-01-15      | 5.0000%  | 0.0000% | $126102.00         | $2289.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 571286 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $25000.00          | $73.05             | Agency Mortgage-Backed Securities         |
| GNMI SF 616787 X                                   | 2034-12-15      | 5.0000%  | 0.0000% | $90000.00          | $944.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 569900 X                                   | 2032-06-15      | 6.0000%  | 0.0000% | $115236.00         | $343.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 703166 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $75000.00          | $2467.26           | Agency Mortgage-Backed Securities         |
| GNMI SP 785009 X                                   | 2042-08-15      | 3.8750%  | 0.0000% | $325000.00         | $84581.87          | Agency Mortgage-Backed Securities         |
| GNMI SF 462641 X                                   | 2028-07-15      | 6.0000%  | 0.0000% | $35000.00          | $72.77             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-09-17      | 0.0000%  | 0.0000% | $400.00            | $394.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $939.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-08-31      | 4.3750%  | 0.0000% | $1000.00           | $1016.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2043-05-15      | 2.8750%  | 0.0000% | $4700.00           | $3640.59           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2049-11-15      | 2.3750%  | 0.0000% | $3800.00           | $2435.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-04-30      | 3.8033%  | 0.0000% | $4000.00           | $4002.84           | U.S. Treasuries (including strips)        |
| GNMI SF 664526 X                                   | 2038-01-15      | 6.0000%  | 0.0000% | $3042.00           | $39.10             | Agency Mortgage-Backed Securities         |
| GNII SF DQ1834 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.10           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8121 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.23           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8147 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $4008.00           | $4002.92           | Agency Mortgage-Backed Securities         |
| GNII SF DP7398 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $2000.00           | $2074.66           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2464 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2003.00           | $2078.64           | Agency Mortgage-Backed Securities         |
| GNMI SF 714055 X                                   | 2039-05-15      | 5.0000%  | 0.0000% | $82000.00          | $4645.22           | Agency Mortgage-Backed Securities         |
| GNII SF MB0150 M                                   | 2054-12-20      | 7.0000%  | 0.0000% | $3000.00           | $1281.31           | Agency Mortgage-Backed Securities         |
| GNRA 2023-156 GK                                   | 2064-01-16      | 3.5000%  | 0.0000% | $93626752.00       | $82117434.08       | Agency Collateralized Mortgage Obligation |
| GNMI SF 652778 X                                   | 2036-04-15      | 5.0000%  | 0.0000% | $40115.00          | $367.42            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-11-15      | 2.2500%  | 0.0000% | $4000.00           | $3941.11           | U.S. Treasuries (including strips)        |
| GNMI SF 664352 X                                   | 2037-09-15      | 6.5000%  | 0.0000% | $6162.00           | $130.96            | Agency Mortgage-Backed Securities         |
| GNMI SF 686788 X                                   | 2038-06-15      | 5.0000%  | 0.0000% | $50000.00          | $797.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 640874 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $31000.00          | $737.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 616321 X                                   | 2034-03-15      | 5.0000%  | 0.0000% | $41000.00          | $695.82            | Agency Mortgage-Backed Securities         |
| GNMI SF 700394 X                                   | 2039-03-15      | 5.0000%  | 0.0000% | $146682.00         | $1556.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 646075 X                                   | 2037-12-15      | 5.0000%  | 0.0000% | $131933.00         | $922.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 708708 X                                   | 2039-04-15      | 5.0000%  | 0.0000% | $10000.00          | $36.38             | Agency Mortgage-Backed Securities         |
| GNMI SF 754393 X                                   | 2042-08-15      | 4.0000%  | 0.0000% | $25000.00          | $4281.90           | Agency Mortgage-Backed Securities         |
| GNMI SF 701742 X                                   | 2039-03-15      | 5.5000%  | 0.0000% | $5850000.00        | $268564.07         | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41636 G                               | 2030-08-01      | 8.0000%  | 0.0000% | $6126838.00        | $1922.89           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543                               | 2048-08-01      | 4.5000%  | 0.0000% | $6754000.00        | $1355092.00        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1468                               | 2046-11-01      | 3.0000%  | 0.0000% | $5250000.00        | $1613974.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7863                               | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $117.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8820                               | 2027-01-01      | 6.0000%  | 0.0000% | $1870000.00        | $1285.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8832                               | 2027-03-01      | 5.0000%  | 0.0000% | $410543.00         | $196.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8837                               | 2026-08-01      | 6.0000%  | 0.0000% | $776484.00         | $5.03              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8862                               | 2028-02-01      | 5.5000%  | 0.0000% | $930000.00         | $1877.84           | Agency Mortgage-Backed Securities         |
| 08.000 FRPC G80131 G                               | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $71.47             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0222                               | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $243.74            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q59717 G                               | 2048-11-01      | 4.5000%  | 0.0000% | $1003.00           | $179.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4611                               | 2045-04-01      | 4.0000%  | 0.0000% | $76948.00          | $4867.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8931                               | 2026-07-01      | 5.5000%  | 0.0000% | $63052.00          | $0.03              | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4009                               | 2054-09-01      | 7.0000%  | 0.0000% | $1158074.00        | $1224595.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475                               | 2054-11-01      | 5.5000%  | 0.0000% | $2024.00           | $1622.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8246                               | 2052-09-01      | 5.0000%  | 0.0000% | $1023.00           | $746.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5261                               | 2035-09-01      | 5.5000%  | 0.0000% | $8690576.00        | $7229840.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289                               | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $702.09            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5057                               | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $331.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5300                               | 2044-07-01      | 5.0000%  | 0.0000% | $3872160.00        | $3060755.57        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH6849                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $700.78            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $745.96            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107                               | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $415.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA7589                               | 2052-03-01      | 3.0000%  | 0.0000% | $25193120.00       | $18072429.00       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8212                               | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5399                               | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $976.71            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243                               | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $732.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL740944                               | 2033-07-01      | 6.5000%  | 0.0000% | $26824.00          | $9.90              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $589617.00         | $1118.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0442                               | 2043-03-01      | 3.0000%  | 0.0000% | $25639.00          | $3131.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663224                               | 2032-10-01      | 6.0000%  | 0.0000% | $423066.00         | $767.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735126                               | 2034-12-01      | 6.5000%  | 0.0000% | $30000.00          | $252.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8749                               | 2044-07-01      | 4.5000%  | 0.0000% | $3970.00           | $194.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $530.42            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL255554                               | 2034-12-04      | 5.5000%  | 0.0000% | $297435.00         | $2705.34           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323640                               | 2029-04-01      | 7.5000%  | 0.0000% | $870000.00         | $132.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL449277                               | 2029-02-01      | 6.0000%  | 0.0000% | $65703.00          | $33.62             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442294                               | 2028-10-01      | 6.0000%  | 0.0000% | $410373.00         | $324.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL434957                               | 2028-07-01      | 6.0000%  | 0.0000% | $670000.00         | $176.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $5000.00           | $235.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT3874                               | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $130.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL656871                               | 2032-08-01      | 6.5000%  | 0.0000% | $90000.00          | $273.28            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545304                               | 2031-11-01      | 7.5000%  | 0.0000% | $2112447.00        | $954.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566834                               | 2031-07-01      | 6.5000%  | 0.0000% | $58528.00          | $66.51             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL648565                               | 2031-04-01      | 7.5000%  | 0.0000% | $681214.00         | $3321.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL688330                               | 2033-03-01      | 6.0000%  | 0.0000% | $1985268.00        | $4046.31           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252806                               | 2029-10-01      | 7.5000%  | 0.0000% | $3535632.00        | $2176.55           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494                               | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1608.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL844415                               | 2035-10-01      | 5.5000%  | 0.0000% | $29009.00          | $377.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545762                               | 2032-07-01      | 6.5000%  | 0.0000% | $1669933.00        | $1817.95           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535193                               | 2030-03-01      | 7.5000%  | 0.0000% | $66226.00          | $27.91             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL753589                               | 2033-11-01      | 6.5000%  | 0.0000% | $99000.00          | $393.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-01      | 6.0000%  | 0.0000% | $558469.00         | $11.06             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL659490                               | 2033-02-01      | 6.0000%  | 0.0000% | $25000.00          | $94.03             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL484683                               | 2029-02-01      | 6.0000%  | 0.0000% | $238553.00         | $222.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL763798                               | 2034-03-01      | 5.5000%  | 0.0000% | $340000.00         | $3753.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555202                               | 2033-01-01      | 6.5000%  | 0.0000% | $479000.00         | $489.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3010                               | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $941.97            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL597418                               | 2031-09-01      | 7.0000%  | 0.0000% | $116037.00         | $145.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL498610                               | 2029-05-01      | 6.0000%  | 0.0000% | $10000.00          | $12.14             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813660                               | 2035-02-01      | 6.0000%  | 0.0000% | $102360.00         | $1816.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL609648                               | 2031-11-01      | 6.5000%  | 0.0000% | $89840.00          | $142.05            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90049 G                               | 2042-08-01      | 3.5000%  | 0.0000% | $3680628.00        | $716496.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL751182                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $4313.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580040                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $633.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL812977                               | 2035-02-01      | 6.5000%  | 0.0000% | $54756.00          | $2444.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL563097                               | 2030-09-01      | 6.5000%  | 0.0000% | $280000.00         | $235.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636758                               | 2032-05-01      | 6.5000%  | 0.0000% | $154000.00         | $86.48             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545491                               | 2032-02-01      | 7.5000%  | 0.0000% | $4049391.00        | $1900.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL748115                               | 2033-10-01      | 6.0000%  | 0.0000% | $400000.00         | $2565.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505121                               | 2029-07-01      | 6.5000%  | 0.0000% | $150000.00         | $102.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL437394                               | 2028-09-01      | 6.5000%  | 0.0000% | $30000.00          | $29.97             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD3984                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $698.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0311                               | 2046-03-01      | 4.5000%  | 0.0000% | $33024.00          | $1637.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0178                               | 2046-01-01      | 4.5000%  | 0.0000% | $32931.00          | $2484.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1916                               | 2048-06-01      | 5.0000%  | 0.0000% | $1564000.00        | $400119.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1849                               | 2048-05-01      | 4.0000%  | 0.0000% | $1011736.00        | $503011.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8675                               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $576.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3872                               | 2049-07-01      | 3.5000%  | 0.0000% | $14000.00          | $1307.83           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBCA3138                               | 2049-02-01      | 5.8560%  | 0.0000% | $1000.00           | $84.73             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7529                               | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $590.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK7819                               | 2030-11-01      | 3.0000%  | 0.0000% | $1000.00           | $89.83             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9959                               | 2044-04-01      | 5.0000%  | 0.0000% | $11442.00          | $1865.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2727                               | 2047-02-01      | 3.5000%  | 0.0000% | $29506.00          | $3850.31           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZA3803                               | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $69.32             | Agency Mortgage-Backed Securities         |
| FEPC 09.500 CLZI1642                               | 2027-09-01      | 9.5000%  | 0.0000% | $400000.00         | $3496.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8845                               | 2027-08-01      | 5.0000%  | 0.0000% | $47625.00          | $49.84             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8836                               | 2027-08-01      | 6.0000%  | 0.0000% | $250000.00         | $558.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4758                               | 2048-03-01      | 3.0000%  | 0.0000% | $6000.00           | $850.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8676                               | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $116.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8883                               | 2028-03-01      | 6.0000%  | 0.0000% | $125000.00         | $497.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8859                               | 2027-12-01      | 6.0000%  | 0.0000% | $71620.00          | $142.22            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK7288                               | 2030-04-01      | 3.0000%  | 0.0000% | $1000.00           | $78.53             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8861                               | 2028-01-01      | 6.0000%  | 0.0000% | $376200.00         | $417.25            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZT1324                               | 2031-02-01      | 3.0000%  | 0.0000% | $1000.00           | $100.33            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55740 G                               | 2030-01-01      | 7.0000%  | 0.0000% | $402542.00         | $668.14            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1953                               | 2049-05-01      | 4.5000%  | 0.0000% | $15000.00          | $1340.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3717                               | 2035-05-01      | 4.5000%  | 0.0000% | $66744.00          | $407.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8073                               | 2038-09-01      | 5.5000%  | 0.0000% | $150000.00         | $4211.91           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C59341 G                               | 2031-10-01      | 8.0000%  | 0.0000% | $42153.00          | $237.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2093                               | 2028-09-01      | 6.0000%  | 0.0000% | $1084452.00        | $2372.15           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8694                               | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $89.21             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1970                               | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $183.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3125                               | 2039-12-01      | 5.5000%  | 0.0000% | $183044.00         | $3399.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1958                               | 2026-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $467.51            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3858                               | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1254.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7563                               | 2031-12-01      | 3.0000%  | 0.0000% | $1024.00           | $54.34             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04617 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $43444.00          | $643.48            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01276 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $70000.00          | $55.45             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C66709 G                               | 2032-05-01      | 7.5000%  | 0.0000% | $13737.00          | $74.47             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C35683 G                               | 2030-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $2268.73           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01098 G                               | 2030-01-01      | 8.0000%  | 0.0000% | $516285.00         | $200.25            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C36261 G                               | 2030-02-01      | 8.5000%  | 0.0000% | $2241546.00        | $502.22            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09098 G                               | 2037-10-01      | 6.5000%  | 0.0000% | $401000.00         | $853.42            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01943 G                               | 2035-10-01      | 6.0000%  | 0.0000% | $11555.00          | $99.26             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64936 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $71700.00          | $45.70             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39584 G                               | 2030-07-01      | 8.5000%  | 0.0000% | $765000.00         | $2763.25           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04628 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $3414.00           | $105.01            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A17241 G                               | 2033-12-01      | 6.0000%  | 0.0000% | $29773.00          | $186.42            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G                               | 2045-01-01      | 3.5000%  | 0.0000% | $11000.00          | $891.91            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C66957 G                               | 2032-05-01      | 6.5000%  | 0.0000% | $595944.00         | $95.90             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66164 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $45000.00          | $603.47            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01641 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $12000.00          | $56.95             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01724 G                               | 2034-04-01      | 7.0000%  | 0.0000% | $42916.00          | $272.04            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01501 G                               | 2032-09-01      | 7.0000%  | 0.0000% | $57692.00          | $186.53            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C63171 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $151376.00         | $943.29            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55711 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $1108904.00        | $3074.50           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T61610 G                               | 2043-06-01      | 3.0000%  | 0.0000% | $50647.00          | $1052.82           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C64920 G                               | 2032-03-01      | 7.0000%  | 0.0000% | $25381.00          | $277.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3401                               | 2035-08-01      | 5.0000%  | 0.0000% | $110754.00         | $627.77            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C35676 G                               | 2030-01-01      | 8.5000%  | 0.0000% | $1824000.00        | $497.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI0448                               | 2033-08-01      | 6.5000%  | 0.0000% | $250000.00         | $2900.88           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C32288 G                               | 2029-10-01      | 7.5000%  | 0.0000% | $10000.00          | $3.83              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57765 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $469492.00         | $280.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9358                               | 2039-10-01      | 4.5000%  | 0.0000% | $12000.00          | $252.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8828                               | 2033-01-01      | 5.5000%  | 0.0000% | $346541.00         | $2013.70           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09070 G                               | 2037-09-01      | 6.5000%  | 0.0000% | $299674.00         | $758.11            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00583 G                               | 2027-12-01      | 6.0000%  | 0.0000% | $8000.00           | $1.34              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7996                               | 2038-08-01      | 6.0000%  | 0.0000% | $30000.00          | $399.97            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01437 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $106365.00         | $303.54            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00951 G                               | 2028-07-01      | 6.0000%  | 0.0000% | $130000.00         | $53.22             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01168 G                               | 2031-01-01      | 7.0000%  | 0.0000% | $2065561.00        | $212.21            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01486 G                               | 2032-12-01      | 6.5000%  | 0.0000% | $151435.00         | $285.61            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC D82064 G                               | 2027-09-01      | 7.0000%  | 0.0000% | $209955.00         | $157.23            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01947 G                               | 2035-05-01      | 7.0000%  | 0.0000% | $4959.00           | $49.12             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC N31025 G                               | 2033-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $1152.80           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08370 G                               | 2039-10-01      | 5.5000%  | 0.0000% | $4316.00           | $84.67             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C09071 G                               | 2045-02-01      | 4.0000%  | 0.0000% | $15000.00          | $633.50            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67305 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $59000.00          | $324.62            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A15678 G                               | 2033-11-01      | 7.0000%  | 0.0000% | $40000.00          | $201.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4668                               | 2035-10-01      | 5.0000%  | 0.0000% | $275000.00         | $2248.23           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67215 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $43105.00          | $85.35             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C61298 G                               | 2031-11-01      | 8.0000%  | 0.0000% | $152123.00         | $1041.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7982                               | 2038-08-01      | 6.0000%  | 0.0000% | $337891.00         | $3029.59           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC H09059 G                               | 2037-08-01      | 7.0000%  | 0.0000% | $295000.00         | $778.59            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8782                               | 2039-05-01      | 4.0000%  | 0.0000% | $14000.00          | $120.68            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4593                               | 2035-09-01      | 4.5000%  | 0.0000% | $26000.00          | $141.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-05-31      | 4.5000%  | 0.0000% | $2300.00           | $2377.71           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-01-31      | 4.2500%  | 0.0000% | $1100.00           | $1120.51           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-12-31      | 3.7500%  | 0.0000% | $500.00            | $499.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips)        |
| GNMI SF 686678 X                                   | 2038-05-15      | 5.0000%  | 0.0000% | $8000.00           | $115.39            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-04-15      | 0.1250%  | 0.0000% | $216730400.00      | $249978004.84      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-10-31      | 4.1250%  | 0.0000% | $1100.00           | $1102.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2033-02-28      | 3.7500%  | 0.0000% | $1000.00           | $977.94            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips)        |
| GNMI SF 596673 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $85000.00          | $106.74            | Agency Mortgage-Backed Securities         |
| GNII SF DL5154 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $6017576.00        | $6191132.71        | Agency Mortgage-Backed Securities         |
| GNII SF AI4167 C                                   | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $4894.99           | Agency Mortgage-Backed Securities         |
| GNII SF DQ6386 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $780195.00         | $822215.61         | Agency Mortgage-Backed Securities         |
| GNII SF DI0175 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $864972.00         | $729624.16         | Agency Mortgage-Backed Securities         |
| GNMI SF 677209 X                                   | 2038-08-15      | 5.5000%  | 0.0000% | $917202.00         | $43878.40          | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M                                   | 2055-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1848.06           | Agency Mortgage-Backed Securities         |
| GNII JM MA9294 M                                   | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $101.20            | Agency Mortgage-Backed Securities         |
| GNII SF DN6451 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1061.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA8649 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $2000.00           | $931.50            | Agency Mortgage-Backed Securities         |
| GNII SF DH4683 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $3000.00           | $3151.02           | Agency Mortgage-Backed Securities         |
| GNII SF DF2833 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.62           | Agency Mortgage-Backed Securities         |
| GNII SF DC0468 C                                   | 2054-05-20      | 6.5000%  | 0.0000% | $4008.00           | $848.76            | Agency Mortgage-Backed Securities         |
| GNCL CL DD8090                                     | 2067-05-15      | 5.8000%  | 0.0000% | $3002.00           | $3178.55           | Agency Mortgage-Backed Securities         |
| GNII SF DN0546 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1040414.00        | $1129664.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA7539 M                                   | 2051-08-20      | 5.0000%  | 0.0000% | $457001.00         | $119536.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA8351 M                                   | 2052-09-20      | 6.5000%  | 0.0000% | $2000.00           | $858.52            | Agency Mortgage-Backed Securities         |
| GNII SF DM1525 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $560228.00         | $588829.32         | Agency Mortgage-Backed Securities         |
| GNII SF DN5576 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2069.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA8946 M                                   | 2053-06-20      | 4.5000%  | 0.0000% | $6503.00           | $5191.86           | Agency Mortgage-Backed Securities         |
| GNII SF DN2072 C                                   | 2052-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2103.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF4667                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2190                               | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $147.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.58             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMB0289                               | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3452.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8123                               | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9035                               | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.37           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2023                               | 2054-05-01      | 5.5000%  | 0.0000% | $17270240.00       | $15807444.66       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1060                               | 2050-09-01      | 4.5000%  | 0.0000% | $20527520.00       | $18320039.31       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4219.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8839                               | 2043-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1814.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3839                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $217.17            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2189                               | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1599.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL5542                               | 2031-04-01      | 5.5000%  | 0.0000% | $109395.00         | $1180.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8204                               | 2046-03-01      | 4.5000%  | 0.0000% | $8756.00           | $206.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8206                               | 2043-01-01      | 4.5000%  | 0.0000% | $11000.00          | $1275.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP4887                               | 2042-09-01      | 3.5000%  | 0.0000% | $73780.00          | $3617.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5696                               | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $168.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1847                               | 2049-01-01      | 4.0000%  | 0.0000% | $7556400.00        | $4633176.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7240                               | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $765.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2031                               | 2054-09-01      | 5.5000%  | 0.0000% | $5762904.00        | $5539943.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6095                               | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $659.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0631                               | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2496.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4157                               | 2052-07-01      | 4.0000%  | 0.0000% | $4627.00           | $3558.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3805                               | 2041-11-01      | 3.5000%  | 0.0000% | $7890208.00        | $930171.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL661968                               | 2032-10-01      | 6.5000%  | 0.0000% | $122806.00         | $372.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA2886                               | 2031-12-01      | 3.0000%  | 0.0000% | $1002.00           | $166.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL901690                               | 2036-10-01      | 6.0000%  | 0.0000% | $41679.00          | $194.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0827                               | 2046-04-01      | 4.5000%  | 0.0000% | $4654.00           | $626.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAW9153                               | 2044-07-01      | 5.0000%  | 0.0000% | $38000.00          | $4344.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3057                               | 2047-07-01      | 3.5000%  | 0.0000% | $4000.00           | $407.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $207.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA3484                               | 2048-08-01      | 6.0000%  | 0.0000% | $6897.00           | $509.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD8057                               | 2040-06-01      | 5.0000%  | 0.0000% | $25000.00          | $1655.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6497                               | 2046-01-01      | 4.5000%  | 0.0000% | $17500000.00       | $1549807.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3527                               | 2048-11-01      | 5.0000%  | 0.0000% | $20000.00          | $1553.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $11000.00          | $1115.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3008                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $327.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3589                               | 2034-02-01      | 4.0000%  | 0.0000% | $34000.00          | $2487.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670551                               | 2032-08-01      | 6.5000%  | 0.0000% | $1489615.00        | $1714.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC1921                               | 2039-09-01      | 4.0000%  | 0.0000% | $8217.00           | $284.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU7258                               | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $171.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995477                               | 2029-01-01      | 5.5000%  | 0.0000% | $454464.00         | $1037.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0213                               | 2029-12-01      | 5.5000%  | 0.0000% | $492433.00         | $2365.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE9432                               | 2040-12-01      | 4.0000%  | 0.0000% | $346316.00         | $2700.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL983284                               | 2038-05-01      | 5.5000%  | 0.0000% | $36000.00          | $175.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929962                               | 2038-09-01      | 6.0000%  | 0.0000% | $29000.00          | $638.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $43000.00          | $720.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599                               | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1554.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992144                               | 2038-10-01      | 6.0000%  | 0.0000% | $225000.00         | $213.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL8062                               | 2029-06-01      | 5.5000%  | 0.0000% | $133067.00         | $52.29             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0314                               | 2033-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1238.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966347                               | 2037-12-01      | 6.0000%  | 0.0000% | $106000.00         | $1444.06           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD2886                               | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $737.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942165                               | 2037-07-01      | 6.0000%  | 0.0000% | $379671.00         | $1847.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2092.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAD7679                               | 2040-10-01      | 3.5000%  | 0.0000% | $25056.00          | $1316.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2161                               | 2029-12-01      | 3.5000%  | 0.0000% | $11000.00          | $758.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL943728                               | 2037-10-01      | 6.5000%  | 0.0000% | $49222.00          | $51.19             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $116000.00         | $2714.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC1329                               | 2039-03-01      | 4.5000%  | 0.0000% | $190206.00         | $1617.39           | Agency Mortgage-Backed Securities         |
| FNRM RC064QH R01F064                               | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $4012.05           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL814522                               | 2035-04-01      | 4.5000%  | 0.0000% | $117960.00         | $1491.29           | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $415.67            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAV1710                               | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $167.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252439                               | 2029-04-01      | 6.5000%  | 0.0000% | $58500.00          | $32.35             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256751                               | 2027-06-01      | 5.5000%  | 0.0000% | $1073591.00        | $1104.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257239                               | 2028-06-01      | 5.5000%  | 0.0000% | $716699.00         | $2145.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL775296                               | 2034-05-01      | 4.5000%  | 0.0000% | $9000.00           | $108.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL251613                               | 2028-04-01      | 6.5000%  | 0.0000% | $198500.00         | $31.33             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254416                               | 2032-06-01      | 7.5000%  | 0.0000% | $2099702.00        | $2170.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252715                               | 2029-08-01      | 6.5000%  | 0.0000% | $410165.00         | $248.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL653359                               | 2032-09-01      | 6.5000%  | 0.0000% | $221003.00         | $317.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252255                               | 2029-02-01      | 6.5000%  | 0.0000% | $196000.00         | $123.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256802                               | 2027-07-01      | 5.5000%  | 0.0000% | $800000.00         | $890.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL747417                               | 2033-10-01      | 6.0000%  | 0.0000% | $1168627.00        | $2356.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL403503                               | 2028-04-01      | 6.5000%  | 0.0000% | $374400.00         | $165.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU0080                               | 2043-09-01      | 4.0000%  | 0.0000% | $61468.00          | $3882.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257339                               | 2048-07-01      | 6.0000%  | 0.0000% | $163882.00         | $961.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745283                               | 2036-01-01      | 5.5000%  | 0.0000% | $28000.00          | $334.75            | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $86.24             | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL253836                               | 2031-06-01      | 6.0000%  | 0.0000% | $5779042.00        | $4211.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5665                               | 2043-09-01      | 4.5000%  | 0.0000% | $24038.00          | $1906.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810426                               | 2035-03-01      | 6.0000%  | 0.0000% | $10000.00          | $39.44             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257367                               | 2028-09-01      | 5.5000%  | 0.0000% | $2174824.00        | $4963.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $13867.00          | $686.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256896                               | 2027-09-01      | 5.5000%  | 0.0000% | $465000.00         | $233.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725866                               | 2034-09-01      | 4.5000%  | 0.0000% | $54000.00          | $589.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882533                               | 2036-05-01      | 6.0000%  | 0.0000% | $9101.00           | $21.83             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL374459                               | 2027-03-01      | 6.5000%  | 0.0000% | $185700.00         | $9.86              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAX3613                               | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $154.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831872                               | 2036-11-01      | 6.5000%  | 0.0000% | $4000.00           | $19.22             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL253894                               | 2031-07-01      | 6.5000%  | 0.0000% | $134615.00         | $89.38             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304                               | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3087.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL866049                               | 2036-03-01      | 5.5000%  | 0.0000% | $270000.00         | $1603.28           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL252926                               | 2029-12-01      | 8.0000%  | 0.0000% | $50000.00          | $18.63             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878201                               | 2036-09-01      | 6.0000%  | 0.0000% | $25000.00          | $226.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871256                               | 2036-04-01      | 6.0000%  | 0.0000% | $1006528.00        | $4041.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $30000.00          | $2609.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256653                               | 2027-03-01      | 6.5000%  | 0.0000% | $1583003.00        | $685.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323995                               | 2029-10-01      | 6.0000%  | 0.0000% | $5000.00           | $2.25              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844838                               | 2036-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2259.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8046                               | 2055-05-01      | 5.5000%  | 0.0000% | $2464.00           | $2249.29           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD3459                               | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $807.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0859                               | 2047-12-01      | 3.5000%  | 0.0000% | $5000.00           | $675.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1726                               | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $642.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1681                               | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.14           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNRD5076                               | 2031-12-01      | 2.0000%  | 0.0000% | $1000.00           | $397.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2090                               | 2054-08-01      | 5.5000%  | 0.0000% | $446958.00         | $331000.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3491                               | 2040-04-01      | 5.0000%  | 0.0000% | $1452082.00        | $1314203.69        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD9270                               | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $865.89            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487                               | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $876.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX7732                               | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $895.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL658351                               | 2033-05-01      | 6.0000%  | 0.0000% | $89266.00          | $651.68            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323705                               | 2029-04-01      | 7.5000%  | 0.0000% | $1250000.00        | $312.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX0086                               | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $726.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3421                               | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1494.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6009                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $833.15            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4119                               | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $646.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9591                               | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $810.43            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNRD0018                               | 2032-01-01      | 2.0000%  | 0.0000% | $1000.00           | $244.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX4083                               | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $901.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0841                               | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $741.20            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD0111                               | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $762.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2054                               | 2048-07-01      | 4.5000%  | 0.0000% | $12000.00          | $982.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1666                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2337                               | 2048-09-01      | 4.5000%  | 0.0000% | $1023.00           | $240.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4131                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $754.61            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD0219                               | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4626                               | 2045-08-01      | 3.5000%  | 0.0000% | $34000.00          | $3133.94           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3106                               | 2042-05-01      | 3.5000%  | 0.0000% | $8000.00           | $966.61            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL4675                               | 2043-01-01      | 4.0000%  | 0.0000% | $28064.00          | $2063.02           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C25638 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $1570.00           | $1.59              | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C43909 G                               | 2030-10-01      | 8.0000%  | 0.0000% | $82984.00          | $131.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ7043                               | 2033-03-01      | 6.0000%  | 0.0000% | $1066986.00        | $1291.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8807                               | 2026-08-01      | 5.0000%  | 0.0000% | $4300000.00        | $148.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599                               | 2045-01-01      | 3.5000%  | 0.0000% | $18000.00          | $1457.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3798                               | 2029-07-01      | 6.5000%  | 0.0000% | $100000.00         | $70.93             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0066                               | 2041-05-01      | 5.0000%  | 0.0000% | $3000.00           | $566.01            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754                               | 2048-02-01      | 3.0000%  | 0.0000% | $24000.00          | $3167.91           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5582                               | 2032-01-01      | 6.0000%  | 0.0000% | $5161301.00        | $1550.50           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C48005 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $1585475.00        | $1499.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3095                               | 2040-05-01      | 6.0000%  | 0.0000% | $115202.00         | $1169.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK7477                               | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $69.46             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8815                               | 2027-01-01      | 6.0000%  | 0.0000% | $3988000.00        | $2192.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9115                               | 2028-05-01      | 6.0000%  | 0.0000% | $135808.00         | $2680.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6826                               | 2033-01-01      | 6.0000%  | 0.0000% | $1856705.00        | $3443.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4582                               | 2044-09-01      | 4.0000%  | 0.0000% | $10000.00          | $617.75            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54261 G                               | 2031-07-01      | 7.0000%  | 0.0000% | $115224.00         | $1191.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK9056                               | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $166.85            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZL0249                               | 2037-03-01      | 4.0000%  | 0.0000% | $26000.00          | $4311.77           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54269 G                               | 2031-07-01      | 7.0000%  | 0.0000% | $12000.00          | $25.84             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C51923 G                               | 2031-05-01      | 6.0000%  | 0.0000% | $236000.00         | $194.93            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C29244 G                               | 2029-07-01      | 7.0000%  | 0.0000% | $50000.00          | $35.06             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4372                               | 2039-03-01      | 6.0000%  | 0.0000% | $337410.00         | $2645.85           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C32282 G                               | 2029-10-01      | 7.0000%  | 0.0000% | $105000.00         | $63.73             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3477                               | 2035-09-01      | 5.5000%  | 0.0000% | $46043.00          | $326.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ5522                               | 2031-12-01      | 5.0000%  | 0.0000% | $950000.00         | $3269.28           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8672                               | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $111.62            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C48569 G                               | 2031-03-01      | 8.5000%  | 0.0000% | $323808.00         | $279.69            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80852 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $15952.00          | $304.85            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZJ9339                               | 2031-03-01      | 4.5000%  | 0.0000% | $112971.00         | $2398.88           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5591                               | 2032-01-01      | 6.5000%  | 0.0000% | $984976.00         | $2103.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0029                               | 2047-05-01      | 3.0000%  | 0.0000% | $10400000.00       | $2734564.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3881                               | 2041-06-01      | 5.5000%  | 0.0000% | $22000.00          | $1329.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0411                               | 2028-07-01      | 6.0000%  | 0.0000% | $100335.00         | $25.82             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1334                               | 2037-03-01      | 6.0000%  | 0.0000% | $638588.00         | $3377.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1997                               | 2027-04-01      | 5.0000%  | 0.0000% | $3800000.00        | $4198.24           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CNZS7999                               | 2028-01-01      | 3.5000%  | 0.0000% | $11400000.00       | $271371.68         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4100                               | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1327.26           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C37140 G                               | 2030-03-01      | 8.5000%  | 0.0000% | $153535.00         | $291.56            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01186 G                               | 2031-06-01      | 6.0000%  | 0.0000% | $300000.00         | $222.63            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8026                               | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $120.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3351                               | 2041-10-01      | 4.0000%  | 0.0000% | $10017.00          | $925.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3788                               | 2029-07-01      | 6.0000%  | 0.0000% | $3000000.00        | $2825.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK9066                               | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $202.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5602                               | 2031-12-01      | 6.0000%  | 0.0000% | $5056971.00        | $4704.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ6588                               | 2032-11-01      | 5.5000%  | 0.0000% | $26000.00          | $71.41             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4540                               | 2043-11-01      | 4.0000%  | 0.0000% | $3000.00           | $170.05            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57485 G                               | 2031-08-01      | 7.0000%  | 0.0000% | $50070.00          | $36.14             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6778                               | 2037-11-01      | 6.0000%  | 0.0000% | $91986.00          | $600.85            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C00569 G                               | 2027-11-01      | 8.0000%  | 0.0000% | $94500.00          | $6.22              | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C34785 G                               | 2029-12-01      | 8.0000%  | 0.0000% | $705000.00         | $154.55            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01317 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $571095.00         | $199.49            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04626 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $18149.00          | $84.24             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08775 G                               | 2047-08-01      | 4.0000%  | 0.0000% | $3000.00           | $315.55            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01186 G                               | 2031-02-01      | 7.5000%  | 0.0000% | $130000.00         | $18.21             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C37627 G                               | 2030-04-01      | 8.5000%  | 0.0000% | $952263.00         | $617.68            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41674 G                               | 2030-08-01      | 8.0000%  | 0.0000% | $3749446.00        | $1014.83           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01443 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $79400.00          | $74.23             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C75528 G                               | 2033-01-01      | 7.5000%  | 0.0000% | $248315.00         | $1362.15           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C18457 G                               | 2028-12-01      | 6.0000%  | 0.0000% | $495000.00         | $360.97            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C77416 G                               | 2033-03-01      | 6.0000%  | 0.0000% | $461000.00         | $1296.48           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G01220 G                               | 2031-03-01      | 8.5000%  | 0.0000% | $208083.00         | $29.52             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01136 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $125320.00         | $55.79             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01166 G                               | 2031-04-01      | 6.0000%  | 0.0000% | $30653.00          | $28.47             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H01774 G                               | 2037-09-01      | 6.5000%  | 0.0000% | $1205000.00        | $2192.40           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQB6836                               | 2050-12-01      | 5.0000%  | 0.0000% | $1000.00           | $409.30            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8043                               | 2050-02-01      | 2.5000%  | 0.0000% | $5000.00           | $1174.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7564                               | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $759.19            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CNRD5093                               | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $412.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7270                               | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $842.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4763                               | 2052-12-01      | 6.0000%  | 0.0000% | $313758.00         | $236932.99         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543                               | 2051-08-01      | 2.5000%  | 0.0000% | $3352568.00        | $1902155.44        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CNRD5102                               | 2032-06-01      | 3.0000%  | 0.0000% | $1000.00           | $409.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI4110                               | 2054-04-01      | 6.5000%  | 0.0000% | $2040.00           | $1291.45           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8065                               | 2050-05-01      | 4.5000%  | 0.0000% | $11000.00          | $2332.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8914                               | 2027-12-01      | 6.0000%  | 0.0000% | $195791.00         | $437.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331                               | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1439.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420                               | 2054-04-01      | 5.5000%  | 0.0000% | $1012.00           | $740.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7899                               | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9297                               | 2037-07-01      | 4.0000%  | 0.0000% | $5000.00           | $772.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4047                               | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $783.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7592                               | 2031-12-01      | 3.0000%  | 0.0000% | $1000.00           | $138.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4351                               | 2038-09-01      | 5.5000%  | 0.0000% | $385791.00         | $4882.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8406                               | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3300.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8421                               | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1226.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9174                               | 2029-01-01      | 6.0000%  | 0.0000% | $8926.00           | $20.09             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1980                               | 2027-02-01      | 6.0000%  | 0.0000% | $2300000.00        | $2946.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4308                               | 2037-09-01      | 6.0000%  | 0.0000% | $150000.00         | $844.86            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0424                               | 2035-10-01      | 2.0000%  | 0.0000% | $1484000.00        | $575881.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8520                               | 2055-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1696.68           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0385                               | 2028-03-01      | 7.5000%  | 0.0000% | $117202.00         | $13.19             | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNSA0088                               | 2032-01-01      | 1.5000%  | 0.0000% | $1000.00           | $684.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2091                               | 2038-03-01      | 6.5000%  | 0.0000% | $525000.00         | $3551.48           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0593                               | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $509.02            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6483                               | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $683.80            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1032                               | 2046-04-01      | 4.5000%  | 0.0000% | $19016.00          | $4786.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2174                               | 2030-08-01      | 4.5000%  | 0.0000% | $39634.00          | $537.31            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1362                               | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $746.19            | Agency Mortgage-Backed Securities         |
| GNMI SP 781073 X                                   | 2029-07-15      | 7.5000%  | 0.0000% | $67687.00          | $26.87             | Agency Mortgage-Backed Securities         |
| GNII SF DM3571 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $11932816.00       | $12367764.12       | Agency Mortgage-Backed Securities         |
| GNMI SF 680663 X                                   | 2038-01-15      | 5.0000%  | 0.0000% | $198166.00         | $3052.19           | Agency Mortgage-Backed Securities         |
| GNMI SF 552311 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $50000.00          | $99.49             | Agency Mortgage-Backed Securities         |
| GNMI SF 550685 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $26416.00          | $259.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 744018 X                                   | 2041-01-15      | 5.0000%  | 0.0000% | $256922.00         | $2198.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 557580 X                                   | 2031-07-15      | 6.0000%  | 0.0000% | $25000.00          | $825.57            | Agency Mortgage-Backed Securities         |
| GNMI SF 711228 X                                   | 2040-03-15      | 5.0000%  | 0.0000% | $87605.00          | $3938.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 713876 X                                   | 2039-08-15      | 4.0000%  | 0.0000% | $78000.00          | $2567.80           | Agency Mortgage-Backed Securities         |
| GNII SF DL5208 C                                   | 2055-11-20      | 5.5000%  | 0.0000% | $5122.00           | $5180.48           | Agency Mortgage-Backed Securities         |
| GNMI SF 485384 X                                   | 2031-04-15      | 6.0000%  | 0.0000% | $139066.00         | $71.36             | Agency Mortgage-Backed Securities         |
| GNMI SF 708706 X                                   | 2039-04-15      | 4.0000%  | 0.0000% | $25000.00          | $908.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 542003 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $100000.00         | $752.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4698                               | 2052-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2118.65           | Agency Mortgage-Backed Securities         |
| GNPL PN DM0345                                     | 2060-10-15      | 5.5100%  | 0.0000% | $1033000.00        | $1075406.62        | Agency Mortgage-Backed Securities         |
| GNMI SF 490149 X                                   | 2029-03-15      | 6.0000%  | 0.0000% | $65000.00          | $110.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 679371 X                                   | 2038-04-15      | 5.0000%  | 0.0000% | $26429.00          | $598.19            | Agency Mortgage-Backed Securities         |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1583.57           | Agency Collateralized Mortgage Obligation |
| GNII JM MA6330 M                                   | 2049-12-20      | 3.5000%  | 0.0000% | $1000.00           | $102.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA6219 M                                   | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $112.02            | Agency Mortgage-Backed Securities         |
| GNII JM MA6530 M                                   | 2050-03-20      | 2.5000%  | 0.0000% | $1000.00           | $82.82             | Agency Mortgage-Backed Securities         |
| GNMI SF CL6189 X                                   | 2052-03-15      | 4.0000%  | 0.0000% | $1669.00           | $978.31            | Agency Mortgage-Backed Securities         |
| GNMI SF 764598 X                                   | 2041-08-15      | 5.0000%  | 0.0000% | $16707.00          | $2383.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7790                               | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $838.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4556                               | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1019.64           | Agency Mortgage-Backed Securities         |
| GNMI SF 779104 X                                   | 2042-04-15      | 3.5000%  | 0.0000% | $1116.00           | $43.52             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7390                               | 2056-03-01      | 5.5000%  | 0.0000% | $25466016.00       | $25529622.68       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8122                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities         |
| GNPL PN CM8623                                     | 2057-06-15      | 2.9200%  | 0.0000% | $3825272.00        | $3263393.65        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1375                                     | 2058-02-15      | 5.0400%  | 0.0000% | $2000.00           | $1962.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS0471                               | 2033-05-01      | 3.5000%  | 0.0000% | $2000.00           | $583.04            | Agency Mortgage-Backed Securities         |
| GNPL PN CO3177                                     | 2057-08-15      | 3.8500%  | 0.0000% | $237314.00         | $215519.85         | Agency Mortgage-Backed Securities         |
| GNII SF BQ3224 C                                   | 2049-09-20      | 4.5000%  | 0.0000% | $2000.00           | $1030.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5035                               | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $216.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1569                               | 2048-04-01      | 4.5000%  | 0.0000% | $18000.00          | $4928.01           | Agency Mortgage-Backed Securities         |
| GNPL PN CI8956                                     | 2058-04-15      | 4.3500%  | 0.0000% | $4906200.00        | $4618451.20        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050                               | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3031.65           | Agency Mortgage-Backed Securities         |
| GNPL PN CG6827                                     | 2058-02-15      | 4.3500%  | 0.0000% | $1000.00           | $940.89            | Agency Mortgage-Backed Securities         |
| GNPL PN CP0907                                     | 2063-03-15      | 5.2000%  | 0.0000% | $3001.00           | $3004.07           | Agency Mortgage-Backed Securities         |
| GNPL PN CI9400                                     | 2057-06-15      | 3.2000%  | 0.0000% | $5754200.00        | $5002880.29        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6063                               | 2051-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3090.81           | Agency Mortgage-Backed Securities         |
| GNII SF BF4747 C                                   | 2048-03-20      | 4.0000%  | 0.0000% | $1000.00           | $251.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4251                               | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $429.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFM3463                               | 2036-12-01      | 3.5000%  | 0.0000% | $5000.00           | $1244.09           | Agency Mortgage-Backed Securities         |
| GNMI SF BK1105 X                                   | 2048-11-15      | 4.0000%  | 0.0000% | $1001356.00        | $357525.33         | Agency Mortgage-Backed Securities         |
| GNII MH AD0022 C                                   | 2038-03-20      | 3.5000%  | 0.0000% | $2000.00           | $569.47            | Agency Mortgage-Backed Securities         |
| GNMI SF AE7779 X                                   | 2043-09-15      | 3.5000%  | 0.0000% | $3000.00           | $561.82            | Agency Mortgage-Backed Securities         |
| GNII SF BK5879 C                                   | 2048-11-20      | 4.5000%  | 0.0000% | $3599000.00        | $76037.86          | Agency Mortgage-Backed Securities         |
| GNPL PN CL6608                                     | 2057-05-15      | 2.5700%  | 0.0000% | $119551.00         | $100150.30         | Agency Mortgage-Backed Securities         |
| GNII SF DN6693 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.91           | Agency Mortgage-Backed Securities         |
| GNII SF BM9078 C                                   | 2049-08-20      | 4.0000%  | 0.0000% | $5024592.00        | $1226568.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM8543                               | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $477.40            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2284 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2000.00           | $2070.72           | Agency Mortgage-Backed Securities         |
| GNII SF DP3045 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $4032.00           | $4091.35           | Agency Mortgage-Backed Securities         |
| GNII SF DQ9004 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $3006.00           | $3164.11           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5967 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $2859852.00        | $2965126.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4703                               | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3594.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA5192 M                                   | 2048-05-20      | 4.0000%  | 0.0000% | $1005.00           | $82.27             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4421                               | 2052-06-01      | 3.0000%  | 0.0000% | $1251.00           | $847.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8521                               | 2036-09-01      | 2.0000%  | 0.0000% | $1641000.00        | $844366.01         | Agency Mortgage-Backed Securities         |
| GNMI SF AL2144 X                                   | 2045-02-15      | 4.0000%  | 0.0000% | $1000.00           | $88.03             | Agency Mortgage-Backed Securities         |
| GNII SF BM1354 C                                   | 2049-07-20      | 3.5000%  | 0.0000% | $5230.00           | $2100.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA6218 M                                   | 2049-10-20      | 3.0000%  | 0.0000% | $1001.00           | $148.41            | Agency Mortgage-Backed Securities         |
| GNII SF BM1773 C                                   | 2049-04-20      | 4.5000%  | 0.0000% | $2000.00           | $418.78            | Agency Mortgage-Backed Securities         |
| GNMI SF CQ4341 X                                   | 2052-09-15      | 4.5000%  | 0.0000% | $4000.00           | $3080.99           | Agency Mortgage-Backed Securities         |
| GNII SF BK1663 C                                   | 2048-12-20      | 5.0000%  | 0.0000% | $58000.00          | $2348.82           | Agency Mortgage-Backed Securities         |
| GNII SF DP6345 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $2001.00           | $2030.69           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4155 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1003.00           | $1038.28           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5933 C                                   | 2056-03-20      | 5.0000%  | 0.0000% | $1001.00           | $1008.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940717                               | 2037-10-01      | 6.0000%  | 0.0000% | $37151.00          | $423.71            | Agency Mortgage-Backed Securities         |
| GNII SF DQ4020 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1156890.00        | $1207252.38        | Agency Mortgage-Backed Securities         |
| GNPL PN CP1391                                     | 2058-02-15      | 5.2500%  | 0.0000% | $2676252.00        | $2651676.19        | Agency Mortgage-Backed Securities         |
| GNII SF DP3570 C                                   | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $1021.30           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4321 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2072.54           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7457 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1052.69           | Agency Mortgage-Backed Securities         |
| GNII SF BK8886 C                                   | 2049-04-20      | 4.5000%  | 0.0000% | $1002.00           | $218.72            | Agency Mortgage-Backed Securities         |
| GNII SF DL5487 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $1001.00           | $1024.49           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8992 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3000.00           | $3112.23           | Agency Mortgage-Backed Securities         |
| GNII SF MB0122 M                                   | 2040-01-20      | 5.5000%  | 0.0000% | $1000.00           | $715.45            | Agency Mortgage-Backed Securities         |
| GNII SF BV9798 C                                   | 2039-08-20      | 6.0000%  | 0.0000% | $2000.00           | $682.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510                               | 2043-07-01      | 4.0000%  | 0.0000% | $20888.00          | $2860.75           | Agency Mortgage-Backed Securities         |
| GNII SF DQ9819 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $3001.00           | $3069.63           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1316                               | 2042-12-01      | 2.5000%  | 0.0000% | $15028.00          | $2494.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5772                               | 2040-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1540.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4933                               | 2053-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1493.21           | Agency Mortgage-Backed Securities         |
| GNII SF BW4741 C                                   | 2050-09-20      | 2.5000%  | 0.0000% | $255000.00         | $106802.27         | Agency Mortgage-Backed Securities         |
| GNII SF DQ4259 C                                   | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $998.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3846                               | 2048-04-01      | 4.5000%  | 0.0000% | $1602130.00        | $459774.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6578                               | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $264.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5540                               | 2050-04-01      | 3.0000%  | 0.0000% | $5911000.00        | $2249894.12        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3191                               | 2047-11-01      | 4.0000%  | 0.0000% | $45228.00          | $4826.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $380220.00         | $3913.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5143                               | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $2670.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6895                               | 2040-06-01      | 4.5000%  | 0.0000% | $5472.00           | $177.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0781                               | 2063-12-01      | 3.0000%  | 0.0000% | $1000.00           | $702.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE8783                               | 2040-12-01      | 4.0000%  | 0.0000% | $49765.00          | $4847.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $33000.00          | $171.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672415                               | 2032-09-01      | 6.5000%  | 0.0000% | $50000.00          | $302.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BM6731                               | 2059-08-01      | 4.0000%  | 0.0000% | $9115790.00        | $4852924.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2831                               | 2054-11-01      | 6.5000%  | 0.0000% | $3274000.00        | $2944389.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM4146                               | 2029-12-01      | 5.5000%  | 0.0000% | $37135.00          | $229.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5098                               | 2048-12-01      | 5.0000%  | 0.0000% | $3000.00           | $537.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0046                               | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1783.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4131                               | 2033-05-01      | 3.5000%  | 0.0000% | $33750000.00       | $7690818.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ3700                               | 2050-09-01      | 3.0000%  | 0.0000% | $13417.00          | $4787.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM5153                               | 2038-10-01      | 5.5000%  | 0.0000% | $108605.00         | $3723.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440                               | 2038-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1213.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6547                               | 2056-02-01      | 5.5000%  | 0.0000% | $1469842.00        | $1491096.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4938                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $668.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU2433                               | 2051-10-01      | 3.0000%  | 0.0000% | $1063520.00        | $415046.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6123                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.74           | Agency Mortgage-Backed Securities         |
| GNMI SF 760098 X                                   | 2041-05-15      | 4.0000%  | 0.0000% | $18513.00          | $2919.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4236                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.25            | Agency Mortgage-Backed Securities         |

### Security 256: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5H5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5H5
- **C.18 - Value (incl. sponsor support):** $1101000000.00
- **C.18.a - Value (excl. sponsor support):** $1101000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-06-30      | 4.0000%  | 0.0000% | $7428700.00        | $7536488.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $467000000.00      | $443012965.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $634498400.00      | $642891595.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $22694100.00       | $29579089.16       | U.S. Treasuries (including strips) |

### Security 257: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5J1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5J1
- **C.18 - Value (incl. sponsor support):** $2150000000.00
- **C.18.a - Value (excl. sponsor support):** $2150000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2029-04-30      | 4.6250%  | 0.0000% | $1523798800.00     | $1551897649.87     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $84708800.00       | $90575714.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $520799900.00      | $550526691.20      | U.S. Treasuries (including strips) |

### Security 258: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5M4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5M4
- **C.18 - Value (incl. sponsor support):** $679000000.00
- **C.18.a - Value (excl. sponsor support):** $679000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2030-01-15      | 0.1250%  | 0.0000% | $20000000.00       | $24278236.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $31860900.00       | $41526932.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $9000000.00        | $9793442.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $52964500.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $57311466.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $16265200.00       | $17768695.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $441609000.00      | $488936739.96      | U.S. Treasuries (including strips) |

### Security 259: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5Q5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5Q5
- **C.18 - Value (incl. sponsor support):** $323000000.00
- **C.18.a - Value (excl. sponsor support):** $323000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-03-31      | 1.2500%  | 0.0000% | $346170500.00      | $329460123.01      | U.S. Treasuries (including strips) |

### Security 260: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 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: ARP1HC5T9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5T9
- **C.18 - Value (incl. sponsor support):** $1402000000.00
- **C.18.a - Value (excl. sponsor support):** $1402000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSL4058   | 2056-01-01      | 5.0000%  | 0.0000% | $37722220.00       | $37275228.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9593   | 2053-10-01      | 6.0000%  | 0.0000% | $53689664.00       | $36403469.05       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5392   | 2053-07-01      | 6.5000%  | 0.0000% | $53020025.00       | $37174022.54       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4349   | 2049-10-01      | 3.5000%  | 0.0000% | $107280000.00      | $37590032.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5303   | 2052-12-01      | 6.0000%  | 0.0000% | $58110447.00       | $37564601.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6920   | 2053-08-01      | 6.0000%  | 0.0000% | $49998000.00       | $37695356.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6696   | 2053-07-01      | 5.5000%  | 0.0000% | $48618320.00       | $36414503.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $49286334.00       | $36905317.67       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5859   | 2053-03-01      | 6.0000%  | 0.0000% | $56713016.00       | $37085875.55       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0813   | 2047-11-01      | 3.5000%  | 0.0000% | $200264704.00      | $35688071.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4113   | 2053-03-01      | 4.5000%  | 0.0000% | $51027540.00       | $36508947.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4742   | 2056-03-01      | 5.5000%  | 0.0000% | $35942000.00       | $36287109.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549   | 2053-06-01      | 6.5000%  | 0.0000% | $27661003.00       | $18959806.26       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $142684672.00      | $35907247.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5737   | 2050-05-01      | 3.5000%  | 0.0000% | $84746496.00       | $37784199.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9980   | 2055-12-01      | 5.5000%  | 0.0000% | $37793120.00       | $37701807.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1085   | 2055-05-01      | 5.0000%  | 0.0000% | $37360168.00       | $36552333.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6717   | 2053-07-01      | 4.5000%  | 0.0000% | $45243328.00       | $37085488.06       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4839   | 2052-06-01      | 3.0000%  | 0.0000% | $42142144.00       | $37081322.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4917   | 2056-04-01      | 5.5000%  | 0.0000% | $35727486.00       | $36230798.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7905   | 2053-10-01      | 5.5000%  | 0.0000% | $45432960.00       | $36304978.56       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $74440640.00       | $35580067.28       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0812   | 2047-12-01      | 3.5000%  | 0.0000% | $250127356.00      | $35553360.63       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630   | 2050-08-01      | 2.0000%  | 0.0000% | $76973568.00       | $37160728.49       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $57495700.00       | $56002306.69       | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQG6361   | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $36329257.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5331   | 2054-03-01      | 6.0000%  | 0.0000% | $46033370.00       | $36080983.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4279   | 2053-10-01      | 5.0000%  | 0.0000% | $48876731.00       | $36334756.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7982   | 2046-09-01      | 3.0000%  | 0.0000% | $244884480.00      | $36930647.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2865   | 2052-09-01      | 5.0000%  | 0.0000% | $49995000.00       | $36635050.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $49990936.00       | $36596450.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6874   | 2053-08-01      | 6.0000%  | 0.0000% | $48705000.00       | $36393116.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4436   | 2056-01-01      | 5.0000%  | 0.0000% | $36459941.00       | $35842656.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5915   | 2040-12-01      | 4.5000%  | 0.0000% | $39915537.00       | $37247445.42       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771   | 2047-11-01      | 3.5000%  | 0.0000% | $83468967.00       | $11816333.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0263   | 2055-02-01      | 5.0000%  | 0.0000% | $41897840.00       | $36365328.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $46509795.00       | $35598031.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5318   | 2050-03-01      | 3.5000%  | 0.0000% | $93322880.00       | $36390107.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083   | 2053-12-01      | 5.5000%  | 0.0000% | $44783543.00       | $36881187.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8119   | 2054-03-01      | 5.0000%  | 0.0000% | $46990007.00       | $37572624.63       | Agency Mortgage-Backed Securities  |

### Security 261: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5U6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5U6
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2034-07-15      | 1.8750%  | 0.0000% | $179475700.00      | $189720011.99      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC684, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC684
- **C.18 - Value (incl. sponsor support):** $322000000.00
- **C.18.a - Value (excl. sponsor support):** $322000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-01-31      | 3.5000%  | 0.0000% | $47081900.00       | $47143340.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-04-30      | 4.1250%  | 0.0000% | $75000000.00       | $74472750.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $203818700.00      | $206823973.50      | U.S. Treasuries (including strips) |

### Security 263: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC7R1, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1HC7R1
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-03-31      | 4.1250%  | 0.0000% | $46200.00          | $46523.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $875000.00         | $872637.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $5995000.00        | $6096911.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $74670100.00       | $73266474.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1982000.00        | $1888010.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1900.00           | $1664.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1522700.00        | $1467806.00        | U.S. Treasuries (including strips) |

### Security 264: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 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: ARP1HC7V2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1HC7V2
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2029-08-31      | 3.6250%  | 0.0000% | $7500.00           | $7470.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $9500.00           | $9568.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $2437600.00        | $2437324.17        | U.S. Treasuries (including strips) |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $2550088.00        | $380707.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374   | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $452.26            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5536   | 2030-11-01      | 4.0800%  | 0.0000% | $1073.00           | $1064.74           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8202   | 2028-04-01      | 4.1400%  | 0.0000% | $21912.00          | $21728.39          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4805   | 2056-03-01      | 5.5000%  | 0.0000% | $1244.00           | $1263.12           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $25300.00          | $25290.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $58300.00          | $57552.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $997.97            | U.S. Treasuries (including strips) |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $2011136.00        | $891578.43         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7658   | 2053-12-01      | 7.0000%  | 0.0000% | $2961.00           | $1878.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM8958   | 2030-06-01      | 2.9700%  | 0.0000% | $7512373.00        | $7065463.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $517583.00         | $332918.44         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $34200.00          | $38356.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $11400.00          | $11339.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2059400.00        | $1955500.48        | U.S. Treasuries (including strips) |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8290   | 2053-01-01      | 6.0000%  | 0.0000% | $93951.00          | $55858.16          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $1000.00           | $872.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $1834.00           | $1034.73           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $33734600.00       | $34692695.82       | U.S. Treasuries (including strips) |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $6126.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2336   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $872.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3337   | 2055-12-01      | 6.0000%  | 0.0000% | $1694.00           | $1705.89           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $27800.00          | $29631.75          | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $648.25            | Agency Mortgage-Backed Securities  |

### Security 265: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC866, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1HC866
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $956000.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2600.00           | $2546.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2019721.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $57900.00          | $57067.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $133.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $1700000.00        | $2216822.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $203900.00         | $203349.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3426200.00        | $2894007.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $62700.00          | $133417.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6302308.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $41499600.00       | $50733895.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1503600.00        | $1485440.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $96.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $1600.00           | $1544.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $243100.00         | $245450.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1000.00           | $983.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $94.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1128.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $40507600.00       | $40753262.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $881500.00         | $888086.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $927500.00         | $883457.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1143.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $607800.00         | $611711.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $7431300.00        | $7360872.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $5274600.00        | $5407262.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $208200.00         | $260036.24         | U.S. Treasuries (including strips) |

### Security 266: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 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: ARP1HC8B5, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1HC8B5
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 CLRJ0149   | 2053-10-01      | 3.5000%  | 0.0000% | $1000.00           | $758.95            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $11224200.00       | $12218598.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $47549900.00       | $65673200.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $356800.00         | $267694.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $22262000.00       | $16702397.34       | U.S. Treasuries (including strips) |

### Security 267: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC8P4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC8P4
- **C.18 - Value (incl. sponsor support):** $1389000000.00
- **C.18.a - Value (excl. sponsor support):** $1389000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2043-11-15      | 3.7500%  | 0.0000% | $46334600.00       | $40640639.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $146027000.00      | $108373656.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $10407800.00       | $10386706.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $176956500.00      | $174952209.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $764000.00         | $766262.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3300.00           | $3292.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $20740600.00       | $21147281.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1000.00           | $963.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $200.00            | $200.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $71900.00          | $62486.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $2800.00           | $2827.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $2622800.00        | $2699695.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $8527700.00        | $6292382.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $245487400.00      | $209866005.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $7000.00           | $6891.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $36022000.00       | $34204641.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $72093700.00       | $70030091.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $45395200.00       | $43888210.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $30970000.00       | $29503179.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $96835300.00       | $96447087.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $201912400.00      | $117196094.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $500.00            | $496.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $30144000.00       | $29117828.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $2924800.00        | $2963029.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $199.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $39200.00          | $37583.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $244992100.00      | $242657627.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $3800.00           | $3765.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $10800.00          | $11023.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $18341300.00       | $17847973.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $400.00            | $347.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $88298400.00       | $50077854.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $98051700.00       | $54237971.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $6645000.00        | $6944843.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $300.00            | $305.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $1875700.00        | $1879121.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $12048200.00       | $12360983.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $827700.00         | $860029.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $900.00            | $873.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $985.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $2500.00           | $2515.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $50000.00          | $50594.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $9782600.00        | $6851248.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $24000.00          | $23212.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $24000000.00       | $24378548.70       | U.S. Treasuries (including strips) |

### Security 268: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 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: ARP1HC8U3, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1HC8U3
- **C.18 - Value (incl. sponsor support):** $326000000.00
- **C.18.a - Value (excl. sponsor support):** $326000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 05.000 CLCC2333   | 2056-04-01      | 5.0000%  | 0.0000% | $218716.00         | $217344.06         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4190   | 2055-05-01      | 6.0000%  | 0.0000% | $3811901.00        | $3560789.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $925.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1334.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $508.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $470.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $863.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2035.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2373   | 2056-04-01      | 5.0000%  | 0.0000% | $6409991.00        | $6321421.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $947.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $4278.00           | $1453.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $711.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $218.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6768   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $280.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $150.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140   | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $567.35            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $308.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $942.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1037.00           | $551.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $798.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3554.00           | $2651.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $853.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747   | 2042-02-01      | 4.0000%  | 0.0000% | $1064.00           | $71.37             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.59            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLRJ6426   | 2056-04-01      | 5.5000%  | 0.0000% | $80624301.00       | $81736558.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $102970.00         | $68047.79          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6113   | 2056-02-01      | 5.0000%  | 0.0000% | $26328240.00       | $25859337.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $1440320.00        | $1227532.26        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7446   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $854.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0837   | 2055-01-01      | 6.0000%  | 0.0000% | $1007.00           | $842.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $858.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $272.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1789   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $591.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6403   | 2054-01-01      | 6.5000%  | 0.0000% | $10274697.00       | $5281058.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $808.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $561.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9994   | 2053-10-01      | 6.0000%  | 0.0000% | $28287472.00       | $21311914.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $781.24            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB8934   | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $53462.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1001.00           | $911.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $865.45            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8135   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $471.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7550   | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $615.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $545.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2157   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $789.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6344   | 2054-09-01      | 5.5000%  | 0.0000% | $1501855.00        | $1264075.44        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1952.00           | $1217.22           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $830.85            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD2105   | 2051-05-01      | 1.5000%  | 0.0000% | $1555.00           | $954.09            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1525.00           | $170.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0121   | 2047-08-01      | 4.0000%  | 0.0000% | $1120.00           | $242.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6425   | 2056-04-01      | 5.5000%  | 0.0000% | $24335394.00       | $24753343.59       | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1442075.00        | $701729.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9676   | 2047-05-01      | 4.0000%  | 0.0000% | $25996700.00       | $3616856.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $442.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ0633   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $249.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3258   | 2052-04-01      | 3.5000%  | 0.0000% | $1120.00           | $726.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $484.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8064   | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $196.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I6BF0682   | 2062-09-01      | 3.5000%  | 0.0000% | $1008.00           | $642.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $856.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $787.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1825   | 2055-02-01      | 5.5000%  | 0.0000% | $11305856.00       | $9226210.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $72652.00          | $41316.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $840.38            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7333   | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $142.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6516   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9810   | 2052-10-01      | 5.5000%  | 0.0000% | $1183503.00        | $920322.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2371   | 2056-04-01      | 5.0000%  | 0.0000% | $34280501.00       | $34083067.93       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484   | 2047-05-01      | 4.0000%  | 0.0000% | $1023.00           | $188.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA0884   | 2053-09-01      | 5.5000%  | 0.0000% | $3290465.00        | $2921135.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922   | 2052-06-01      | 4.0000%  | 0.0000% | $2620556.00        | $1927497.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284   | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $248.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $562.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5046   | 2036-07-01      | 6.0000%  | 0.0000% | $9306.00           | $28.23             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $237.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $760.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $729.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $786.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $130.02            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $828.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393   | 2046-04-01      | 4.5000%  | 0.0000% | $1070.00           | $1038.80           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3882   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $528.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8360   | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $290.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1748.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3115.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2375   | 2055-07-01      | 6.0000%  | 0.0000% | $9898046.00        | $8420492.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $875.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1038.00           | $828.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1076.00           | $847.40            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $720.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $744.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3315   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $739.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $563.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1072.00           | $390.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $139.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $543.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9345   | 2055-06-01      | 6.5000%  | 0.0000% | $1384.00           | $1430.85           | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1000.00           | $96.34             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $735.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $602.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $585.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3121   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $640.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $400.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $774.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $1999.00           | $350.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $192.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8367   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $743.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1008.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $504.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106   | 2051-05-25      | 2.5000%  | 0.0000% | $14000.00          | $10304.60          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $766.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5578   | 2052-05-01      | 3.0000%  | 0.0000% | $47000.00          | $32725.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $959.83            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1002.00           | $194.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $242173.00         | $162123.00         | Agency Mortgage-Backed Securities  |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $4659840.00        | $2197181.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $132247567.00      | $80027393.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $589.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4428   | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $179.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2784.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1136.52           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $144.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256   | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5248.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1678.88           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $829.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $843.43            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $631.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $935.06            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB0584   | 2036-12-01      | 1.5000%  | 0.0000% | $1833.00           | $990.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5337   | 2047-07-01      | 3.5000%  | 0.0000% | $2989.00           | $951.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $301.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $389.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4905   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $180.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $471.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856   | 2054-06-01      | 5.5000%  | 0.0000% | $3549.00           | $3186.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $745.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $909.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1002.00           | $175.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $198.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ5323   | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $108.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $150.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4926   | 2044-02-01      | 4.0000%  | 0.0000% | $12254.00          | $1510.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $253.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $212.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $275.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378   | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $153.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $778.38            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5931   | 2054-06-01      | 7.0000%  | 0.0000% | $1230778.00        | $580015.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6424   | 2056-04-01      | 5.5000%  | 0.0000% | $2335366.00        | $2378429.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $689.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1120.00           | $258.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $232.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4705   | 2056-02-01      | 5.5000%  | 0.0000% | $16933437.00       | $16673390.84       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $2998.00           | $513.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1101   | 2035-05-01      | 3.0000%  | 0.0000% | $1177052.00        | $109014.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $273.67            | Agency Mortgage-Backed Securities  |

### Security 269: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.660000%
- **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: ARP1HC8V1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC8V1
- **C.18 - Value (incl. sponsor support):** $981000000.00
- **C.18.a - Value (excl. sponsor support):** $981000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $11734746.00       | $9167420.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0074 | 2055-12-01      | 4.5000%  | 0.0000% | $280246001.00      | $265844332.62      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $328827148.00      | $267809956.70      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $591178773.00      | $467608443.75      | Agency Mortgage-Backed Securities |

### Security 270: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCA14, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1HCA14
- **C.18 - Value (incl. sponsor support):** $726000000.00
- **C.18.a - Value (excl. sponsor support):** $726000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2032-10-31      | 3.7500%  | 0.0000% | $1045300.00        | $1019868.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $3537000.00        | $3559037.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $82788000.00       | $84195346.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8333%  | 0.0000% | $50000600.00       | $50076850.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $2810700.00        | $2881392.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $40000.00          | $36887.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $500000.00         | $499702.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $900400.00         | $894681.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $8407900.00        | $9217279.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $2800000.00        | $2805613.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $393900.00         | $292332.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $212293900.00      | $211482872.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $554900.00         | $559476.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $1535900.00        | $1536864.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $2100.00           | $2770.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | 0.0000% | $84681300.00       | $84433871.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $878500.00         | $872471.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $23000000.00       | $22786648.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $12300.00          | $12148.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.8033%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $48754800.00       | $48913309.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $124000.00         | $126969.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $708800.00         | $719721.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $11837900.00       | $11159553.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $1809000.00        | $1823182.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $300.00            | $300.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $13100.00          | $9071.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | 0.0000% | $250000.00         | $235451.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $313600.00         | $251197.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $927600.00         | $976191.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $500.00            | $485.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $186.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $30000.00          | $44792.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $23959600.00       | $23731294.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $5827000.00        | $5670270.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $12000000.00       | $11595293.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $661200.00         | $660352.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $144.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $900.00            | $559.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $3200000.00        | $3201305.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $18600.00          | $18316.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $33792700.00       | $34281239.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $52434900.00       | $56135352.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $27000.00          | $27625.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $1539000.00        | $1558279.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $11000.00          | $10876.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $69400.00          | $77773.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $1900.00           | $1521.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $400000.00         | $395577.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $972000.00         | $949356.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $5250100.00        | $5293866.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $50000.00          | $79571.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | 0.0000% | $869300.00         | $865304.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $650000.00         | $639889.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $28247800.00       | $27780992.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $76900.00          | $127643.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $211400.00         | $137599.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $25000200.00       | $25530238.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $300700.00         | $321961.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $189.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $500.00            | $573.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.06             | U.S. Treasuries (including strips) |

### Security 271: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 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: ARP1HCA22, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1HCA22
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 05.500 CLCB5583 | 2052-11-01      | 5.5000%  | 0.0000% | $434231.00         | $285087.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5385 | 2050-03-01      | 4.5000%  | 0.0000% | $114000.00         | $14543.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8551 | 2052-06-01      | 3.0000%  | 0.0000% | $9094000.00        | $6918161.51        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1120 | 2047-08-01      | 3.0000%  | 0.0000% | $525000.00         | $424693.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9119 | 2054-09-01      | 5.5000%  | 0.0000% | $19000.00          | $16935.12          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  | 0.0000% | $620000.00         | $560440.18         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3574 | 2051-07-01      | 2.5000%  | 0.0000% | $27000.00          | $16813.66          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0985 | 2049-08-01      | 4.5000%  | 0.0000% | $4327840.00        | $3762159.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888692 | 2036-09-01      | 5.5000%  | 0.0000% | $110000.00         | $1357.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0353 | 2030-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $11490.84          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $1970000.00        | $1483981.98        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM2549 | 2033-01-01      | 2.5000%  | 0.0000% | $102000.00         | $17194.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1689 | 2055-12-01      | 5.0000%  | 0.0000% | $22598592.00       | $21400698.14       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $95000.00          | $11684.00          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4132 | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $70137.48          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $830000.00         | $57368.27          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $201309.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $12000.00          | $3151.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  | 0.0000% | $3423000.00        | $743833.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW7264 | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1279693.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5182 | 2052-07-01      | 3.0000%  | 0.0000% | $4376104.00        | $3828467.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889733 | 2038-07-01      | 6.0000%  | 0.0000% | $927478.00         | $15705.19          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1706 | 2055-05-01      | 5.5000%  | 0.0000% | $20000.00          | $20031.05          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT2761 | 2051-08-01      | 2.5000%  | 0.0000% | $239000.00         | $124751.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-12-25      | 4.6952%  | 0.0000% | $10000000.00       | $8532366.46        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA1451 | 2054-10-01      | 6.0000%  | 0.0000% | $18842560.00       | $14623317.64       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $2519764.00        | $741467.09         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6052 | 2055-09-01      | 6.0000%  | 0.0000% | $16225860.00       | $12861151.04       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4354 | 2052-08-01      | 5.0000%  | 0.0000% | $1678200.00        | $1180541.70        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8488 | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $549.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM3247 | 2045-10-01      | 4.5000%  | 0.0000% | $104000.00         | $31465.09          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $3.50              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  | 0.0000% | $262139.00         | $15.01             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  | 0.0000% | $15041.00          | $1845.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $132000.00         | $37837.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  | 0.0000% | $28000.00          | $16610.41          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $40000.00          | $24234.51          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6485 | 2051-12-01      | 3.0000%  | 0.0000% | $3563920.00        | $2552287.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  | 0.0000% | $400000.00         | $300512.51         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2310 | 2048-09-01      | 5.0000%  | 0.0000% | $2055000.00        | $1248995.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  | 0.0000% | $1125000.00        | $993557.71         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $775000.00         | $636471.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5837 | 2053-09-01      | 5.5000%  | 0.0000% | $1400000.00        | $1023937.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6110 | 2053-04-01      | 6.5000%  | 0.0000% | $100000.00         | $54718.11          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  | 0.0000% | $72546.00          | $56310.52          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $749000.00         | $678799.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $55000.00          | $36423.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL776648 | 2034-05-01      | 5.5000%  | 0.0000% | $1503870.00        | $2604.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CI890434 | 2027-07-01      | 3.0000%  | 0.0000% | $197989.00         | $1448.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735224 | 2035-02-01      | 5.5000%  | 0.0000% | $575000.00         | $4041.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $1094000.00        | $628155.32         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $26000.00          | $18462.41          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6456 | 2053-11-01      | 6.0000%  | 0.0000% | $35439.00          | $27725.18          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR0938 | 2043-01-01      | 3.0000%  | 0.0000% | $51918.00          | $3237.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | 0.0000% | $278513.00         | $162374.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  | 0.0000% | $800000.00         | $216258.03         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7997 | 2054-02-01      | 6.0000%  | 0.0000% | $43500000.00       | $34806302.63       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  | 0.0000% | $1390528.00        | $691467.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $14000.00          | $1217.79           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  | 0.0000% | $102000.00         | $62587.66          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7736 | 2050-11-01      | 2.5000%  | 0.0000% | $125000.00         | $53050.36          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $2210000.00        | $391574.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA5176 | 2051-02-01      | 4.0000%  | 0.0000% | $2636432.00        | $2489720.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8491 | 2054-07-01      | 5.5000%  | 0.0000% | $1170000.00        | $982925.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU9893 | 2052-01-01      | 3.0000%  | 0.0000% | $4271288.00        | $2252744.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL545444 | 2031-11-01      | 5.5000%  | 0.0000% | $250000.00         | $828.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9394 | 2047-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $83410.83          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $229376.00         | $81.22             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8703 | 2032-02-01      | 2.5000%  | 0.0000% | $238078.00         | $35340.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  | 0.0000% | $16000.00          | $2911.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $30000.00          | $21370.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7482 | 2048-04-01      | 4.5000%  | 0.0000% | $62000.00          | $26638.61          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $10000.00          | $6015.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2635 | 2052-01-01      | 2.5000%  | 0.0000% | $214247.00         | $133166.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0727 | 2039-08-01      | 6.0000%  | 0.0000% | $159999.00         | $3211.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $1107852.00        | $198396.76         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $4975000.00        | $2842208.75        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0913 | 2031-11-01      | 4.5000%  | 0.0000% | $5400000.00        | $203192.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1306 | 2048-07-01      | 4.5000%  | 0.0000% | $470000.00         | $67766.89          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4264 | 2050-09-01      | 2.5000%  | 0.0000% | $2915500.00        | $1377740.03        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $25000.00          | $17522.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $16000.00          | $11615.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  | 0.0000% | $36728.00          | $8079.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $1934964.00        | $1470312.63        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  | 0.0000% | $1340000.00        | $190157.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $60000.00          | $43246.62          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $100000.00         | $84254.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL994637 | 2038-11-01      | 5.5000%  | 0.0000% | $3131864.00        | $10472.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1959 | 2034-07-01      | 3.5000%  | 0.0000% | $212000.00         | $14641.51          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9761 | 2055-08-01      | 6.0000%  | 0.0000% | $4428944.00        | $3844524.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $15000.00          | $12363.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  | 0.0000% | $23000.00          | $12652.66          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $44000.00          | $3101.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  | 0.0000% | $3216088.00        | $32631.27          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5833 | 2054-01-01      | 6.0000%  | 0.0000% | $6017536.00        | $4581881.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813957 | 2035-05-01      | 6.0000%  | 0.0000% | $321658.00         | $663.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $1042000.00        | $634779.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  | 0.0000% | $367500.00         | $91776.41          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  | 0.0000% | $18000.00          | $7101.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $18401440.00       | $16719114.05       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0978 | 2051-02-01      | 3.5000%  | 0.0000% | $4630392.00        | $3586109.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3862 | 2056-03-01      | 5.5000%  | 0.0000% | $7795975.00        | $7892239.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2699 | 2052-08-01      | 5.0000%  | 0.0000% | $1032462.00        | $789406.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1931 | 2052-02-01      | 2.5000%  | 0.0000% | $8000.00           | $4680.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2010 | 2052-05-01      | 3.0000%  | 0.0000% | $56000.00          | $36642.24          | Agency Mortgage-Backed Securities         |

### Security 272: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCAA4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1HCAA4
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2044-08-15      | 3.1250%  | 0.0000% | $18327300.00       | $14367432.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $214800.00         | $195095.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $31409600.00       | $27549741.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $82280400.00       | $81003389.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $297600.00         | $304396.10         | U.S. Treasuries (including strips) |

### Security 273: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCAP1, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1HCAP1
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-05-31      | 4.6250%  | 0.0000% | $79178900.00       | $82628417.96       | U.S. Treasuries (including strips) |

### Security 274: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 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: ARP1HCAR7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HCAR7
- **C.18 - Value (incl. sponsor support):** $141000000.00
- **C.18.a - Value (excl. sponsor support):** $141000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2026-07-31      | 4.3750%  | 0.0000% | $200.00            | $202.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $1500.00           | $1500.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $733500.00         | $733509.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $138.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $104556200.00      | $105674362.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $37538800.00       | $37410203.27       | U.S. Treasuries (including strips) |

### Security 275: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCAT3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HCAT3
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $300.00            | $391.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1063300.00        | $999939.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $19300.00          | $19587.16          | U.S. Treasuries (including strips) |

### Security 276: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 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: ARP1HCAW6, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1HCAW6
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2026-08-25      | 0.0000%  | 0.0000% | $2000.00           | $1976.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $70000000.00       | $35054264.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $93225200.00       | $65475634.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1389   | 2055-04-01      | 6.0000%  | 0.0000% | $3022336.00        | $2668401.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690   | 2054-11-01      | 5.0000%  | 0.0000% | $1388056.00        | $1233349.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $9297568.00        | $7159991.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025   | 2054-08-01      | 6.5000%  | 0.0000% | $1500.00           | $1188.05           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $2605100.00        | $2598128.75        | U.S. Treasuries (including strips) |
| GNII SF MA9486 M       | 2054-01-20      | 4.5000%  | 0.0000% | $1099650.00        | $961586.90         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.74             | U.S. Treasuries (including strips) |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $82851840.00       | $75750004.17       | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $25047360.00       | $23119997.47       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $245400.00         | $248872.66         | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSL2480   | 2055-08-01      | 6.0000%  | 0.0000% | $1619328.00        | $1361887.41        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1013.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $999700.00         | $991972.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $21400.00          | $12421.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1195500.00        | $908201.16         | U.S. Treasuries (including strips) |
| FNMS 04.500 I4BF0170   | 2057-02-01      | 4.5000%  | 0.0000% | $6429912.00        | $1557350.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834   | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $258.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0909   | 2054-09-01      | 6.0000%  | 0.0000% | $1030.00           | $893.40            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $300.00            | $212.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $973.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $214600.00         | $138671.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $45477100.00       | $46017183.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8023%  | 0.0000% | $10000000.00       | $10010640.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $2885400.00        | $2231268.01        | U.S. Treasuries (including strips) |
| GNII SF MA6656 M       | 2050-05-20      | 3.0000%  | 0.0000% | $3306810.00        | $761790.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701   | 2053-02-01      | 6.0000%  | 0.0000% | $4850742.00        | $3433136.59        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $500.00            | $491.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $626300.00         | $517859.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $620200.00         | $461979.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $161.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $13027600.00       | $12860414.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $8600800.00        | $7533632.69        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL1060   | 2055-04-01      | 5.5000%  | 0.0000% | $1088.00           | $964.25            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3736400.00        | $2751797.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $101500.00         | $70285.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-11      | 0.0000%  | 0.0000% | $7781000.00        | $7701548.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $856400.00         | $448445.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $17508000.00       | $23094653.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $5374900.00        | $5356487.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1500.00           | $729.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $61800.00          | $62284.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $175.42            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $3663972.00        | $3426393.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9664   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $989.25            | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X       | 2053-04-15      | 6.0000%  | 0.0000% | $57269.00          | $54456.64          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585   | 2055-06-01      | 6.0000%  | 0.0000% | $20566944.00       | $17394687.50       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $446900.00         | $447644.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8333%  | 0.0000% | $4609300.00        | $4616329.18        | U.S. Treasuries (including strips) |

### Security 277: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCB62, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1HCB62
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2030-07-31      | 3.8750%  | 0.0000% | $10400.00          | $10435.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $1209600.00        | $1182911.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $3256900.00        | $2252029.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $24629100.00       | $29761770.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $733300.00         | $734889.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $133.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $196.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $77168700.00       | $73168422.96       | U.S. Treasuries (including strips) |

### Security 278: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 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: ARP1HCB70, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1HCB70
- **C.18 - Value (incl. sponsor support):** $226000000.00
- **C.18.a - Value (excl. sponsor support):** $226000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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   | 2052-05-15      | 2.8750%  | 0.0000% | $1300.00           | $907.79            | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL2430     | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $946.37            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-05-15      | 1.6250%  | 0.0000% | $300.00            | $301.94            | U.S. Treasuries (including strips)        |
| GNII SF DN5621 C         | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| GNII ET DM5591 C         | 2065-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1040.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1564     | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $855.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8970     | 2054-08-01      | 5.0000%  | 0.0000% | $3696.00           | $3311.06           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9945     | 2055-02-01      | 4.5000%  | 0.0000% | $152832.00         | $136707.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI8360     | 2054-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1504.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG3796     | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.41           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLBX3789     | 2053-02-01      | 7.5000%  | 0.0000% | $1000.00           | $684.25            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS9585     | 2028-09-01      | 4.8150%  | 0.0000% | $1000.00           | $1012.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4022     | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.57           | Agency Mortgage-Backed Securities         |
| GNRA 2026-001 AF         | 2056-01-20      | 4.7401%  | 0.0000% | $513340.00         | $496270.05         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0996 M         | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.06            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-08-31      | 3.6250%  | 0.0000% | $900.00            | $890.43            | U.S. Treasuries (including strips)        |
| GNII SF CT5725 C         | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $823.77            | Agency Mortgage-Backed Securities         |
| GNII SF BX5449 C         | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $333.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M         | 2048-10-20      | 4.0000%  | 0.0000% | $1024.00           | $89.12             | Agency Mortgage-Backed Securities         |
| GNRA 2026-046 BF         | 2056-03-20      | 4.6401%  | 0.0000% | $4000.00           | $3899.27           | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL4247     | 2056-03-01      | 5.0000%  | 0.0000% | $25990473.00       | $25457909.28       | Agency Mortgage-Backed Securities         |
| GNII SF CV6286 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $856.23            | Agency Mortgage-Backed Securities         |
| GNII SF DQ9692 C         | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.23           | Agency Mortgage-Backed Securities         |
| GNII SF CZ8933 C         | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $484.01            | Agency Mortgage-Backed Securities         |
| GNMI SF 737796 X         | 2040-12-15      | 3.5000%  | 0.0000% | $1024.00           | $43.92             | Agency Mortgage-Backed Securities         |
| GNII SF 005304 M         | 2042-01-20      | 3.5000%  | 0.0000% | $1008.00           | $66.90             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN1233     | 2048-11-01      | 4.0000%  | 0.0000% | $10452295.00       | $1948244.16        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5546     | 2051-07-01      | 3.0000%  | 0.0000% | $1024.00           | $572.89            | Agency Mortgage-Backed Securities         |
| GNII SF CX8471 C         | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $681.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA9601 M         | 2054-04-20      | 3.5000%  | 0.0000% | $1024.00           | $730.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M         | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $632.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495     | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $72.27             | Agency Mortgage-Backed Securities         |
| GNII SF DJ4218 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA8957     | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0660     | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.56            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS9584     | 2028-09-01      | 4.8150%  | 0.0000% | $1000.00           | $1015.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2414     | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $89.18             | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M         | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $706.58            | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG         | 2054-07-20      | 4.9401%  | 0.0000% | $54815.00          | $23302.63          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-047 FV         | 2056-03-20      | 4.5401%  | 0.0000% | $1000.00           | $993.67            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLTA5181     | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.85           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA1975     | 2055-12-01      | 6.5000%  | 0.0000% | $1083.00           | $1132.11           | Agency Mortgage-Backed Securities         |
| GNRA 2025-215 FA         | 2055-12-20      | 4.6401%  | 0.0000% | $11565950.00       | $11333006.80       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ2624 C         | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.01           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305     | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $571.85            | Agency Mortgage-Backed Securities         |
| GNII SF CX6599 C         | 2053-10-20      | 7.0000%  | 0.0000% | $1008.00           | $609.10            | Agency Mortgage-Backed Securities         |
| GNMI SP 783279 X         | 2039-07-15      | 5.5000%  | 0.0000% | $1020.00           | $88.23             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5860     | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $423.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8833     | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $898.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6091     | 2056-02-01      | 5.0000%  | 0.0000% | $4924.00           | $4889.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470     | 2054-09-01      | 5.5000%  | 0.0000% | $143231.00         | $108387.88         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS9723     | 2028-10-01      | 5.2300%  | 0.0000% | $1000.00           | $1024.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6543     | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $719.48            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5421     | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $732.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2960     | 2056-01-01      | 6.0000%  | 0.0000% | $1164.00           | $1193.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8456     | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $545.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF8489     | 2053-03-01      | 5.0000%  | 0.0000% | $1308.00           | $1243.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4522     | 2055-08-01      | 7.5000%  | 0.0000% | $2099.00           | $2276.48           | Agency Mortgage-Backed Securities         |
| GNMI SP 783252 X         | 2040-09-15      | 5.0000%  | 0.0000% | $1024.00           | $53.33             | Agency Mortgage-Backed Securities         |
| GNII SF DQ9694 C         | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA2224 M         | 2044-09-20      | 4.0000%  | 0.0000% | $1154.00           | $72.30             | Agency Mortgage-Backed Securities         |
| GNRA 2025-120 FH         | 2055-07-20      | 4.8101%  | 0.0000% | $1042.00           | $992.43            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2045-05-15      | 5.0000%  | 0.0000% | $26700.00          | $27409.10          | U.S. Treasuries (including strips)        |
| GNII SF CU0335 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $639.26            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2031-11-15      | 1.3750%  | 0.0000% | $18169100.00       | $15815206.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2055-02-15      | 4.6250%  | 0.0000% | $141360700.00      | $134580252.02      | U.S. Treasuries (including strips)        |
| GNII SF MB0687 M         | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $997.99            | Agency Mortgage-Backed Securities         |
| GNII ET DJ1248 C         | 2065-05-20      | 7.0000%  | 0.0000% | $1110.00           | $962.72            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4872 C         | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5166     | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $613.27            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8967     | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.11           | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M         | 2054-02-20      | 6.0000%  | 0.0000% | $1024.00           | $543.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M         | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $116.48            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2031-02-15      | 1.1250%  | 0.0000% | $3410000.00        | $2986920.36        | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLBY8375     | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $549.42            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5054     | 2030-09-01      | 4.2500%  | 0.0000% | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3801     | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $974.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2335     | 2056-04-01      | 5.0000%  | 0.0000% | $1020.00           | $1012.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3752     | 2050-03-01      | 3.5000%  | 0.0000% | $1024.00           | $222.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX0467     | 2052-12-01      | 4.5000%  | 0.0000% | $1024.00           | $748.50            | Agency Mortgage-Backed Securities         |
| GNII SF DR8273 C         | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.23           | Agency Mortgage-Backed Securities         |
| GNII SF CV6949 C         | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $381.76            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $139.03            | U.S. Treasuries (including strips)        |
| GNII SF DH8947 C         | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $967.34            | Agency Mortgage-Backed Securities         |
| GNII SF MB0425 M         | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $738.54            | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M         | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $857.71            | Agency Mortgage-Backed Securities         |
| GNRA 2021-160 DF         | 2051-09-20      | 3.5000%  | 0.0000% | $1020.00           | $672.79            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-221 FA         | 2051-12-20      | 3.5000%  | 0.0000% | $33792576.00       | $23809820.78       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8162     | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $504.11            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3765     | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $421.09            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1508     | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $748.21            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8212     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-07-21      | 0.8000%  | 0.0000% | $1000.00           | $933.81            | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2055-12-25      | 4.8452%  | 0.0000% | $1000.00           | $968.25            | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL4138     | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2003     | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.51            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLTA7532     | 2056-02-01      | 7.0000%  | 0.0000% | $1002.00           | $1070.06           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1972     | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $913.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2069     | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $663.67            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543     | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $580.99            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2056-04-25      | 4.9452%  | 0.0000% | $1000.00           | $957.34            | Agency Collateralized Mortgage Obligation |
| FNRM RC030PY R13F030     | 2043-04-25      | 3.0000%  | 0.0000% | $1000.00           | $521.46            | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CLDE4523     | 2055-07-01      | 7.5000%  | 0.0000% | $1008.00           | $1087.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0852     | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $287.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2995     | 2047-05-01      | 4.0000%  | 0.0000% | $1010.00           | $94.41             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE7322     | 2055-07-01      | 7.0000%  | 0.0000% | $1002.00           | $905.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2224     | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $980.95            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4877     | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $498.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1202     | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $999.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0864     | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1020.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9482     | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $902.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5452     | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $717.77            | Agency Mortgage-Backed Securities         |
| GNII SF CX0785 C         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $793.98            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2031-02-28      | 4.2500%  | 0.0000% | $14802600.00       | $15021306.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLRQ0015     | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $678.31            | Agency Mortgage-Backed Securities         |

### Security 279: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCBD7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCBD7
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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% | $21400.00          | $21908.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $407900.00         | $385059.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $20600.00          | $20687.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $14300.00          | $10294.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $16024800.00       | $15883301.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.83             | U.S. Treasuries (including strips) |

### Security 280: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 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: ARP1HCBM7, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1HCBM7
- **C.18 - Value (incl. sponsor support):** $466000000.00
- **C.18.a - Value (excl. sponsor support):** $466000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 787827 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1000.00           | $505.01            | Agency Mortgage-Backed Securities         |
| GNII SP 783802 C       | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $131.11            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ7628   | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.20           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122   | 2036-10-01      | 1.5000%  | 0.0000% | $3609.00           | $1920.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6586   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $796.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4652   | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $982.80            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3249   | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $36.76             | Agency Mortgage-Backed Securities         |
| GNMI SF 753719 X       | 2040-09-15      | 4.0000%  | 0.0000% | $1000.00           | $41.42             | Agency Mortgage-Backed Securities         |
| GNMI SP 783094 X       | 2034-08-15      | 6.5000%  | 0.0000% | $1000.00           | $17.65             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124   | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1879.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7211   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7551   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $936.01            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4924   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $952.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $127.01            | Agency Mortgage-Backed Securities         |
| GNMI SF 642081 X       | 2036-07-15      | 6.5000%  | 0.0000% | $1000.00           | $53.71             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP6618   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $463.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4906   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3106   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI2854   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q49500 G   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $261.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9012   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $740.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH3203   | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $24.43             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61416 G   | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $235.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2611   | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $861.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA7470   | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $368.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4239   | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $379.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $1120.00           | $813.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $742.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1849   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $996.46            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3803   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1569   | 2048-04-01      | 5.0000%  | 0.0000% | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX7769   | 2053-03-01      | 5.0000%  | 0.0000% | $4134739.00        | $3306503.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2700   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1004.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7797   | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $726.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9747   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.92           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1893   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $831.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5644   | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9727   | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $931.33            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2127   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $974.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8557   | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1565.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3881   | 2052-06-01      | 5.0000%  | 0.0000% | $1024.00           | $705.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4163   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $803.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3606   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1479.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6030   | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.09           | Agency Mortgage-Backed Securities         |
| GNII SF DN4481 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4093   | 2040-08-01      | 2.0000%  | 0.0000% | $1000.00           | $413.85            | Agency Mortgage-Backed Securities         |
| GNMI SF BC1138 X       | 2047-08-15      | 4.0000%  | 0.0000% | $1000.00           | $458.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9976   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $846.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFA5106   | 2038-03-01      | 2.0000%  | 0.0000% | $1120.00           | $1017.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS4692   | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $494.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB9163   | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $123.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4042   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2868   | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $965.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4125   | 2051-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1786.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0132   | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $705.76            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ9083   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $965.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $850.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0446   | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $905.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4562   | 2053-10-01      | 5.0000%  | 0.0000% | $2024.00           | $2010.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2834   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $936.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5067   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1046   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $921.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672   | 2055-04-01      | 5.0000%  | 0.0000% | $1040.00           | $951.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4740   | 2049-12-01      | 3.0000%  | 0.0000% | $1280.00           | $366.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9723   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $804.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA8438   | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $40.63             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3989   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $925.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX8899   | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $967.55            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4216   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1299.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK6180   | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $311.11            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4224   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1290.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 3PSE9100   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $689.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8754   | 2054-06-01      | 5.5000%  | 0.0000% | $1040.00           | $954.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $347.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6716   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9085   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8707   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $790.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $767.60            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8498   | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $514.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3202   | 2053-06-01      | 5.5000%  | 0.0000% | $14081.00          | $10642.88          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-10-25      | 4.7452%  | 0.0000% | $1208924.00        | $1123876.40        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD1982   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $780.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0745   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $949.95            | Agency Mortgage-Backed Securities         |
| GNII SF 004695 M       | 2040-05-20      | 4.0000%  | 0.0000% | $1000.00           | $40.85             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4583   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1860.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4657   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $909.86            | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $463.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6079   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1332.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1717   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA8651 M       | 2053-02-20      | 7.0000%  | 0.0000% | $1000.00           | $301.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 732704 X       | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $94.39             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3831   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $783.74            | Agency Mortgage-Backed Securities         |
| GNII SF 736298 C       | 2032-06-20      | 6.0000%  | 0.0000% | $1000.00           | $67.33             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $764.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO2711   | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $85.08             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $151.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4518   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $801.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3826   | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $166.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3013   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8484   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $884.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2495   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6535   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $279.30            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7436   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $737.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO5368   | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-08-25      | 4.7952%  | 0.0000% | $23452352.00       | $22899626.92       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-12-25      | 4.8452%  | 0.0000% | $9454.00           | $8509.02           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCC1838   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596   | 2055-05-01      | 5.5000%  | 0.0000% | $2008.00           | $1669.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8754   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $848.23            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE9661   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1074.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $273.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6201   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $721.81            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-09-25      | 4.7952%  | 0.0000% | $18755452.00       | $18409572.75       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1702.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9047   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5827   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.84            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD8918   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1085.53           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC2652   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1084.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2541   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9834   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $929.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5546   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $745.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8946   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $690.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8608   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $923.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA3239   | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $286.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5342   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.34           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-09-25      | 4.7452%  | 0.0000% | $12657504.00       | $12403523.77       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLMA5233   | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $848.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2839   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $13570000.00       | $9221863.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $797.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1334   | 2052-07-01      | 4.5000%  | 0.0000% | $11238462.00       | $7481918.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3501   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $741.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1935   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6976   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $993.24            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE9835   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $865.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1327   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $990.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK7609   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $307.35            | Agency Mortgage-Backed Securities         |
| GNII SF 003162 M       | 2031-11-20      | 7.0000%  | 0.0000% | $25024.00          | $47.02             | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FY       | 2055-05-20      | 4.9401%  | 0.0000% | $29993890.00       | $26099534.96       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1681.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA6602 M       | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $173.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4605   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII JM 004918 M       | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $13.17             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5410   | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $921.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0658   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $879.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2526   | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $715.25            | Agency Mortgage-Backed Securities         |
| GNRA 2025-022 FG       | 2055-02-20      | 4.6901%  | 0.0000% | $5163280.00        | $4228435.50        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY6055   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1736.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3744   | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $104.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6113   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $982.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2717   | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2105.63           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0015   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $813.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6759   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.63           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL908133   | 2036-11-01      | 8.0000%  | 0.0000% | $1000.00           | $18.19             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY0117   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $897.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9401   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3718   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $191.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7307   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB4254   | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1320.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6085   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $722.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1600   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $343.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6054   | 2053-04-01      | 5.0000%  | 0.0000% | $1040.00           | $758.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9740   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $950.11            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0630   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $491.51            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4373   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $792.16            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1340.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8436   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $880.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $827.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ7716   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $737.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1109   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1952.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5063   | 2048-12-01      | 4.5000%  | 0.0000% | $1023.00           | $146.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8292   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $895.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4745   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $824.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $856.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106   | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $812.75            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5029   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $842.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710   | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5598   | 2045-01-01      | 5.5000%  | 0.0000% | $1000.00           | $691.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4310   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $700.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3325   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $707.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5825   | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1409.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1226   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $734.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M       | 2051-01-20      | 3.5000%  | 0.0000% | $1024.00           | $360.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX8571   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.59            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX8352   | 2055-03-01      | 7.0000%  | 0.0000% | $1008.00           | $632.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1586   | 2053-05-01      | 6.0000%  | 0.0000% | $157790045.00      | $126619517.78      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1380   | 2056-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.04           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ6497   | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $957.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8964   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.78           | Agency Mortgage-Backed Securities         |
| GNII SF 004617 M       | 2040-01-20      | 4.5000%  | 0.0000% | $1000.00           | $35.26             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0041   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $859.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $714.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1536   | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $902.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $970.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0739   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M       | 2051-03-20      | 3.5000%  | 0.0000% | $1024.00           | $384.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $696.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2211   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $629.90            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5108   | 2041-04-01      | 2.0000%  | 0.0000% | $1000.00           | $547.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY9133   | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1792.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4602   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $694.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1688   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4226   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $674.06            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $709.96            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $677.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $612.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6070   | 2050-06-01      | 2.0000%  | 0.0000% | $2144.00           | $867.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG2998   | 2056-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1933.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6416   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $847.52            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $632.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2804   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7694   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $540.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1716   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $972.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5008   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $787.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAQ3599   | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.83             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0786   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $582.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4200   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $979.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7342   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6317   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6219   | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1018.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9132   | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1997.71           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $357100.00         | $351267.76         | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB5640   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $822.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3328   | 2049-04-01      | 4.0000%  | 0.0000% | $1024.00           | $189.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8823   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $315.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG9387   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $865.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6275   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $707.97            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U95024 G   | 2042-06-01      | 4.5000%  | 0.0000% | $2000.00           | $243.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2884   | 2053-05-01      | 5.5000%  | 0.0000% | $6250255.00        | $4102270.78        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB1879   | 2040-12-01      | 4.5000%  | 0.0000% | $4038.00           | $4026.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7579   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $667.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7070   | 2051-04-01      | 3.0000%  | 0.0000% | $1040.00           | $502.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8873   | 2034-07-01      | 3.5000%  | 0.0000% | $1000.00           | $188.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1430   | 2052-04-01      | 3.5000%  | 0.0000% | $1040.00           | $646.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6069   | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $710.25            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX0995   | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6633   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1866   | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.72            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF1459   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.43           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CJMA2308   | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $56.31             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8609   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $985.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2201   | 2052-07-01      | 5.0000%  | 0.0000% | $11597373.00       | $9165265.16        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE9662   | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1087.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3862   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $595.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2827   | 2054-09-01      | 6.0000%  | 0.0000% | $2008.00           | $1930.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ6901   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584   | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1734.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8308   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $871.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0692   | 2047-11-01      | 3.5000%  | 0.0000% | $1024.00           | $105.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $778.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $896.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $676.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $777.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5955   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $677.55            | Agency Mortgage-Backed Securities         |
| GNII SF BM9738 C       | 2049-10-20      | 4.5000%  | 0.0000% | $1000.00           | $215.47            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX5395   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0182   | 2057-01-01      | 4.0000%  | 0.0000% | $1000.00           | $328.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7702   | 2056-04-01      | 5.5000%  | 0.0000% | $23517.00          | $23882.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7295   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3275   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $991.84            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1082   | 2054-10-01      | 6.5000%  | 0.0000% | $1024.00           | $924.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3424   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $850.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $626.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1121   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1228.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1619   | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $779.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $713.84            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7553   | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1898.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0933   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $730.28            | Agency Mortgage-Backed Securities         |
| GNRA 2025-127 FG       | 2055-07-20      | 4.9601%  | 0.0000% | $39275968.00       | $35040980.16       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS0447   | 2050-09-01      | 3.0000%  | 0.0000% | $1024.00           | $528.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5671   | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5856   | 2055-10-01      | 7.0000%  | 0.0000% | $143935475.00      | $124463514.74      | Agency Mortgage-Backed Securities         |
| GNII SF DN6592 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1047.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4334   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $747.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5951   | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $965.18            | Agency Mortgage-Backed Securities         |
| GNII JM 005328 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1000.00           | $24.65             | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M       | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $89.11             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8956   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2024.69           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $1000.00           | $654.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4492   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $182.36            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I6BF0740   | 2063-06-01      | 2.5000%  | 0.0000% | $1024.00           | $616.28            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $875.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2447   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1459   | 2055-11-01      | 6.0000%  | 0.0000% | $74754197.00       | $77078500.13       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3516   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $846.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $901.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2701   | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1832.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1591   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $749.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1835   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.02           | Agency Mortgage-Backed Securities         |

### Security 281: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN 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: ARP1HCCO2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCCO2
- **C.18 - Value (incl. sponsor support):** $2047000000.00
- **C.18.a - Value (excl. sponsor support):** $2047000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | 0.0000% | $218900992.00      | $155630472.80      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2667 | 2054-10-01      | 5.5000%  | 0.0000% | $1391900.00        | $1157532.24        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $367440000.00      | $57757498.30       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $8854240.00        | $6983686.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG6748 | 2056-04-01      | 6.5000%  | 0.0000% | $11084928.00       | $11615154.59       | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M     | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $419836.70         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5827 | 2056-03-01      | 4.5000%  | 0.0000% | $12940432.00       | $12555879.90       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0056 | 2041-01-01      | 6.0000%  | 0.0000% | $31354800.00       | $29654589.50       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1489 | 2055-12-01      | 6.0000%  | 0.0000% | $22180864.00       | $22495004.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0085 | 2041-04-01      | 5.5000%  | 0.0000% | $43502464.00       | $44630855.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA6043 | 2046-03-01      | 5.5000%  | 0.0000% | $16163168.00       | $16356017.94       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1552 | 2055-11-01      | 6.5000%  | 0.0000% | $20987000.00       | $19782364.26       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $1240000.00        | $1148261.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  | 0.0000% | $41505728.00       | $34870610.94       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5464 | 2047-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $651921.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6017 | 2041-03-01      | 3.0000%  | 0.0000% | $400149.00         | $376813.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $7947064.00        | $4006434.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF5893 | 2055-12-01      | 4.0000%  | 0.0000% | $1112190.00        | $1038734.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9153 | 2055-09-01      | 5.5000%  | 0.0000% | $1086614.00        | $1090970.35        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4110 | 2053-11-01      | 7.0000%  | 0.0000% | $1802466.00        | $1463331.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2821 | 2056-05-01      | 5.0000%  | 0.0000% | $13134480.00       | $13075529.54       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1520 | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $4621534.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1832 | 2041-03-01      | 5.5000%  | 0.0000% | $32249984.00       | $32949093.33       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $179219456.00      | $121187375.00      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0362 | 2052-09-01      | 5.0000%  | 0.0000% | $1255388.00        | $885106.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | 0.0000% | $49725888.00       | $35855518.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF9077 | 2041-01-01      | 6.0000%  | 0.0000% | $3140140.00        | $3212347.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDG3713 | 2041-03-01      | 5.0000%  | 0.0000% | $7431200.00        | $7455867.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2536 | 2056-02-01      | 4.5000%  | 0.0000% | $1287720.00        | $1241126.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7961 | 2056-03-01      | 4.5000%  | 0.0000% | $4020760.00        | $3879460.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFA5212 | 2042-03-01      | 2.5000%  | 0.0000% | $16100832.00       | $14399326.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5773 | 2040-07-01      | 6.0000%  | 0.0000% | $13242460.00       | $9423261.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4448 | 2054-08-01      | 5.5000%  | 0.0000% | $497006.00         | $443121.45         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9402 | 2055-09-01      | 7.0000%  | 0.0000% | $1909614.00        | $2009499.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3473 | 2053-06-01      | 5.0000%  | 0.0000% | $3150250.00        | $1523474.59        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ7985 | 2054-11-01      | 7.0000%  | 0.0000% | $4677008.00        | $4211632.69        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $480000.00         | $321499.74         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $13859440.00       | $6209026.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745933 | 2036-09-01      | 6.0000%  | 0.0000% | $334000000.00      | $1408437.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9362 | 2049-12-01      | 3.5000%  | 0.0000% | $1741930.00        | $534063.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4118 | 2052-03-01      | 2.0000%  | 0.0000% | $2300000.00        | $1475419.94        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5391 | 2046-03-01      | 5.0000%  | 0.0000% | $13037904.00       | $12827975.78       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0570 | 2031-06-01      | 7.0000%  | 0.0000% | $17997810.00       | $14243.25          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5805 | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $12359980.10       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4512 | 2053-12-01      | 6.0000%  | 0.0000% | $86163000.00       | $65678145.79       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5326 | 2052-07-01      | 3.0000%  | 0.0000% | $15400368.00       | $13754694.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $400000.00         | $311020.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  | 0.0000% | $337519.00         | $278586.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5319 | 2055-03-01      | 5.0000%  | 0.0000% | $202665472.00      | $200504202.41      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3823 | 2056-03-01      | 5.0000%  | 0.0000% | $2116450.00        | $2101526.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6013 | 2041-02-01      | 3.0000%  | 0.0000% | $1051914.00        | $983960.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6105 | 2053-09-01      | 5.0000%  | 0.0000% | $5457000.00        | $4414111.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3899 | 2055-04-01      | 6.5000%  | 0.0000% | $135000.00         | $118354.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBE2912 | 2036-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $224449.80         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF9342 | 2056-01-01      | 7.0000%  | 0.0000% | $1402438.00        | $1487163.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0506 | 2040-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $76279.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA6106 | 2050-06-01      | 4.0000%  | 0.0000% | $500487.00         | $104580.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7594 | 2056-03-01      | 4.5000%  | 0.0000% | $2157452.00        | $2079666.85        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1300 | 2034-07-01      | 3.0000%  | 0.0000% | $2914432.00        | $590243.45         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3288 | 2056-03-01      | 6.5000%  | 0.0000% | $1273262.00        | $1328888.07        | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X     | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18166.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $12000.00          | $6955.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7040 | 2054-12-01      | 4.5000%  | 0.0000% | $2746968.00        | $2605160.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $2919000.00        | $843642.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE5964 | 2040-07-01      | 5.5000%  | 0.0000% | $1773000.00        | $1377388.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2587 | 2054-08-01      | 5.5000%  | 0.0000% | $458318.00         | $406492.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6145 | 2055-03-01      | 6.0000%  | 0.0000% | $1456650.00        | $1117232.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8420 | 2056-02-01      | 5.5000%  | 0.0000% | $1081678.00        | $1096421.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6920 | 2055-12-01      | 6.0000%  | 0.0000% | $8334032.00        | $8727194.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $8000.00           | $6128.62           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | 0.0000% | $40598000.00       | $22867114.15       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF8832 | 2056-01-01      | 7.0000%  | 0.0000% | $2528788.00        | $2684793.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0259 | 2053-04-01      | 6.0000%  | 0.0000% | $13205000.00       | $9702587.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $8000.00           | $5107.92           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8031 | 2035-02-01      | 2.5000%  | 0.0000% | $1631112.00        | $280037.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5776 | 2056-04-01      | 5.5000%  | 0.0000% | $5263376.00        | $5347446.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6833 | 2056-04-01      | 6.0000%  | 0.0000% | $9028528.00        | $9256632.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG4503 | 2056-03-01      | 6.0000%  | 0.0000% | $12715471.00       | $13068545.26       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1014 | 2041-02-01      | 6.0000%  | 0.0000% | $3067112.00        | $3132715.00        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG9950 | 2056-05-01      | 6.5000%  | 0.0000% | $11490880.00       | $12011142.36       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5822 | 2056-04-01      | 4.5000%  | 0.0000% | $21447872.00       | $20699281.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG9918 | 2041-05-01      | 6.0000%  | 0.0000% | $6283144.00        | $6517746.12        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9440 | 2037-02-01      | 2.0000%  | 0.0000% | $6850250.00        | $4329655.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6006 | 2041-03-01      | 6.0000%  | 0.0000% | $3040236.00        | $3112257.37        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $5850000.00        | $3541411.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5718 | 2056-02-01      | 5.0000%  | 0.0000% | $8981232.00        | $8866395.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0827 | 2056-02-01      | 5.5000%  | 0.0000% | $6092344.00        | $6176366.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310206 | 2043-12-25      | 3.5000%  | 0.0000% | $60280000.00       | $37283452.19       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1159 | 2052-09-01      | 5.0000%  | 0.0000% | $119160160.00      | $86174484.52       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7384 | 2056-04-01      | 5.0000%  | 0.0000% | $2923704.00        | $2913286.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7345 | 2056-04-01      | 4.5000%  | 0.0000% | $4362504.00        | $4219941.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2834 | 2056-04-01      | 5.5000%  | 0.0000% | $4567040.00        | $4630067.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6187 | 2056-04-01      | 5.0000%  | 0.0000% | $8955488.00        | $8870997.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2581 | 2055-07-01      | 6.0000%  | 0.0000% | $3115740.00        | $2377997.72        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9543 | 2055-10-01      | 7.0000%  | 0.0000% | $1175486.00        | $934990.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2039 | 2056-02-01      | 5.0000%  | 0.0000% | $9145296.00        | $9025964.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8654 | 2036-08-01      | 2.5000%  | 0.0000% | $2048944.00        | $1394772.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $500000.00         | $378367.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6530 | 2051-08-01      | 2.0000%  | 0.0000% | $38884.00          | $23846.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  | 0.0000% | $14404800.00       | $12968582.26       | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0050 | 2050-10-25      | 3.5000%  | 0.0000% | $309823.00         | $237398.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL850034 | 2036-05-01      | 6.5000%  | 0.0000% | $4221072.00        | $353750.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4207 | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $968320.44         | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M     | 2034-01-20      | 4.5000%  | 0.0000% | $2589124.00        | $216993.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2155 | 2055-05-01      | 6.0000%  | 0.0000% | $12449984.00       | $10532032.21       | Agency Mortgage-Backed Securities |
| GNII SF MA6216 M     | 2049-06-20      | 2.0000%  | 0.0000% | $57187.00          | $26927.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0241 | 2056-03-01      | 5.5000%  | 0.0000% | $5515736.00        | $5594267.99        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5497 | 2035-12-01      | 2.0000%  | 0.0000% | $2625000.00        | $965528.96         | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $69338.95          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1720 | 2049-11-01      | 3.0000%  | 0.0000% | $278000000.00      | $73904324.78       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2207 | 2039-07-01      | 6.0000%  | 0.0000% | $2446252.00        | $1445845.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7408 | 2053-10-01      | 6.0000%  | 0.0000% | $6360096.00        | $5267799.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL834780 | 2035-07-01      | 4.5000%  | 0.0000% | $4562944.00        | $120291.16         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL641335 | 2032-04-01      | 6.5000%  | 0.0000% | $1057152.00        | $5687.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  | 0.0000% | $2583264.00        | $1919442.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9014 | 2041-01-01      | 5.0000%  | 0.0000% | $1814258.00        | $1810877.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0836 | 2056-02-01      | 4.5000%  | 0.0000% | $5306080.00        | $5105327.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  | 0.0000% | $3465000.00        | $2418110.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG4681 | 2056-04-01      | 5.5000%  | 0.0000% | $1022362.00        | $1037524.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3813 | 2056-03-01      | 5.5000%  | 0.0000% | $10407060.00       | $10409625.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5158 | 2056-04-01      | 4.5000%  | 0.0000% | $5181480.00        | $5017563.88        | Agency Mortgage-Backed Securities |
| GNII SF MB0813 M     | 2055-12-20      | 5.0000%  | 0.0000% | $251373000.00      | $248280705.54      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5003 | 2056-02-01      | 6.0000%  | 0.0000% | $10312288.00       | $10595483.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6271 | 2055-10-01      | 5.5000%  | 0.0000% | $14246128.00       | $14299369.49       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT2234 | 2037-04-01      | 2.0000%  | 0.0000% | $5711280.00        | $3434818.30        | Agency Mortgage-Backed Securities |
| GNII SF DA5025 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1313718.11        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0097 | 2056-02-01      | 6.5000%  | 0.0000% | $35794304.00       | $34003002.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0580 | 2055-02-01      | 5.5000%  | 0.0000% | $55000.00          | $50061.80          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7972 | 2054-01-01      | 6.0000%  | 0.0000% | $77772.00          | $65097.14          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6131 | 2040-08-01      | 5.5000%  | 0.0000% | $1006936.00        | $768007.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8773 | 2055-11-01      | 6.0000%  | 0.0000% | $1401796.00        | $1463421.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $496980.00         | $408276.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM2024 | 2038-04-01      | 3.0000%  | 0.0000% | $696000.00         | $135950.04         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $459067.00         | $225692.29         | Agency Mortgage-Backed Securities |
| GNII SF DK6145 C     | 2055-07-20      | 6.5000%  | 0.0000% | $685308.00         | $593936.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3384 | 2055-03-01      | 6.0000%  | 0.0000% | $15282460.00       | $14630106.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9675 | 2047-05-01      | 4.5000%  | 0.0000% | $50034368.00       | $12496967.39       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG5531 | 2056-03-01      | 6.5000%  | 0.0000% | $10748320.00       | $11222382.28       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV6301 | 2055-09-01      | 6.5000%  | 0.0000% | $2803320.00        | $2400245.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $28019552.00       | $18165627.28       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $150000.00         | $94426.98          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC9226 | 2051-10-01      | 3.5000%  | 0.0000% | $390013.00         | $136323.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC1120 | 2040-09-01      | 5.5000%  | 0.0000% | $7142968.00        | $6043036.10        | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $751618.00         | $16306.00          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3041 | 2055-03-01      | 6.5000%  | 0.0000% | $51026752.00       | $46025474.36       | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $79347.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9887 | 2056-05-01      | 5.0000%  | 0.0000% | $12739680.00       | $12600419.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8432 | 2056-05-01      | 5.5000%  | 0.0000% | $10328540.00       | $10587502.90       | Agency Mortgage-Backed Securities |
| GNII SP 785564 C     | 2051-08-20      | 2.5000%  | 0.0000% | $61131264.00       | $33423083.84       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4746 | 2056-01-01      | 6.0000%  | 0.0000% | $1486870.00        | $1540899.64        | Agency Mortgage-Backed Securities |
| GNII JM MA4290 M     | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $66744.98          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9375 | 2051-06-01      | 2.5000%  | 0.0000% | $38372000.00       | $21403425.67       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU5917 | 2051-12-01      | 2.5000%  | 0.0000% | $39095000.00       | $22507156.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  | 0.0000% | $724015.00         | $86990.84          | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2131 | 2054-07-25      | 6.5000%  | 0.0000% | $27079488.00       | $23509095.66       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0479 | 2054-03-01      | 5.0000%  | 0.0000% | $1410700.00        | $918643.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC2566 | 2041-04-01      | 6.5000%  | 0.0000% | $2579276.00        | $2722529.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $330000.00         | $195016.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD0767 | 2055-01-01      | 4.5000%  | 0.0000% | $1036382.00        | $742647.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7580 | 2053-11-01      | 6.0000%  | 0.0000% | $2127940.00        | $1471060.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2195 | 2056-05-01      | 4.5000%  | 0.0000% | $2226824.00        | $2152677.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2359 | 2056-04-01      | 5.0000%  | 0.0000% | $52237120.00       | $51970437.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9829 | 2055-01-01      | 6.5000%  | 0.0000% | $41106112.00       | $36357825.31       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3546 | 2050-12-01      | 5.5000%  | 0.0000% | $1000000.00        | $965232.26         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1562 | 2053-10-01      | 3.0000%  | 0.0000% | $2745000.00        | $2259401.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1151 | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $307911.35         | Agency Mortgage-Backed Securities |

### Security 282: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCCS3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCCS3
- **C.18 - Value (incl. sponsor support):** $323000000.00
- **C.18.a - Value (excl. sponsor support):** $323000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-04-30      | 4.6250%  | 0.0000% | $101850900.00      | $104495051.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $51445000.00       | $44851975.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $180000000.00      | $180113029.06      | U.S. Treasuries (including strips) |

### Security 283: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN 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: ARP1HCCT1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCCT1
- **C.18 - Value (incl. sponsor support):** $1861000000.00
- **C.18.a - Value (excl. sponsor support):** $1861000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 06.000 CLZS2361 | 2038-08-01      | 6.0000%  | 0.0000% | $354216448.00      | $3001976.91        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  | 0.0000% | $44586304.00       | $26148690.21       | Agency Mortgage-Backed Securities |
| FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  | 0.0000% | $97000.00          | $29778.45          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6083 | 2048-12-01      | 4.5000%  | 0.0000% | $1300000.00        | $141848.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2710 | 2055-07-01      | 6.0000%  | 0.0000% | $53014784.00       | $41355611.15       | Agency Mortgage-Backed Securities |
| GNMI SF AB2742 X     | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $56336.52          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8993 | 2056-04-01      | 4.5000%  | 0.0000% | $8876736.00        | $8574268.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8516 | 2055-03-01      | 6.0000%  | 0.0000% | $1080742.00        | $1096247.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL5224 | 2056-05-01      | 5.5000%  | 0.0000% | $46578112.00       | $47992249.36       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6421 | 2053-11-01      | 6.5000%  | 0.0000% | $64931584.00       | $47102753.85       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4681 | 2046-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $565449.95         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0130 | 2055-04-01      | 5.5000%  | 0.0000% | $1832660.00        | $1840314.26        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD5726 | 2052-07-01      | 3.0000%  | 0.0000% | $1200000.00        | $911237.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | 0.0000% | $47000.00          | $27404.03          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7528 | 2052-08-01      | 4.5000%  | 0.0000% | $53041728.00       | $41173747.42       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO5278 | 2041-02-01      | 3.5000%  | 0.0000% | $1441654.00        | $1387268.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9770 | 2055-12-01      | 5.5000%  | 0.0000% | $4383310.00        | $4270178.98        | Agency Mortgage-Backed Securities |
| GNII RG CI7786 C     | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1153833.39        | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $2012356.00        | $1136868.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7226 | 2056-03-01      | 4.5000%  | 0.0000% | $1802846.00        | $1737699.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3197 | 2055-09-01      | 6.0000%  | 0.0000% | $90930560.00       | $85440565.64       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0314 | 2055-08-01      | 5.0000%  | 0.0000% | $657000.00         | $639915.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0529 | 2055-12-01      | 6.0000%  | 0.0000% | $2027450.00        | $2092850.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0104 | 2056-03-01      | 6.0000%  | 0.0000% | $39387200.00       | $39074414.86       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0093 | 2041-04-01      | 6.0000%  | 0.0000% | $12367936.00       | $12837773.27       | Agency Mortgage-Backed Securities |
| GNII ET DO1980 C     | 2065-12-20      | 6.5000%  | 0.0000% | $520903.00         | $548101.51         | Agency Mortgage-Backed Securities |
| GNII ET DI6472 C     | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $2604044.12        | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1096186.01        | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $85000000.00       | $82907921.79       | Agency Mortgage-Backed Securities |
| GNMI SF AY8218 X     | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11055.49          | Agency Mortgage-Backed Securities |
| GNII SF DR9217 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1071338.00        | $1129404.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9251 | 2055-03-01      | 6.0000%  | 0.0000% | $1153872.00        | $1181685.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4564 | 2055-01-01      | 5.5000%  | 0.0000% | $1776176.00        | $1471614.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3763 | 2055-05-01      | 6.0000%  | 0.0000% | $9274560.00        | $6415361.22        | Agency Mortgage-Backed Securities |
| GNII SF DP7982 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1189018.00        | $1263856.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1604 | 2055-06-01      | 5.5000%  | 0.0000% | $135400000.00      | $125121369.18      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  | 0.0000% | $100000000.00      | $96589243.85       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1856 | 2056-05-01      | 5.0000%  | 0.0000% | $30850048.00       | $30817987.95       | Agency Mortgage-Backed Securities |
| GNII SF DK6598 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $1337326.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV5901 | 2040-08-01      | 6.0000%  | 0.0000% | $1255010.00        | $706178.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8145 | 2052-08-01      | 5.0000%  | 0.0000% | $3621480.00        | $2515930.35        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8507 | 2051-10-01      | 2.5000%  | 0.0000% | $56772000.00       | $34617444.74       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE0382 | 2052-04-01      | 2.5000%  | 0.0000% | $61442.00          | $40125.63          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8161 | 2037-07-01      | 2.0000%  | 0.0000% | $26011424.00       | $15949284.09       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0781 | 2031-11-01      | 6.5000%  | 0.0000% | $20959204.00       | $16426.61          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1245 | 2037-06-01      | 2.5000%  | 0.0000% | $5244530.00        | $3909243.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1016 | 2050-04-01      | 5.5000%  | 0.0000% | $200000.00         | $101681.07         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3269 | 2053-06-01      | 5.0000%  | 0.0000% | $610903.00         | $484817.54         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0322 | 2053-09-01      | 6.5000%  | 0.0000% | $2068960.00        | $1657145.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $469730304.00      | $248884445.99      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0732 | 2051-09-01      | 2.0000%  | 0.0000% | $388143.00         | $232960.29         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8141 | 2051-04-01      | 2.5000%  | 0.0000% | $38000.00          | $20334.13          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8704 | 2056-03-01      | 4.5000%  | 0.0000% | $3018348.00        | $2902993.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  | 0.0000% | $680000.00         | $585958.60         | Agency Mortgage-Backed Securities |
| GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $15531641.53       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6120 | 2056-02-01      | 5.0000%  | 0.0000% | $3137496.00        | $3102136.14        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6893 | 2056-03-01      | 6.5000%  | 0.0000% | $7781816.00        | $8138496.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0135 | 2056-02-01      | 4.5000%  | 0.0000% | $1068196.00        | $1035519.88        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $229955.10         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0592 | 2054-08-01      | 6.5000%  | 0.0000% | $4682600.00        | $2424114.26        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0524 | 2055-03-01      | 7.0000%  | 0.0000% | $1157114.00        | $972539.86         | Agency Mortgage-Backed Securities |
| GNII SF DR5258 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1566942.00        | $1595230.87        | Agency Mortgage-Backed Securities |
| GNII SP 788602 C     | 2056-04-20      | 5.0000%  | 0.0000% | $54300032.00       | $54094168.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | 0.0000% | $1110000.00        | $729627.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9140 | 2055-11-01      | 6.0000%  | 0.0000% | $12587568.00       | $12779988.06       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2449 | 2056-05-01      | 5.0000%  | 0.0000% | $25117248.00       | $24858358.95       | Agency Mortgage-Backed Securities |
| GNII ET CV5458 C     | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2655106.55        | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 5.1250%  | 0.0000% | $300000.00         | $6316.55           | Agency Mortgage-Backed Securities |
| GNMI SF AR0796 X     | 2046-04-15      | 4.0000%  | 0.0000% | $2099272.00        | $605714.11         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3105 | 2055-09-01      | 7.0000%  | 0.0000% | $1682738.00        | $722639.02         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  | 0.0000% | $736560.00         | $721062.19         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5266 | 2055-02-01      | 5.0000%  | 0.0000% | $4460120.00        | $3352622.06        | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $14758.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4616 | 2055-08-01      | 5.0000%  | 0.0000% | $38310336.00       | $36144342.22       | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M     | 2043-08-20      | 2.5000%  | 0.0000% | $409791.00         | $63236.15          | Agency Mortgage-Backed Securities |
| GNII SF DG2228 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1146494.00        | $1205857.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9258 | 2053-06-01      | 5.0000%  | 0.0000% | $1305000.00        | $1115046.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $213000.00         | $164117.42         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7530 | 2050-11-01      | 2.5000%  | 0.0000% | $476000.00         | $223781.14         | Agency Mortgage-Backed Securities |
| GNII JM MA5517 M     | 2048-09-20      | 3.5000%  | 0.0000% | $3582847.00        | $108367.46         | Agency Mortgage-Backed Securities |
| GNII ET DR7907 C     | 2066-04-20      | 5.0000%  | 0.0000% | $461232.00         | $460295.14         | Agency Mortgage-Backed Securities |
| GNII SF CB1088 C     | 2051-03-20      | 2.0000%  | 0.0000% | $2167080.00        | $1415370.91        | Agency Mortgage-Backed Securities |
| GNII SP 788605 C     | 2056-02-20      | 6.5000%  | 0.0000% | $218293248.00      | $228795142.12      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA6062 | 2041-04-01      | 5.5000%  | 0.0000% | $65523455.00       | $67223038.81       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2453 | 2056-04-01      | 4.5000%  | 0.0000% | $6137776.00        | $5925814.04        | Agency Mortgage-Backed Securities |
| GNII SF MA6095 M     | 2049-08-20      | 6.0000%  | 0.0000% | $53000.00          | $7294.36           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1499 | 2055-04-01      | 6.5000%  | 0.0000% | $30690000.00       | $19648420.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6538 | 2055-10-01      | 6.0000%  | 0.0000% | $10212320.00       | $9997639.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG3650 | 2053-05-01      | 6.5000%  | 0.0000% | $1880372.00        | $1341546.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2949 | 2053-06-01      | 6.0000%  | 0.0000% | $4591960.00        | $3384958.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4120 | 2055-11-01      | 5.0000%  | 0.0000% | $2825248.00        | $2799623.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5089 | 2056-03-01      | 5.0000%  | 0.0000% | $6210820.00        | $6161810.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1891 | 2034-05-01      | 5.0000%  | 0.0000% | $1571160.00        | $12143.58          | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2108 | 2051-04-25      | 2.5000%  | 0.0000% | $110854016.00      | $84172692.55       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5832 | 2051-09-01      | 2.5000%  | 0.0000% | $250000.00         | $142715.58         | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $10890.30          | Agency Mortgage-Backed Securities |
| GNMI SF 736553 X     | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8287.43           | Agency Mortgage-Backed Securities |
| GNII SF MA6223 M     | 2049-09-20      | 5.5000%  | 0.0000% | $47000.00          | $5670.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5023 | 2056-02-01      | 6.0000%  | 0.0000% | $12137808.00       | $12400459.09       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0116 | 2056-04-01      | 4.0000%  | 0.0000% | $250291200.00      | $235406938.48      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4085 | 2056-01-01      | 5.5000%  | 0.0000% | $20973824.00       | $21143411.84       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0625 | 2032-04-01      | 7.0000%  | 0.0000% | $108994560.00      | $76453.65          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9775 | 2046-07-01      | 3.5000%  | 0.0000% | $40710000.00       | $8785226.62        | Agency Mortgage-Backed Securities |

### Security 284: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 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: ARP1HCCY0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCCY0
- **C.18 - Value (incl. sponsor support):** $1025000000.00
- **C.18.a - Value (excl. sponsor support):** $1025000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 CLAE0393 | 2039-10-01      | 5.5000%  | 0.0000% | $201000000.00      | $2175073.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0705 | 2035-01-01      | 3.0000%  | 0.0000% | $812126.00         | $313200.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3787 | 2055-11-01      | 6.0000%  | 0.0000% | $1559700.00        | $1591334.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2602 | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1512944.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2455 | 2047-01-01      | 3.0000%  | 0.0000% | $4100000.00        | $1038123.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG3697 | 2041-03-01      | 4.5000%  | 0.0000% | $1162864.00        | $1144972.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4069 | 2035-05-01      | 4.0000%  | 0.0000% | $30750.00          | $15631.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555591 | 2033-07-01      | 5.5000%  | 0.0000% | $96578559.00       | $412558.73         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6931 | 2053-08-01      | 6.5000%  | 0.0000% | $34799872.00       | $28218702.35       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTCB6454 | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $680138.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV5816 | 2055-07-01      | 6.0000%  | 0.0000% | $15830816.00       | $12327896.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8337 | 2054-04-01      | 5.5000%  | 0.0000% | $3740000.00        | $2982229.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5994 | 2052-10-01      | 5.0000%  | 0.0000% | $74428288.00       | $58475394.64       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5814 | 2056-04-01      | 5.0000%  | 0.0000% | $21282592.00       | $21076890.77       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0429 | 2056-04-01      | 4.5000%  | 0.0000% | $4531328.00        | $4374145.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8593 | 2056-05-01      | 4.5000%  | 0.0000% | $2675156.00        | $2581528.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1100 | 2052-04-01      | 3.5000%  | 0.0000% | $45317888.00       | $37432368.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2420 | 2041-01-01      | 6.0000%  | 0.0000% | $1787057.00        | $1841784.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3780 | 2052-05-01      | 3.5000%  | 0.0000% | $2450000.00        | $1707380.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $12000000.00       | $1415072.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5914 | 2040-12-01      | 4.0000%  | 0.0000% | $7382368.00        | $6910965.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7553 | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1187206.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8299 | 2054-07-01      | 6.0000%  | 0.0000% | $2305000.00        | $1881408.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0775 | 2040-07-01      | 5.5000%  | 0.0000% | $1624278.00        | $1363219.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8513 | 2055-12-01      | 4.5000%  | 0.0000% | $1134390.00        | $1092172.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $17606752.00       | $13612391.16       | Agency Mortgage-Backed Securities |
| GNII ET DI7468 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1036952.00        | $659384.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725221 | 2034-01-01      | 5.5000%  | 0.0000% | $232596224.00      | $1330022.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3067 | 2040-06-01      | 6.0000%  | 0.0000% | $57320192.00       | $43559502.74       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8941 | 2052-09-01      | 5.0000%  | 0.0000% | $2506588.00        | $1598901.74        | Agency Mortgage-Backed Securities |
| GNII SF CN6028 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1090129.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6074 | 2050-06-01      | 2.5000%  | 0.0000% | $1275000.00        | $415063.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4495 | 2054-04-01      | 4.5000%  | 0.0000% | $41749520.00       | $39242032.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3314 | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $18632.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0009 | 2053-04-01      | 6.0000%  | 0.0000% | $4133520.00        | $1747153.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2071 | 2053-05-01      | 6.5000%  | 0.0000% | $986480.00         | $1011429.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5037 | 2053-07-01      | 5.5000%  | 0.0000% | $977484.00         | $771428.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1952 | 2053-07-01      | 4.0000%  | 0.0000% | $515000.00         | $447417.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4073 | 2055-10-01      | 5.5000%  | 0.0000% | $40978368.00       | $39136735.96       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5331 | 2053-09-01      | 3.5000%  | 0.0000% | $103052288.00      | $94501879.32       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1978 | 2056-02-01      | 4.5000%  | 0.0000% | $3271280.00        | $3135926.98        | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $990000.00         | $136803.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4276 | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3944567.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6472 | 2049-06-01      | 3.5000%  | 0.0000% | $11617552.00       | $1626743.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5591 | 2056-04-01      | 5.0000%  | 0.0000% | $68471296.00       | $67733023.27       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1729 | 2055-04-01      | 6.0000%  | 0.0000% | $28390000.00       | $20378814.29       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2276 | 2056-03-01      | 4.5000%  | 0.0000% | $4373072.00        | $4223752.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2048 | 2056-02-01      | 4.5000%  | 0.0000% | $10691120.00       | $10050668.96       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2181 | 2056-03-01      | 4.5000%  | 0.0000% | $31514176.00       | $30273063.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $2759404.00        | $2206977.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $75864448.00       | $73214971.57       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6359 | 2055-07-01      | 6.5000%  | 0.0000% | $811442.00         | $852445.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9861 | 2052-09-01      | 5.5000%  | 0.0000% | $100000.00         | $54707.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2826 | 2056-04-01      | 4.5000%  | 0.0000% | $5071368.00        | $4903287.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $27542592.00       | $11280520.44       | Agency Mortgage-Backed Securities |
| GNII SF DK4800 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1768932.00        | $1487889.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9573 M     | 2039-04-20      | 4.5000%  | 0.0000% | $186142.00         | $120047.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7853 | 2056-04-01      | 4.5000%  | 0.0000% | $5492976.00        | $5305572.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7537 | 2053-11-01      | 6.5000%  | 0.0000% | $5250440.00        | $2425889.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7014 | 2054-01-01      | 5.5000%  | 0.0000% | $13664848.00       | $10705005.40       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS1524 | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1603267.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1433 | 2055-11-01      | 5.0000%  | 0.0000% | $17389344.00       | $17004396.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 U4BF0513 | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $111726.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5129 | 2056-04-01      | 4.5000%  | 0.0000% | $11289280.00       | $10760903.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | 0.0000% | $135000.00         | $79548.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $516026368.00      | $3743920.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $8043264.00        | $198292.38         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2575 | 2051-04-01      | 2.5000%  | 0.0000% | $160000.00         | $103872.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL5222 | 2056-05-01      | 6.0000%  | 0.0000% | $15368480.00       | $15973957.13       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $168220416.00      | $138135954.36      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG8267 | 2041-04-01      | 6.0000%  | 0.0000% | $1148504.00        | $1194447.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  | 0.0000% | $250000.00         | $179306.03         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9540 | 2051-11-01      | 2.0000%  | 0.0000% | $95000.00          | $57528.18          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9400 | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $3506325.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0598 | 2038-06-01      | 5.5000%  | 0.0000% | $101167616.00      | $1620686.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $17000.00          | $8929.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM8471 | 2036-09-01      | 2.5000%  | 0.0000% | $4405192.00        | $2192282.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3086 | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $222942.50         | Agency Mortgage-Backed Securities |
| GNII JP 785023 M     | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $109421.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889692 | 2038-05-01      | 5.5000%  | 0.0000% | $294950400.00      | $2111535.35        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2354 | 2052-06-01      | 4.0000%  | 0.0000% | $252000.00         | $153337.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA6065 | 2046-04-01      | 5.5000%  | 0.0000% | $3917100.00        | $3973504.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5325 | 2052-08-01      | 3.0000%  | 0.0000% | $48019840.00       | $42730630.71       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2785 | 2055-04-01      | 6.0000%  | 0.0000% | $81190272.00       | $76474817.34       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0532 | 2047-10-01      | 3.5000%  | 0.0000% | $953000.00         | $101072.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9901 | 2052-10-01      | 4.5000%  | 0.0000% | $11790100.00       | $6805209.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3758 | 2053-07-01      | 6.5000%  | 0.0000% | $2140556.00        | $1141820.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4975 | 2053-01-01      | 6.0000%  | 0.0000% | $2569672.00        | $1087530.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5999 | 2056-03-01      | 6.0000%  | 0.0000% | $76285.00          | $77479.81          | Agency Mortgage-Backed Securities |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $231159.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5787 | 2056-03-01      | 6.0000%  | 0.0000% | $2555680.00        | $2628012.93        | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $211421.00         | $71052.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG5557 | 2041-03-01      | 5.5000%  | 0.0000% | $10626608.00       | $10551965.71       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM6417 | 2031-04-01      | 2.0000%  | 0.0000% | $240000.00         | $62291.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA5213 | 2041-04-01      | 5.0000%  | 0.0000% | $14636000.00       | $14743450.73       | Agency Mortgage-Backed Securities |
| GNII SF BJ5420 C     | 2048-11-20      | 4.5000%  | 0.0000% | $1368232.00        | $139632.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1872 | 2049-11-01      | 3.0000%  | 0.0000% | $20000000.00       | $4892953.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5426 | 2039-07-01      | 6.0000%  | 0.0000% | $165564.00         | $77836.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7459 | 2055-12-01      | 4.5000%  | 0.0000% | $255244.00         | $245171.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE8086 | 2040-08-01      | 5.5000%  | 0.0000% | $139111.00         | $136994.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5431 | 2054-11-01      | 5.5000%  | 0.0000% | $4076910.00        | $3549708.60        | Agency Mortgage-Backed Securities |

### Security 285: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCD11, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCD11
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2027-12-31      | 3.3750%  | 0.0000% | $1001600.00        | $1004566.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | 0.0000% | $2000.00           | $1965.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $12800.00          | $12037.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $1500.00           | $1450.77           | U.S. Treasuries (including strips) |

### Security 286: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCD29, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCD29
- **C.18 - Value (incl. sponsor support):** $1219000000.00
- **C.18.a - Value (excl. sponsor support):** $1219000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2033-11-15      | 4.5000%  | 0.0000% | $179127300.00      | $185707426.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $401310400.00      | $407112124.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $656785000.00      | $650560514.30      | U.S. Treasuries (including strips) |

### Security 287: 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: ARP1HCD37, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCD37
- **C.18 - Value (incl. sponsor support):** $4895000000.00
- **C.18.a - Value (excl. sponsor support):** $4895000000.00
- **C.19 - Percentage of Net Assets:** 5.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? 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 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $15933438.14       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5891 | 2045-11-01      | 5.5000%  | 0.0000% | $13611105.00       | $12833598.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA6098 | 2036-04-01      | 5.0000%  | 0.0000% | $6123550.00        | $6206522.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $7277690.00        | $6624438.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5975 | 2041-02-01      | 3.5000%  | 0.0000% | $15569921.00       | $14707655.08       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5867 | 2035-10-01      | 4.5000%  | 0.0000% | $12530550.00       | $11120783.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5861 | 2040-10-01      | 5.5000%  | 0.0000% | $11056761.00       | $9411658.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $13183355.00       | $12279477.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4777 | 2053-05-01      | 6.0000%  | 0.0000% | $17744000.00       | $9573145.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5299 | 2053-05-01      | 4.5000%  | 0.0000% | $18515514.00       | $15045054.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3587 | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $13273352.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5348 | 2052-10-01      | 4.0000%  | 0.0000% | $13260235.00       | $9840457.26        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3964 | 2052-01-01      | 2.0000%  | 0.0000% | $11092430.00       | $8734139.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1080 | 2052-02-01      | 2.5000%  | 0.0000% | $15267203.00       | $10434991.61       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7642 | 2049-07-01      | 3.5000%  | 0.0000% | $40000000.00       | $10029286.64       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0844 | 2051-06-01      | 2.5000%  | 0.0000% | $14651427.00       | $9577708.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1643 | 2051-09-01      | 4.0000%  | 0.0000% | $25012049.00       | $11177093.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8293 | 2052-08-01      | 5.0000%  | 0.0000% | $12903338.00       | $10190011.58       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $18818908.00       | $10070139.78       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7231 | 2050-01-01      | 3.5000%  | 0.0000% | $16041799.00       | $6481009.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0853 | 2052-08-01      | 3.5000%  | 0.0000% | $17209724.00       | $14235245.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $10775452.00       | $8475531.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9027 | 2054-08-01      | 6.5000%  | 0.0000% | $19971027.00       | $14409717.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0444 | 2056-04-01      | 5.5000%  | 0.0000% | $10796099.00       | $11100986.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8912 | 2056-04-01      | 5.0000%  | 0.0000% | $10043908.00       | $9951632.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9730 | 2051-12-01      | 2.0000%  | 0.0000% | $20000000.00       | $12125891.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2690 | 2040-08-01      | 5.5000%  | 0.0000% | $9811584.00        | $8525099.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3455 | 2052-06-01      | 3.0000%  | 0.0000% | $16356387.00       | $14044948.26       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3060 | 2039-07-01      | 6.0000%  | 0.0000% | $10030910.00       | $8381027.67        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $12000000.00       | $8573719.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6830 | 2053-07-01      | 4.5000%  | 0.0000% | $9409739.00        | $8084708.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  | 0.0000% | $16021000.00       | $13615604.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8527 | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $10722566.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7579 | 2053-06-01      | 4.0000%  | 0.0000% | $16163000.00       | $12756929.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4700 | 2050-03-01      | 5.0000%  | 0.0000% | $9186624.00        | $9098033.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC2842 | 2046-09-01      | 3.5000%  | 0.0000% | $39404655.00       | $9197247.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0165 | 2046-01-01      | 3.5000%  | 0.0000% | $29048349.00       | $6943309.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9762 | 2050-07-01      | 3.0000%  | 0.0000% | $14000000.00       | $11162504.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $26806163.00       | $12045440.30       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5874 | 2055-12-01      | 5.5000%  | 0.0000% | $11287448.00       | $11494564.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8716 | 2050-08-01      | 3.5000%  | 0.0000% | $19658000.00       | $15591678.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZLFP0112 | 2040-10-25      | 5.5000%  | 0.0000% | $15388227.00       | $11660514.86       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $36012589.00       | $5956253.65        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $11593728.00       | $7088029.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $18887869.00       | $14413987.73       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $12102632.00       | $7093584.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $13011000.00       | $9566358.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  | 0.0000% | $17527451.00       | $14664743.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9474 | 2056-01-01      | 4.5000%  | 0.0000% | $13523443.00       | $12993003.07       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2983 | 2049-05-01      | 4.0000%  | 0.0000% | $33356586.00       | $8595171.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5472 | 2053-07-01      | 2.5000%  | 0.0000% | $16473619.00       | $13928344.19       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1686 | 2052-05-01      | 4.0000%  | 0.0000% | $14134823.00       | $8879398.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA5147 | 2040-04-01      | 5.0000%  | 0.0000% | $16915431.00       | $16702535.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0404 | 2055-05-01      | 6.0000%  | 0.0000% | $11398868.00       | $10967052.83       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $10930000.00       | $9234288.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $11779496.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1405 | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $13924735.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $7604570.00        | $6911901.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | 0.0000% | $65000000.00       | $8821569.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6475 | 2046-01-01      | 3.5000%  | 0.0000% | $59672794.00       | $11872849.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  | 0.0000% | $12552637.00       | $11400076.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2738 | 2056-02-01      | 6.0000%  | 0.0000% | $8387341.00        | $8631138.66        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2974 | 2047-01-01      | 4.0000%  | 0.0000% | $37351020.00       | $6812833.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $22546028.00       | $10850075.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  | 0.0000% | $22600000.00       | $7099989.27        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3558 | 2038-02-01      | 2.5000%  | 0.0000% | $13883721.00       | $9093043.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6059 | 2041-04-01      | 4.0000%  | 0.0000% | $9447793.00        | $9223051.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8772 | 2055-09-01      | 6.0000%  | 0.0000% | $11647687.00       | $12024812.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $9977407.00        | $9475704.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $8635587.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2550 | 2056-02-01      | 5.5000%  | 0.0000% | $5686431.00        | $5080780.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2745 | 2055-08-01      | 6.0000%  | 0.0000% | $10754528.00       | $10067996.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7929 | 2056-05-01      | 5.5000%  | 0.0000% | $10046422.00       | $10143787.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3482 | 2055-11-01      | 4.5000%  | 0.0000% | $11146625.00       | $10706891.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7855 | 2056-04-01      | 4.5000%  | 0.0000% | $6312257.00        | $6093196.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4452 | 2051-07-01      | 4.5000%  | 0.0000% | $7942626.00        | $7587731.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2178 | 2051-11-01      | 3.5000%  | 0.0000% | $21755023.00       | $12990606.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7942 | 2056-05-01      | 5.5000%  | 0.0000% | $10436934.00       | $10731731.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9795 | 2056-05-01      | 5.5000%  | 0.0000% | $5838813.00        | $5953064.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $9524327.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5473 | 2052-04-01      | 2.5000%  | 0.0000% | $7191325.00        | $6137140.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5474 | 2052-03-01      | 2.5000%  | 0.0000% | $14201249.00       | $12044035.10       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $10352912.89       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0507 | 2055-01-01      | 6.0000%  | 0.0000% | $16422000.00       | $10735649.47       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $21252379.00       | $11973634.44       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $30000000.00       | $17274824.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1418 | 2054-08-01      | 6.0000%  | 0.0000% | $14508000.00       | $10884240.96       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3232 | 2052-01-01      | 2.5000%  | 0.0000% | $9889128.00        | $8130396.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0608 | 2040-07-01      | 5.5000%  | 0.0000% | $9447498.00        | $6628153.77        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5574 | 2055-03-01      | 6.5000%  | 0.0000% | $20630000.00       | $16588384.85       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $12527037.00       | $11325496.17       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2188 | 2055-11-01      | 4.5000%  | 0.0000% | $6687784.00        | $6415913.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  | 0.0000% | $79870940.00       | $15205662.77       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9408 | 2055-09-01      | 6.5000%  | 0.0000% | $8393400.00        | $8192492.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL1851 | 2042-05-01      | 3.5000%  | 0.0000% | $50476736.00       | $6206407.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2253 | 2050-04-01      | 3.5000%  | 0.0000% | $12630000.00       | $7865115.88        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0268 | 2055-09-01      | 6.5000%  | 0.0000% | $10269116.00       | $9852718.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7543 | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $9698340.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5954 | 2046-01-01      | 4.5000%  | 0.0000% | $10621021.00       | $10127859.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7888 | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $8652594.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6896 | 2040-11-01      | 5.0000%  | 0.0000% | $12872131.00       | $12279665.98       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $51720725.00       | $7269691.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $10995285.34       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8774 | 2055-11-01      | 6.5000%  | 0.0000% | $7162702.00        | $6932796.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5807 | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $9151576.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6211 | 2053-11-01      | 6.0000%  | 0.0000% | $21424322.00       | $16644360.68       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2737 | 2036-09-01      | 2.5000%  | 0.0000% | $17576095.00       | $15229220.28       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2870 | 2055-08-01      | 6.5000%  | 0.0000% | $14246075.00       | $12451746.95       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $94003000.00       | $6293772.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8788 | 2054-08-01      | 6.5000%  | 0.0000% | $9570879.00        | $6498337.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  | 0.0000% | $14300000.00       | $10717586.45       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8005 | 2054-05-01      | 6.0000%  | 0.0000% | $15290000.00       | $12344388.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA6099 | 2036-04-01      | 5.5000%  | 0.0000% | $8341240.00        | $8557599.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6055 | 2056-04-01      | 6.0000%  | 0.0000% | $13148537.00       | $13512137.87       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  | 0.0000% | $41000000.00       | $14489107.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3629 | 2053-03-01      | 4.0000%  | 0.0000% | $18255507.00       | $17033108.24       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2838 | 2052-09-01      | 2.5000%  | 0.0000% | $9189674.00        | $7504415.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1084 | 2034-06-01      | 4.0000%  | 0.0000% | $69828277.00       | $6714725.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5229 | 2050-02-01      | 3.0000%  | 0.0000% | $18880750.00       | $8990735.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2372 | 2048-11-01      | 4.5000%  | 0.0000% | $16673597.00       | $15303560.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0950 | 2055-03-01      | 5.5000%  | 0.0000% | $12200000.00       | $11519740.02       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3054 | 2036-11-01      | 2.0000%  | 0.0000% | $9034935.00        | $7626075.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4076 | 2052-07-01      | 3.5000%  | 0.0000% | $9902479.00        | $6598670.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3032 | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $15199428.22       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $10268528.68       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3449 | 2053-07-01      | 2.5000%  | 0.0000% | $7405773.00        | $6017820.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15072119.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7331 | 2054-07-01      | 6.0000%  | 0.0000% | $13434049.00       | $9844981.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9811 | 2055-05-01      | 6.0000%  | 0.0000% | $13289766.00       | $10951765.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $16556508.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW4986 | 2053-02-01      | 5.5000%  | 0.0000% | $13855694.00       | $8733537.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4867 | 2055-01-01      | 6.0000%  | 0.0000% | $7670889.00        | $7740355.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $13879015.21       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8288 | 2055-04-01      | 6.5000%  | 0.0000% | $22428860.00       | $16042232.56       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1100 | 2033-02-01      | 3.5000%  | 0.0000% | $39039591.00       | $6484553.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0236 | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6171735.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  | 0.0000% | $14130665.00       | $10203843.85       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA5270 | 2035-02-01      | 2.5000%  | 0.0000% | $24770000.00       | $6556323.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $8472000.00        | $6577667.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  | 0.0000% | $15791617.00       | $15102608.20       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $15668000.00       | $9458533.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | 0.0000% | $13457968.00       | $8546276.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  | 0.0000% | $22062607.00       | $10756543.12       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO6220 | 2049-12-01      | 3.0000%  | 0.0000% | $51500000.00       | $12309050.93       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  | 0.0000% | $23000000.00       | $11493748.89       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $6473825.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5863 | 2056-04-01      | 5.5000%  | 0.0000% | $8824237.00        | $8961772.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7300 | 2053-10-01      | 5.5000%  | 0.0000% | $8919000.00        | $7492565.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5846 | 2056-04-01      | 5.5000%  | 0.0000% | $9473762.00        | $9598766.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8287 | 2056-05-01      | 4.5000%  | 0.0000% | $7415025.00        | $7162506.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7925 | 2056-05-01      | 5.0000%  | 0.0000% | $7550760.00        | $7509538.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7993 | 2056-04-01      | 5.5000%  | 0.0000% | $6579539.00        | $6685479.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9938 | 2056-05-01      | 6.0000%  | 0.0000% | $9280549.00        | $9596926.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2551 | 2048-03-01      | 4.0000%  | 0.0000% | $44000000.00       | $8604784.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4852 | 2051-01-01      | 5.0000%  | 0.0000% | $13886118.00       | $13876465.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFA5150 | 2045-04-01      | 5.5000%  | 0.0000% | $17072989.00       | $16931441.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $9554903.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9210 | 2051-10-01      | 3.0000%  | 0.0000% | $12862224.00       | $7806141.94        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2652 | 2048-11-01      | 3.5000%  | 0.0000% | $47975000.00       | $14738879.83       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA5553 | 2037-04-01      | 1.5000%  | 0.0000% | $18976108.00       | $17070799.22       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2420 | 2052-07-01      | 3.5000%  | 0.0000% | $19648375.00       | $13143583.78       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3124 | 2052-10-01      | 4.0000%  | 0.0000% | $17191296.00       | $12261854.06       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  | 0.0000% | $11096886.00       | $6587815.12        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9846 | 2051-12-01      | 2.5000%  | 0.0000% | $18428750.00       | $11995248.82       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0783 | 2037-03-01      | 2.5000%  | 0.0000% | $19947844.00       | $12392834.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $11195336.00       | $6994561.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $9513213.00        | $7180852.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6058710.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4449 | 2052-03-01      | 2.5000%  | 0.0000% | $7311604.00        | $6128537.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | 0.0000% | $17538400.00       | $13579769.80       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $15495000.00       | $10290839.85       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $61466024.00       | $11464086.52       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3785 | 2052-06-01      | 4.0000%  | 0.0000% | $9675000.00        | $6780851.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7865 | 2055-09-01      | 6.5000%  | 0.0000% | $9214568.00        | $6217190.65        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4123 | 2055-11-01      | 5.0000%  | 0.0000% | $8160000.00        | $8030913.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8292 | 2053-08-01      | 6.0000%  | 0.0000% | $19895470.00       | $16192765.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9797 | 2055-09-01      | 6.0000%  | 0.0000% | $6681771.00        | $6468666.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $39300000.00       | $11197887.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4663 | 2055-11-01      | 6.0000%  | 0.0000% | $7041998.00        | $6575917.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2347 | 2055-11-01      | 4.5000%  | 0.0000% | $6627090.00        | $6353450.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $55766000.00       | $12553174.84       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8764 | 2054-08-01      | 6.5000%  | 0.0000% | $10051338.00       | $8013769.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0575 | 2055-04-01      | 6.0000%  | 0.0000% | $7955604.00        | $7549413.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3025 | 2054-05-01      | 5.5000%  | 0.0000% | $9221511.00        | $8274437.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6196 | 2055-09-01      | 6.0000%  | 0.0000% | $15234900.00       | $14186123.47       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ6658 | 2051-10-01      | 3.0000%  | 0.0000% | $10960263.00       | $6047696.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9499 | 2054-08-01      | 6.0000%  | 0.0000% | $7160000.00        | $6790320.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4097 | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $14868525.70       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4496 | 2051-02-01      | 2.0000%  | 0.0000% | $16600000.00       | $9282037.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1731 | 2055-06-01      | 6.5000%  | 0.0000% | $10281958.00       | $6323506.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $29697532.00       | $15634648.07       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3030 | 2053-09-01      | 7.0000%  | 0.0000% | $17968684.00       | $17107087.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3061 | 2039-09-01      | 6.0000%  | 0.0000% | $15584541.00       | $12907814.77       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2740 | 2035-10-01      | 2.5000%  | 0.0000% | $9584569.00        | $8312982.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2609 | 2048-04-01      | 3.0000%  | 0.0000% | $14216143.00       | $12133471.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3222 | 2040-06-01      | 6.0000%  | 0.0000% | $13532159.00       | $11811151.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7786 | 2054-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $11904280.91       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738 | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $17037909.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4456 | 2054-08-01      | 5.5000%  | 0.0000% | $16779213.00       | $15970194.29       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3035 | 2052-02-01      | 2.0000%  | 0.0000% | $14674007.00       | $11395671.91       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3658 | 2043-06-01      | 3.5000%  | 0.0000% | $62770000.00       | $8938699.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4085 | 2034-09-01      | 3.0000%  | 0.0000% | $74390000.00       | $12670517.68       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6929 | 2056-04-01      | 4.5000%  | 0.0000% | $8700122.00        | $8395626.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6622 | 2056-05-01      | 5.0000%  | 0.0000% | $10138214.00       | $10062235.97       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4694 | 2052-06-01      | 3.0000%  | 0.0000% | $10418584.00       | $9269056.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1853 | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $12593403.91       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8393 | 2041-08-01      | 2.0000%  | 0.0000% | $13084875.00       | $8192713.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1711 | 2055-12-01      | 6.0000%  | 0.0000% | $9953244.00        | $10227738.52       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1722 | 2055-12-01      | 6.0000%  | 0.0000% | $11210753.00       | $11616397.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3437 | 2054-09-01      | 5.5000%  | 0.0000% | $9658000.00        | $8477119.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $9643869.00        | $7362398.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $9583913.00        | $6800381.27        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0196 | 2052-01-01      | 2.5000%  | 0.0000% | $19478290.00       | $13071081.29       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1815 | 2056-01-01      | 4.5000%  | 0.0000% | $9979186.00        | $9312240.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $19510856.00       | $15365433.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $7754669.00        | $6700220.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $121643734.00      | $16153683.38       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $9476910.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $30976000.00       | $12798370.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $8520000.00        | $6058761.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  | 0.0000% | $15125261.00       | $13115794.22       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9482 | 2056-01-01      | 5.0000%  | 0.0000% | $6065726.00        | $5982679.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9810 | 2055-01-01      | 6.0000%  | 0.0000% | $12288774.00       | $10852758.45       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2554 | 2056-02-01      | 5.5000%  | 0.0000% | $8789475.00        | $8923107.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9762 | 2053-05-01      | 5.5000%  | 0.0000% | $20554607.00       | $14352290.74       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6001 | 2041-03-01      | 3.5000%  | 0.0000% | $10488310.00       | $9973623.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2346 | 2055-10-01      | 5.5000%  | 0.0000% | $11663000.00       | $11569752.69       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4849 | 2055-11-01      | 5.0000%  | 0.0000% | $11215000.00       | $10951645.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4360 | 2055-11-01      | 5.5000%  | 0.0000% | $12025000.00       | $11123853.27       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  | 0.0000% | $14785810.00       | $11397932.91       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8544 | 2052-05-01      | 3.5000%  | 0.0000% | $13050320.00       | $7544698.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1333 | 2052-11-01      | 5.0000%  | 0.0000% | $10282503.00       | $7250620.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9697 | 2055-09-01      | 5.5000%  | 0.0000% | $8719145.00        | $8514594.36        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  | 0.0000% | $19729660.00       | $14317617.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1819 | 2056-01-01      | 4.5000%  | 0.0000% | $11016259.00       | $10576268.50       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $113016975.00      | $12781242.05       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5154 | 2052-03-01      | 3.5000%  | 0.0000% | $14222525.00       | $13051627.19       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3656 | 2050-08-01      | 3.5000%  | 0.0000% | $11722807.00       | $10501156.73       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8794 | 2051-09-01      | 2.5000%  | 0.0000% | $20000000.00       | $11514000.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6127 | 2056-04-01      | 6.0000%  | 0.0000% | $7641215.00        | $7894775.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9399 | 2039-08-01      | 6.0000%  | 0.0000% | $18416761.00       | $9863785.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6630 | 2056-05-01      | 5.5000%  | 0.0000% | $8845835.00        | $9095690.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0951 | 2052-03-01      | 2.0000%  | 0.0000% | $13338540.00       | $9854988.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9430 | 2056-05-01      | 6.0000%  | 0.0000% | $7438045.00        | $7722084.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0462 | 2039-09-01      | 6.0000%  | 0.0000% | $20035905.00       | $12453561.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  | 0.0000% | $17661715.00       | $13609765.44       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4698 | 2052-06-01      | 3.5000%  | 0.0000% | $19003109.00       | $17149068.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1679 | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $9532383.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $7961000.00        | $6914081.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3692 | 2054-05-01      | 5.5000%  | 0.0000% | $13252719.00       | $12740311.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6426 | 2056-04-01      | 5.0000%  | 0.0000% | $9854181.00        | $9751015.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2016 | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $6925015.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7939 | 2056-05-01      | 5.5000%  | 0.0000% | $7554674.00        | $7677011.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9284 | 2056-05-01      | 5.5000%  | 0.0000% | $15052446.00       | $15289605.66       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3966 | 2050-09-01      | 4.5000%  | 0.0000% | $7618518.00        | $7352070.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $26250975.00       | $14711237.85       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4421 | 2041-09-01      | 1.5000%  | 0.0000% | $16300000.00       | $9627959.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0531 | 2055-06-01      | 5.0000%  | 0.0000% | $10368377.00       | $10115756.00       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1416 | 2055-11-01      | 4.5000%  | 0.0000% | $17343448.00       | $16679192.31       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0412 | 2055-05-01      | 6.5000%  | 0.0000% | $15057756.00       | $14018453.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1712 | 2055-12-01      | 6.0000%  | 0.0000% | $14291453.00       | $14735931.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1330 | 2040-10-01      | 6.0000%  | 0.0000% | $7980357.00        | $7933406.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1655 | 2055-12-01      | 4.5000%  | 0.0000% | $7270715.00        | $6990682.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1328 | 2040-10-01      | 6.0000%  | 0.0000% | $8400092.00        | $8149855.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1256 | 2055-10-01      | 6.5000%  | 0.0000% | $9999767.00        | $10428693.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3481 | 2055-02-01      | 4.5000%  | 0.0000% | $8987048.00        | $8474456.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4847 | 2056-03-01      | 4.5000%  | 0.0000% | $10482052.00       | $10122155.23       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  | 0.0000% | $11103294.00       | $9920746.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2371 | 2052-11-01      | 4.5000%  | 0.0000% | $16490604.00       | $14862676.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3806 | 2055-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $9665009.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2748 | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $9455778.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $21897464.00       | $14854545.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9912 | 2052-10-01      | 5.0000%  | 0.0000% | $15754221.00       | $9708015.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  | 0.0000% | $8546638.00        | $8192092.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7460608.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $10229129.00       | $8005217.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $16532512.01       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4030 | 2048-06-01      | 3.5000%  | 0.0000% | $11519119.00       | $10404239.72       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $13824000.00       | $8283790.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $9911242.00        | $7186129.43        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9167 | 2053-07-01      | 2.5000%  | 0.0000% | $15559161.00       | $11777857.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0298 | 2054-08-01      | 5.5000%  | 0.0000% | $14412000.00       | $13894745.33       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1175 | 2055-07-01      | 6.5000%  | 0.0000% | $25320169.00       | $16620860.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1360 | 2055-10-01      | 5.5000%  | 0.0000% | $7741609.00        | $7569795.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6393 | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12251131.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $12204983.00       | $10495443.83       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6361 | 2055-09-01      | 4.5000%  | 0.0000% | $8507038.00        | $8162255.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3646 | 2055-07-01      | 5.5000%  | 0.0000% | $8869876.00        | $8788422.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $8421000.00        | $6011396.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3969 | 2053-07-01      | 6.5000%  | 0.0000% | $7160936.00        | $7437390.34        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3627 | 2051-10-01      | 3.0000%  | 0.0000% | $18896623.00       | $15974509.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3628 | 2052-06-01      | 4.0000%  | 0.0000% | $15002119.00       | $13410237.34       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3448 | 2049-07-01      | 2.5000%  | 0.0000% | $7106149.00        | $5936206.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3624 | 2052-05-01      | 2.5000%  | 0.0000% | $11728664.00       | $9739476.59        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3133 | 2052-10-01      | 4.0000%  | 0.0000% | $11087000.00       | $7656512.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3139 | 2052-03-01      | 2.5000%  | 0.0000% | $9778385.00        | $8029794.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1667 | 2055-12-01      | 4.5000%  | 0.0000% | $8777152.00        | $8430364.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $16512710.00       | $9428607.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4582 | 2047-08-01      | 3.5000%  | 0.0000% | $57104123.00       | $12716626.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $8561827.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3344 | 2055-11-01      | 5.5000%  | 0.0000% | $15826126.00       | $16175776.94       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $41474588.00       | $11329383.20       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BM7884 | 2060-09-01      | 3.5000%  | 0.0000% | $9577333.00        | $8141573.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3032 | 2055-10-01      | 5.5000%  | 0.0000% | $6161103.00        | $6038967.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1673 | 2055-07-01      | 6.0000%  | 0.0000% | $13636963.00       | $13389142.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0503 | 2054-10-01      | 6.0000%  | 0.0000% | $24606707.00       | $16031860.24       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3480 | 2055-01-01      | 4.5000%  | 0.0000% | $15822968.00       | $14896173.22       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4359 | 2049-10-01      | 4.0000%  | 0.0000% | $45500000.00       | $16725283.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14540000.00       | $13342640.61       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA1586 | 2040-04-01      | 6.0000%  | 0.0000% | $19718112.00       | $15507072.06       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1108 | 2053-08-01      | 4.5000%  | 0.0000% | $7896863.00        | $6823439.59        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6318 | 2035-11-01      | 1.5000%  | 0.0000% | $20649182.00       | $9077560.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3628 | 2048-03-01      | 3.5000%  | 0.0000% | $22818420.00       | $5965006.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7056 | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $13640674.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9921 | 2056-05-01      | 6.0000%  | 0.0000% | $6884866.00        | $7113556.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  | 0.0000% | $8600000.00        | $7084215.27        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3210 | 2037-03-01      | 2.5000%  | 0.0000% | $11400597.00       | $7297708.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0534 | 2051-05-01      | 3.0000%  | 0.0000% | $14033526.00       | $7795968.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $14840929.00       | $9786022.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5331 | 2049-03-01      | 4.0000%  | 0.0000% | $39000000.00       | $7529074.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8849 | 2056-01-01      | 6.0000%  | 0.0000% | $10084331.00       | $10108077.84       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $9122000.00        | $7884046.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6920 | 2054-01-01      | 6.5000%  | 0.0000% | $10466477.00       | $6253880.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9234 | 2045-04-01      | 4.0000%  | 0.0000% | $8856121.00        | $6963684.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  | 0.0000% | $29500000.00       | $6247002.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9317 | 2055-09-01      | 6.0000%  | 0.0000% | $7707803.00        | $7340744.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5204 | 2055-07-01      | 6.0000%  | 0.0000% | $10891639.00       | $8859998.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6137 | 2055-08-01      | 6.0000%  | 0.0000% | $7722275.00        | $6702548.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $10250138.04       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $10075334.00       | $8996827.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6007 | 2055-08-01      | 5.5000%  | 0.0000% | $9784320.00        | $9596098.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0103 | 2055-10-01      | 6.0000%  | 0.0000% | $6143287.00        | $6431185.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  | 0.0000% | $19219122.00       | $16293780.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $13502163.54       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2517 | 2055-03-01      | 6.5000%  | 0.0000% | $8959683.00        | $7553619.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3065 | 2056-03-01      | 5.0000%  | 0.0000% | $7513911.00        | $7431535.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8397 | 2056-05-01      | 5.0000%  | 0.0000% | $9080267.00        | $8998642.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3442 | 2050-06-01      | 3.0000%  | 0.0000% | $34660000.00       | $10930042.73       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3646 | 2049-02-01      | 4.0000%  | 0.0000% | $40578542.00       | $7648467.40        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8619 | 2056-01-01      | 4.5000%  | 0.0000% | $9553348.00        | $9202053.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $33000000.00       | $12448860.48       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $40133000.00       | $11504152.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8337 | 2056-04-01      | 5.5000%  | 0.0000% | $9833116.00        | $9992339.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9934 | 2056-05-01      | 6.0000%  | 0.0000% | $12869929.00       | $13289930.55       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0993 | 2042-02-01      | 2.0000%  | 0.0000% | $9594516.00        | $7500471.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  | 0.0000% | $15829952.00       | $9100918.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6459380.00        | $6000136.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3698 | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $6859110.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4664 | 2055-11-01      | 6.0000%  | 0.0000% | $13170763.00       | $13299659.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6978 | 2041-01-01      | 4.5000%  | 0.0000% | $9149563.00        | $8965076.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310209 | 2043-08-25      | 3.5000%  | 0.0000% | $20000000.00       | $12961090.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $10786644.00       | $6144795.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4460 | 2055-04-01      | 6.5000%  | 0.0000% | $10173253.00       | $7213204.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1802 | 2055-06-01      | 6.0000%  | 0.0000% | $8756615.00        | $7770397.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0644 | 2055-08-01      | 6.5000%  | 0.0000% | $16895945.00       | $15609999.54       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1865 | 2055-06-01      | 6.5000%  | 0.0000% | $9957418.00        | $7192305.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5535 | 2055-06-01      | 6.0000%  | 0.0000% | $10335532.00       | $9205875.62        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $13000000.00       | $7966423.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $9511840.00        | $6672702.97        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2100 | 2055-07-01      | 6.5000%  | 0.0000% | $11159075.00       | $9094689.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0613 | 2040-07-01      | 5.0000%  | 0.0000% | $18916026.00       | $14659082.53       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9601 | 2051-12-01      | 2.5000%  | 0.0000% | $10705511.00       | $6439181.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9875 | 2056-05-01      | 5.0000%  | 0.0000% | $10076167.00       | $9965709.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $25091000.00       | $12958063.93       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4545 | 2052-02-01      | 2.5000%  | 0.0000% | $24234417.00       | $15894892.69       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  | 0.0000% | $11015112.00       | $8876711.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $7359728.00        | $5987586.92        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $94139841.00       | $8888959.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4783 | 2051-08-01      | 4.0000%  | 0.0000% | $18780848.00       | $13402211.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $61000000.00       | $8898692.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $21296528.00       | $14151923.12       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $9896082.00        | $8023681.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1049 | 2055-09-01      | 6.5000%  | 0.0000% | $5951727.00        | $6019741.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9973 | 2051-08-01      | 3.0000%  | 0.0000% | $20500000.00       | $12155184.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3441 | 2052-12-01      | 6.0000%  | 0.0000% | $23106951.00       | $15677804.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $10598233.00       | $7662510.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2501 | 2054-05-01      | 5.5000%  | 0.0000% | $8100000.00        | $6971069.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5859 | 2056-04-01      | 5.5000%  | 0.0000% | $9040000.00        | $9155183.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0472 | 2047-02-01      | 3.5000%  | 0.0000% | $7879881.00        | $6364433.85        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1855 | 2052-05-01      | 4.0000%  | 0.0000% | $10280714.00       | $6057939.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7940 | 2056-05-01      | 5.5000%  | 0.0000% | $7428194.00        | $7545236.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  | 0.0000% | $12400000.00       | $8698587.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1398 | 2052-12-01      | 5.5000%  | 0.0000% | $15488062.00       | $13379863.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1750 | 2055-06-01      | 6.0000%  | 0.0000% | $12078627.00       | $11938202.73       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5165 | 2056-04-01      | 4.5000%  | 0.0000% | $9869625.00        | $9524207.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6699 | 2056-04-01      | 5.5000%  | 0.0000% | $8585000.00        | $8691570.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6194 | 2056-04-01      | 5.0000%  | 0.0000% | $8703334.00        | $8638228.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7339 | 2056-04-01      | 5.5000%  | 0.0000% | $12013663.00       | $12365694.03       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6020 | 2056-04-01      | 5.0000%  | 0.0000% | $6565299.00        | $6522673.65        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB8049 | 2054-02-01      | 7.5000%  | 0.0000% | $9889366.00        | $6378213.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6018 | 2056-04-01      | 5.0000%  | 0.0000% | $6775490.00        | $6739731.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $56900000.00       | $16083026.60       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $6827285.46        | Agency Mortgage-Backed Securities |
| FNMS 07.000 DLDF3348 | 2055-09-01      | 7.0000%  | 0.0000% | $9717987.00        | $9832196.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0463 | 2060-03-01      | 3.0000%  | 0.0000% | $30252264.00       | $11863879.08       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5578 | 2056-04-01      | 4.5000%  | 0.0000% | $6135646.00        | $5916164.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6198 | 2056-04-01      | 5.0000%  | 0.0000% | $7520289.00        | $7456541.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $14145000.00       | $10365316.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4556 | 2052-09-01      | 4.5000%  | 0.0000% | $17500000.00       | $13548902.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4333 | 2052-08-01      | 4.0000%  | 0.0000% | $10000000.00       | $7144406.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9513 | 2037-08-01      | 2.5000%  | 0.0000% | $9944509.00        | $7775211.71        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCC0626 | 2055-04-01      | 7.5000%  | 0.0000% | $16626696.00       | $10726020.94       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5784 | 2056-04-01      | 5.0000%  | 0.0000% | $7755897.00        | $7666727.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $14678475.60       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3058 | 2039-07-01      | 6.5000%  | 0.0000% | $7162635.00        | $5987897.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3033 | 2047-01-01      | 3.5000%  | 0.0000% | $15937454.00       | $14150619.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3463 | 2049-08-01      | 3.5000%  | 0.0000% | $18246465.00       | $16391215.92       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1441 | 2056-02-01      | 4.5000%  | 0.0000% | $17645856.00       | $16967035.59       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3460 | 2048-11-01      | 3.5000%  | 0.0000% | $17221064.00       | $15436359.07       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2464 | 2055-03-01      | 6.5000%  | 0.0000% | $12937798.00       | $10185648.88       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2871 | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $8283535.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4121 | 2056-03-01      | 5.0000%  | 0.0000% | $6001815.00        | $5984290.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5164 | 2056-04-01      | 4.5000%  | 0.0000% | $8724034.00        | $8418710.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6542 | 2053-12-01      | 6.5000%  | 0.0000% | $15179410.00       | $8386092.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7042 | 2054-01-01      | 6.5000%  | 0.0000% | $13219000.00       | $9621399.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5086 | 2053-04-01      | 4.0000%  | 0.0000% | $9813441.00        | $7099549.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $9353101.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $22411022.00       | $14792033.79       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $10345664.00       | $6997516.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7877 | 2054-04-01      | 6.5000%  | 0.0000% | $15820000.00       | $9450221.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  | 0.0000% | $8387161.00        | $6563465.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  | 0.0000% | $12989275.00       | $9870339.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  | 0.0000% | $6442533.00        | $6468391.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6778 | 2054-01-01      | 6.5000%  | 0.0000% | $17500000.00       | $10893031.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0275 | 2055-04-01      | 6.5000%  | 0.0000% | $17801886.00       | $17141786.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0483 | 2040-05-01      | 6.0000%  | 0.0000% | $8126413.00        | $7148189.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $45525816.00       | $5984947.56        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $25141508.00       | $13589858.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5835 | 2045-08-01      | 6.0000%  | 0.0000% | $12274174.00       | $11073198.77       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $15984343.00       | $9788756.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5303 | 2054-06-01      | 6.0000%  | 0.0000% | $14791479.00       | $11369609.41       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $31950588.00       | $7099727.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $11692377.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $8795479.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0710 | 2054-12-01      | 5.5000%  | 0.0000% | $16214000.00       | $12757329.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3851 | 2056-03-01      | 5.0000%  | 0.0000% | $7069979.00        | $7015943.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3766 | 2056-03-01      | 4.5000%  | 0.0000% | $10091500.00       | $9726718.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2370 | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $15876544.63       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3057 | 2039-08-01      | 6.5000%  | 0.0000% | $10899268.00       | $9366121.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5250 | 2056-03-01      | 5.0000%  | 0.0000% | $8900582.00        | $8788102.83        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3034 | 2052-02-01      | 3.0000%  | 0.0000% | $15124148.00       | $12781898.47       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNFA3510 | 2032-05-01      | 1.5000%  | 0.0000% | $16645000.00       | $14125741.80       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1902 | 2055-05-01      | 6.0000%  | 0.0000% | $8844897.00        | $7846899.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0003 | 2054-09-01      | 6.0000%  | 0.0000% | $14498567.00       | $12372237.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4381 | 2052-08-01      | 4.0000%  | 0.0000% | $22012608.00       | $17253170.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9973 | 2055-02-01      | 5.5000%  | 0.0000% | $7399000.00        | $6916241.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $16054794.00       | $14894040.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $12746886.00       | $9853575.15        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4284 | 2031-03-01      | 1.5000%  | 0.0000% | $22250600.00       | $6830467.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1573 | 2047-07-01      | 3.5000%  | 0.0000% | $36884514.00       | $8359082.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $16254542.00       | $8969810.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8915 | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8165095.71        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ5806 | 2035-11-01      | 1.5000%  | 0.0000% | $20649993.00       | $8656749.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $19756543.00       | $11969755.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $50124541.00       | $5910822.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5995 | 2056-03-01      | 4.0000%  | 0.0000% | $16106176.00       | $15047011.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBT8046 | 2053-01-01      | 5.5000%  | 0.0000% | $7981175.00        | $6865637.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $6782203.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  | 0.0000% | $12021000.00       | $9145170.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  | 0.0000% | $6997000.00        | $6089431.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9813 | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $10929675.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $31158000.00       | $10994422.74       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9034 | 2056-01-01      | 5.0000%  | 0.0000% | $6977605.00        | $6867550.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7961 | 2054-05-01      | 5.5000%  | 0.0000% | $9000000.00        | $7222495.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1840 | 2056-03-01      | 5.0000%  | 0.0000% | $8359480.00        | $8283300.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3048 | 2049-05-01      | 4.0000%  | 0.0000% | $25471000.00       | $6263988.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8698 | 2048-11-01      | 4.0000%  | 0.0000% | $13944275.00       | $11530917.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6056 | 2056-04-01      | 6.5000%  | 0.0000% | $10367083.00       | $10826470.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4599 | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $12105942.71       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | 0.0000% | $17908186.00       | $11270161.09       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5153 | 2053-06-01      | 4.5000%  | 0.0000% | $16852972.00       | $13707694.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  | 0.0000% | $15000000.00       | $13300202.68       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  | 0.0000% | $6910484.00        | $6174491.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $10709587.17       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2901 | 2056-02-01      | 5.0000%  | 0.0000% | $14836528.00       | $14642655.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFA5151 | 2045-04-01      | 6.0000%  | 0.0000% | $17161542.00       | $17138529.68       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $21000000.00       | $10303141.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9457 | 2054-11-01      | 4.5000%  | 0.0000% | $18144372.00       | $15457273.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8636 | 2055-12-01      | 6.0000%  | 0.0000% | $16198715.00       | $16192490.32       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4772 | 2048-08-01      | 4.0000%  | 0.0000% | $85207500.00       | $6779906.16        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3778 | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $10911992.63       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  | 0.0000% | $15000000.00       | $8232463.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4863 | 2033-09-01      | 3.5000%  | 0.0000% | $55881577.00       | $8395103.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1394 | 2051-08-01      | 2.5000%  | 0.0000% | $17388662.00       | $11894631.57       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8970 | 2051-02-01      | 3.0000%  | 0.0000% | $19000000.00       | $10055798.30       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8244327.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6414 | 2055-12-01      | 5.0000%  | 0.0000% | $7950000.00        | $7831525.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5556 | 2050-04-01      | 3.5000%  | 0.0000% | $28482000.00       | $7319966.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0210 | 2051-04-01      | 3.5000%  | 0.0000% | $12264797.00       | $6181773.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9659 | 2055-09-01      | 6.0000%  | 0.0000% | $6268617.00        | $6526538.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $10191000.00       | $8035295.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0673 | 2055-09-01      | 6.5000%  | 0.0000% | $15601107.00       | $14259302.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2275 | 2055-10-01      | 5.5000%  | 0.0000% | $8304442.00        | $8422897.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4902 | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $9679013.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0784 | 2055-10-01      | 5.5000%  | 0.0000% | $14962520.00       | $14163545.92       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6382 | 2055-08-01      | 6.0000%  | 0.0000% | $10537950.00       | $10145520.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5958 | 2040-07-01      | 5.0000%  | 0.0000% | $6789572.00        | $6017075.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9390 | 2055-09-01      | 6.5000%  | 0.0000% | $9151296.00        | $6672511.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7433 | 2055-08-01      | 6.0000%  | 0.0000% | $11547010.00       | $10245450.26       | Agency Mortgage-Backed Securities |

### Security 288: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCD45, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCD45
- **C.18 - Value (incl. sponsor support):** $1833000000.00
- **C.18.a - Value (excl. sponsor support):** $1833000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-01-31      | 3.7500%  | 0.0000% | $233369600.00      | $232440698.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $262464000.00      | $249999797.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $251411200.00      | $249999051.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $250132800.00      | $249999286.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $127142400.00      | $129859681.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $140908500.00      | $131757178.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $292921600.00      | $249999862.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $176219200.00      | $177314428.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $198174200.00      | $198290016.94      | U.S. Treasuries (including strips) |

### Security 289: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCD60, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCD60
- **C.18 - Value (incl. sponsor support):** $3722000000.00
- **C.18.a - Value (excl. sponsor support):** $3722000000.00
- **C.19 - Percentage of Net Assets:** 4.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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% | $27196300.00       | $29310723.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $228068800.00      | $249999566.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $243352000.00      | $249999003.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $252064000.00      | $249974195.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $189512000.00      | $249998975.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $251315200.00      | $249998014.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $258355000.00      | $249998507.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $247918400.00      | $249999490.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $48662400.00       | $33827729.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $298721600.00      | $238994642.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $253188800.00      | $249999673.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $263971200.00      | $249999860.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $148020000.00      | $152987551.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $329457600.00      | $249999052.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $251552000.00      | $249999924.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $326092800.00      | $249999859.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $91840200.00       | $91356774.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $186726400.00      | $249996463.62      | U.S. Treasuries (including strips) |

### Security 290: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES 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: ARP1HCD86, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCD86
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 778108 C         | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $3134.87           | Agency Mortgage-Backed Securities   |
| GNMI SF 778855 X         | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $888.12            | Agency Mortgage-Backed Securities   |
| GNMI SF 599357 X         | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1681.09           | Agency Mortgage-Backed Securities   |
| GNMI SF 584464 X         | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3599.73           | Agency Mortgage-Backed Securities   |
| GNII SF 003377 M         | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $4735.63           | Agency Mortgage-Backed Securities   |
| GNII SF 003796 M         | 2035-12-20      | 5.5000%  | 0.0000% | $35000.00          | $475.25            | Agency Mortgage-Backed Securities   |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2276.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 593723 X         | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3501.37           | Agency Mortgage-Backed Securities   |
| GNMI SF 578272 X         | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $557.98            | Agency Mortgage-Backed Securities   |
| GNII SF 003569 M         | 2034-06-20      | 5.5000%  | 0.0000% | $25152.00          | $324.92            | Agency Mortgage-Backed Securities   |
| GNII SF 002975 M         | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $51.09             | Agency Mortgage-Backed Securities   |
| GNII SF 002548 M         | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $902.74            | Agency Mortgage-Backed Securities   |
| GNII SF 002550 M         | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $4.38              | Agency Mortgage-Backed Securities   |
| GNII SF 002495 M         | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $359.60            | Agency Mortgage-Backed Securities   |
| GNMI SF 587980 X         | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3660.82           | Agency Mortgage-Backed Securities   |
| GNAR AR 008876 M         | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $76.28             | Agency Mortgage-Backed Securities   |
| GNII SF 003416 M         | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3406.65           | Agency Mortgage-Backed Securities   |
| GNII SF 003237 M         | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $102.43            | Agency Mortgage-Backed Securities   |
| GNII SF 002603 M         | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2315.96           | Agency Mortgage-Backed Securities   |
| GNMI SF 570033 X         | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1867.45           | Agency Mortgage-Backed Securities   |
| GNMI SF 573796 X         | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1766.03           | Agency Mortgage-Backed Securities   |
| GNII SF MA8150 M         | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $698.94            | Agency Mortgage-Backed Securities   |
| GNII SF MA8875 M         | 2053-05-20      | 3.5000%  | 0.0000% | $70000.00          | $48114.76          | Agency Mortgage-Backed Securities   |
| GNII SF MA3523 M         | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2226.28           | Agency Mortgage-Backed Securities   |
| GNII JM MA6209 M         | 2049-10-20      | 3.0000%  | 0.0000% | $25000.00          | $1666.89           | Agency Mortgage-Backed Securities   |
| GNII JM MA7083 M         | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $488977.55         | Agency Mortgage-Backed Securities   |
| GNII SF MA7001 M         | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $84572.29          | Agency Mortgage-Backed Securities   |
| GNMI SF AM8641 X         | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $4927.39           | Agency Mortgage-Backed Securities   |
| GNII SF 003702 M         | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $654.87            | Agency Mortgage-Backed Securities   |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1559.80           | Agency Mortgage-Backed Securities   |
| GNII SF 003025 M         | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2183.82           | Agency Mortgage-Backed Securities   |
| GNMI SF 412407 X         | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $4600.79           | Agency Mortgage-Backed Securities   |
| GNPL PN DQ1942           | 2061-04-15      | 4.9000%  | 0.0000% | $18648300.00       | $18544489.05       | Agency Mortgage-Backed Securities   |
| GNII SF 003851 M         | 2036-05-20      | 5.5000%  | 0.0000% | $88000.00          | $907.93            | Agency Mortgage-Backed Securities   |
| GNMI SF 422963 X         | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $3410.07           | Agency Mortgage-Backed Securities   |
| GNII SF 003652 M         | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $700.01            | Agency Mortgage-Backed Securities   |
| GNMI SF 704865 X         | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $3911.74           | Agency Mortgage-Backed Securities   |
| GNMI SF 662442 X         | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2220.18           | Agency Mortgage-Backed Securities   |
| GNII SF 002426 M         | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $95.90             | Agency Mortgage-Backed Securities   |
| GNII SF 002658 M         | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1264.88           | Agency Mortgage-Backed Securities   |
| GNII SF 002699 M         | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $708.13            | Agency Mortgage-Backed Securities   |
| GNMI SF AD0815 X         | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1807.08           | Agency Mortgage-Backed Securities   |
| GNII SF MA6320 M         | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $4534.23           | Agency Mortgage-Backed Securities   |
| GNII JM MA6030 M         | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3801.66           | Agency Mortgage-Backed Securities   |
| GNII SF MA7458 M         | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $3370.16           | Agency Mortgage-Backed Securities   |
| GNMI SF 723541 X         | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1234.57           | Agency Mortgage-Backed Securities   |
| GNMI SF 400595 X         | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1095.33           | Agency Mortgage-Backed Securities   |
| GNMI SF 447986 X         | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $148.69            | Agency Mortgage-Backed Securities   |
| GNMI SF 564821 X         | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $500.11            | Agency Mortgage-Backed Securities   |
| GNMI SF 568466 X         | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $4397.64           | Agency Mortgage-Backed Securities   |
| GNMI SF 465529 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $1781.82           | Agency Mortgage-Backed Securities   |
| GNMI SF 738603 X         | 2026-08-15      | 4.0000%  | 0.0000% | $3490000.00        | $2419.51           | Agency Mortgage-Backed Securities   |
| GNMI SF 563338 X         | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $494.94            | Agency Mortgage-Backed Securities   |
| GNMI SF 554033 X         | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $934.49            | Agency Mortgage-Backed Securities   |
| GNMI SF 545134 X         | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $125.99            | Agency Mortgage-Backed Securities   |
| GNMI SF 564116 X         | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1196.91           | Agency Mortgage-Backed Securities   |
| GNMI SF 693508 X         | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4237.48           | Agency Mortgage-Backed Securities   |
| GNMI SF 648970 X         | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4461.14           | Agency Mortgage-Backed Securities   |
| GNAR AR 080115 M         | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2170.09           | Agency Mortgage-Backed Securities   |
| GNMI SF AB2392 X         | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2461.75           | Agency Mortgage-Backed Securities   |
| GNII SF MA2752 M         | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $153.07            | Agency Mortgage-Backed Securities   |
| GNII JM MA6081 M         | 2049-08-20      | 3.5000%  | 0.0000% | $6000.00           | $267.24            | Agency Mortgage-Backed Securities   |
| GNII SF 003994 M         | 2037-06-20      | 5.0000%  | 0.0000% | $26297.00          | $331.60            | Agency Mortgage-Backed Securities   |
| GNII SF 003039 M         | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $834.28            | Agency Mortgage-Backed Securities   |
| GNII SF 003414 M         | 2033-07-20      | 5.0000%  | 0.0000% | $25135.00          | $265.29            | Agency Mortgage-Backed Securities   |
| GNAR AR 008971 M         | 2026-09-20      | 5.3750%  | 0.0000% | $1456148.00        | $27.94             | Agency Mortgage-Backed Securities   |
| GNII SF 003320 M         | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $314.38            | Agency Mortgage-Backed Securities   |
| GNII SF 004961 M         | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3329.55           | Agency Mortgage-Backed Securities   |
| GNII SF 005300 M         | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $2363.46           | Agency Mortgage-Backed Securities   |
| GNII SF 003931 M         | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4435.48           | Agency Mortgage-Backed Securities   |
| GNMI SF 732938 X         | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3380.03           | Agency Mortgage-Backed Securities   |
| GNMI SF 723438 X         | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1844.79           | Agency Mortgage-Backed Securities   |
| GNAR AR 008991 M         | 2026-10-20      | 5.1250%  | 0.0000% | $30763233.00       | $1900.34           | Agency Mortgage-Backed Securities   |
| GNII SF 003345 M         | 2033-02-20      | 5.0000%  | 0.0000% | $90000.00          | $582.70            | Agency Mortgage-Backed Securities   |
| GNMI SF 731680 X         | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1139.25           | Agency Mortgage-Backed Securities   |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1834.79           | Agency Mortgage-Backed Securities   |
| GNII SF 003737 M         | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4517.37           | Agency Mortgage-Backed Securities   |
| GNII SF 003429 M         | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $265.00            | Agency Mortgage-Backed Securities   |
| GNII SF 004073 M         | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1805.45           | Agency Mortgage-Backed Securities   |
| GNII SF 003798 M         | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $941.72            | Agency Mortgage-Backed Securities   |
| GNII SF 003296 M         | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $418.40            | Agency Mortgage-Backed Securities   |
| GNMI SF 448335 X         | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $31.47             | Agency Mortgage-Backed Securities   |
| GNMI SF 746166 X         | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1468.27           | Agency Mortgage-Backed Securities   |
| GNII SF 003284 M         | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $233.11            | Agency Mortgage-Backed Securities   |
| GNMI SF 421379 X         | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $357.91            | Agency Mortgage-Backed Securities   |
| GNMI SF 462682 X         | 2028-04-15      | 6.5000%  | 0.0000% | $17953134.00       | $4923.80           | Agency Mortgage-Backed Securities   |
| GNMI SF 471690 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $554.58            | Agency Mortgage-Backed Securities   |
| GNAR AR 080393 M         | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1765.14           | Agency Mortgage-Backed Securities   |
| GNAR AR 080107 M         | 2027-08-20      | 5.3750%  | 0.0000% | $17856106.00       | $4245.01           | Agency Mortgage-Backed Securities   |
| GNMI SF 490279 X         | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1038.77           | Agency Mortgage-Backed Securities   |
| GNAR AR 080076 M         | 2027-05-20      | 5.6250%  | 0.0000% | $24796998.00       | $3463.57           | Agency Mortgage-Backed Securities   |
| GNMI SF 434141 X         | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $140.12            | Agency Mortgage-Backed Securities   |
| GNII SF MA7519 M         | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $1033.66           | Agency Mortgage-Backed Securities   |
| GNMI SF AB9205 X         | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $969.00            | Agency Mortgage-Backed Securities   |
| GNII JM MA1828 M         | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $106.84            | Agency Mortgage-Backed Securities   |
| GNII SF MA5296 M         | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $2340.94           | Agency Mortgage-Backed Securities   |
| GNPL PN CP1101           | 2058-02-15      | 5.5500%  | 0.0000% | $26127.00          | $26326.80          | Agency Mortgage-Backed Securities   |
| GNII ET DP1178 C         | 2066-01-20      | 5.5000%  | 0.0000% | $290302.00         | $293115.54         | Agency Mortgage-Backed Securities   |
| GNMI SF BB6967 X         | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4420.45           | Agency Mortgage-Backed Securities   |
| GNAR AR 080012 M         | 2026-11-20      | 5.1250%  | 0.0000% | $48658897.00       | $3099.40           | Agency Mortgage-Backed Securities   |
| GNII SF 004060 M         | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1254.75           | Agency Mortgage-Backed Securities   |
| GNMI SF 723599 X         | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1905.72           | Agency Mortgage-Backed Securities   |
| GNMI SF 716813 X         | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2187.80           | Agency Mortgage-Backed Securities   |
| GNMI SF 557521 X         | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $95.15             | Agency Mortgage-Backed Securities   |
| GNMI SF 728323 X         | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1743.27           | Agency Mortgage-Backed Securities   |
| GNMI SF 486470 X         | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $337.22            | Agency Mortgage-Backed Securities   |
| GNII JM 004308 M         | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $491.86            | Agency Mortgage-Backed Securities   |
| GNMI SF 486516 X         | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $517.27            | Agency Mortgage-Backed Securities   |
| GNMI SF 521330 X         | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $761.03            | Agency Mortgage-Backed Securities   |
| GNAR AR 008949 M         | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $843.66            | Agency Mortgage-Backed Securities   |
| GNMI SF 486599 X         | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $20.76             | Agency Mortgage-Backed Securities   |
| GNII SF 003172 M         | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $400.07            | Agency Mortgage-Backed Securities   |
| GNMI SP 783807 X         | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2358.39           | Agency Mortgage-Backed Securities   |
| GNAR AR 080123 M         | 2027-10-20      | 5.1250%  | 0.0000% | $17717110.00       | $3954.36           | Agency Mortgage-Backed Securities   |
| GNMI SP 781299 X         | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $884.07            | Agency Mortgage-Backed Securities   |
| GNMI SF 532558 X         | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4290.22           | Agency Mortgage-Backed Securities   |
| GNMI SP 783632 X         | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $3562.26           | Agency Mortgage-Backed Securities   |
| GNII JP 783785 M         | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $2935.30           | Agency Mortgage-Backed Securities   |
| GNMI SF 544405 X         | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $4656.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 555704 X         | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $39.13             | Agency Mortgage-Backed Securities   |
| GNMI SF 736057 X         | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2649.79           | Agency Mortgage-Backed Securities   |
| GNII SF 004115 M         | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $3835.85           | Agency Mortgage-Backed Securities   |
| GNAR AR 008892 M         | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $254.68            | Agency Mortgage-Backed Securities   |
| GNII SF 004369 M         | 2039-02-20      | 5.0000%  | 0.0000% | $653722.00         | $9143.38           | Agency Mortgage-Backed Securities   |
| GNMI SF 460993 X         | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $623.24            | Agency Mortgage-Backed Securities   |
| GNAR AR 008947 M         | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $1051.77           | Agency Mortgage-Backed Securities   |
| GNMI SF 721470 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $300.74            | Agency Mortgage-Backed Securities   |
| GNMI SF 723939 X         | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1674.93           | Agency Mortgage-Backed Securities   |
| GNMI SF 737555 X         | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1220.09           | Agency Mortgage-Backed Securities   |
| GNII SF 003248 M         | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $361.03            | Agency Mortgage-Backed Securities   |
| GNII SF 004006 M         | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1736.69           | Agency Mortgage-Backed Securities   |
| GNMI SF 738712 X         | 2026-09-15      | 3.0000%  | 0.0000% | $2000000.00        | $4514.14           | Agency Mortgage-Backed Securities   |
| GNMI SF 506607 X         | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $40.72             | Agency Mortgage-Backed Securities   |
| GNMI SF 545051 X         | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2029.96           | Agency Mortgage-Backed Securities   |
| GNMI SF 477023 X         | 2030-01-15      | 6.5000%  | 0.0000% | $505183.00         | $4661.19           | Agency Mortgage-Backed Securities   |
| GNMI SF 736667 X         | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1570.92           | Agency Mortgage-Backed Securities   |
| GNII SF MA8487 M         | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $4969.91           | Agency Mortgage-Backed Securities   |
| GNII JM MA0002 M         | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $1295.26           | Agency Mortgage-Backed Securities   |
| GNII SF AA1000 C         | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1030.70           | Agency Mortgage-Backed Securities   |
| GNMI SF 757366 X         | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4014.54           | Agency Mortgage-Backed Securities   |
| GNMI SP 781001 X         | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $230.38            | Agency Mortgage-Backed Securities   |
| GNII JM MA5701 M         | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1733.31           | Agency Mortgage-Backed Securities   |
| GNII SF MA7194 M         | 2051-02-20      | 3.0000%  | 0.0000% | $5000.00           | $1761.55           | Agency Mortgage-Backed Securities   |
| GNII SF MA6541 M         | 2050-02-20      | 3.0000%  | 0.0000% | $31000.00          | $4669.10           | Agency Mortgage-Backed Securities   |
| GNII SF MA6576 M         | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $4017.55           | Agency Mortgage-Backed Securities   |
| GNII SF MA0300 M         | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $334.63            | Agency Mortgage-Backed Securities   |
| GNMI SP 782958 X         | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3139.40           | Agency Mortgage-Backed Securities   |
| GNII SF DI4714 C         | 2055-08-20      | 7.0000%  | 0.0000% | $813584.00         | $855172.51         | Agency Mortgage-Backed Securities   |
| GNAR AR 080312 M         | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4135.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 511460 X         | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4364.74           | Agency Mortgage-Backed Securities   |
| GNAR AR 080023 M         | 2026-12-20      | 5.1250%  | 0.0000% | $19035907.00       | $1867.31           | Agency Mortgage-Backed Securities   |
| GNMI SF 723249 X         | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1673.44           | Agency Mortgage-Backed Securities   |
| GNMI SF 532749 X         | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $124.92            | Agency Mortgage-Backed Securities   |
| GNAR AR 080011 M         | 2026-11-20      | 5.1250%  | 0.0000% | $3000000.00        | $193.76            | Agency Mortgage-Backed Securities   |
| GNII SF MA7882 M         | 2052-02-20      | 3.0000%  | 0.0000% | $2000.00           | $1229.18           | Agency Mortgage-Backed Securities   |
| GNMI SF AG8900 X         | 2044-01-15      | 3.5000%  | 0.0000% | $1137422.00        | $94049.20          | Agency Mortgage-Backed Securities   |
| GNII SF AM4929 C         | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $809.95            | Agency Mortgage-Backed Securities   |
| GNMI SF AD7352 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1711.19           | Agency Mortgage-Backed Securities   |
| GNII SF CR2375 C         | 2053-02-20      | 6.0000%  | 0.0000% | $117391.00         | $121370.25         | Agency Mortgage-Backed Securities   |
| GNII SF MA7235 M         | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2550.19           | Agency Mortgage-Backed Securities   |
| GNMI SP 781811 X         | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $2956.70           | Agency Mortgage-Backed Securities   |
| GNMI SP 782612 X         | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $4888852.49        | Agency Mortgage-Backed Securities   |
| GNMI SF 693631 X         | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3574.12           | Agency Mortgage-Backed Securities   |
| GNII SF MA2936 M         | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $4854.00           | Agency Mortgage-Backed Securities   |
| GNMI SF 623958 X         | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1786.13           | Agency Mortgage-Backed Securities   |
| GNII SF MA5334 M         | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4372.64           | Agency Mortgage-Backed Securities   |
| GNMI SF 663893 X         | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities   |
| GNII SF MA0602 M         | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $3314.55           | Agency Mortgage-Backed Securities   |
| GNII SF 003610 M         | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $527.87            | Agency Mortgage-Backed Securities   |
| GNII SF 002657 M         | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $341.70            | Agency Mortgage-Backed Securities   |
| GNMI SF 587719 X         | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $291.10            | Agency Mortgage-Backed Securities   |
| GNII SF 002644 M         | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1499.32           | Agency Mortgage-Backed Securities   |
| GNMI SF 658258 X         | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2645.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 569899 X         | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2159.72           | Agency Mortgage-Backed Securities   |
| GNMI SF 584308 X         | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $500.68            | Agency Mortgage-Backed Securities   |
| GNMI SF 604290 X         | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1600.95           | Agency Mortgage-Backed Securities   |
| GNMI SF 646746 X         | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $719.23            | Agency Mortgage-Backed Securities   |
| GNMI SF 587228 X         | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2406.72           | Agency Mortgage-Backed Securities   |
| GNII SF MA9392 M         | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $44024.01          | Agency Mortgage-Backed Securities   |
| GNMI SF AA6307 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1840.84           | Agency Mortgage-Backed Securities   |
| GNII SF MA9697 M         | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $935198.55         | Agency Mortgage-Backed Securities   |
| GNII SP 785054 C         | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $244092.31         | Agency Mortgage-Backed Securities   |
| GNMI SF 548496 X         | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $274.03            | Agency Mortgage-Backed Securities   |
| GNAR AR 080095 M         | 2027-07-20      | 5.3750%  | 0.0000% | $25010314.00       | $4573.14           | Agency Mortgage-Backed Securities   |
| GNII JP 783930 M         | 2027-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $414.72            | Agency Mortgage-Backed Securities   |
| GNAR AR 080061 M         | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $704.41            | Agency Mortgage-Backed Securities   |
| GNMI SF 554687 X         | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $299.00            | Agency Mortgage-Backed Securities   |
| GNMI SP 782085 X         | 2033-11-15      | 7.0000%  | 0.0000% | $62005.00          | $818.05            | Agency Mortgage-Backed Securities   |
| GNMI SP 782067 X         | 2032-11-15      | 7.0000%  | 0.0000% | $37972.00          | $778.29            | Agency Mortgage-Backed Securities   |
| GNMI SF 619189 X         | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $25.35             | Agency Mortgage-Backed Securities   |
| GNII SF MA9239 M         | 2053-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1711.58           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6407 X         | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3023.61           | Agency Mortgage-Backed Securities   |
| GNII SF MA0465 M         | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $4942.48           | Agency Mortgage-Backed Securities   |
| GNII SF MA1089 M         | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1037.96           | Agency Mortgage-Backed Securities   |
| GNII SF MA4265 M         | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2557.08           | Agency Mortgage-Backed Securities   |
| GNMI SF 652203 X         | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1486.02           | Agency Mortgage-Backed Securities   |
| GNII ET DK4149 C         | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2563336.88        | Agency Mortgage-Backed Securities   |
| GNII SF MA5168 M         | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4346.69           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2435 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1639.98           | Agency Mortgage-Backed Securities   |
| GNII SF AD8825 C         | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $2855893.74        | Agency Mortgage-Backed Securities   |
| GNMI SF AD3518 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $3944.12           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2224 X         | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1341.41           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0384 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3732.52           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2152 X         | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2312.53           | Agency Mortgage-Backed Securities   |
| GNII FS MA2997 M         | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $62007.36          | Agency Mortgage-Backed Securities   |
| GNII SF MA2072 M         | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3566.80           | Agency Mortgage-Backed Securities   |
| GNII SF 003774 M         | 2035-10-20      | 5.5000%  | 0.0000% | $90000.00          | $1455.31           | Agency Mortgage-Backed Securities   |
| GNAR AR 008927 M         | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $258.52            | Agency Mortgage-Backed Securities   |
| GNMI SF 552766 X         | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3301.24           | Agency Mortgage-Backed Securities   |
| GNMI SF 564648 X         | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $66.15             | Agency Mortgage-Backed Securities   |
| GNMI SF 469991 X         | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $476.26            | Agency Mortgage-Backed Securities   |
| GNII SF BX4963 C         | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4763.33           | Agency Mortgage-Backed Securities   |
| GNII SF 002767 M         | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $672.44            | Agency Mortgage-Backed Securities   |
| GNMI SF 587282 X         | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2817.83           | Agency Mortgage-Backed Securities   |
| GNMI SF 606285 X         | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $1813.89           | Agency Mortgage-Backed Securities   |
| GNII SF 002689 M         | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3210.34           | Agency Mortgage-Backed Securities   |
| GNII SF DR9370 C         | 2056-04-20      | 5.5000%  | 0.0000% | $1364922.00        | $1397074.86        | Agency Mortgage-Backed Securities   |
| GNII SF 003704 M         | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $463.21            | Agency Mortgage-Backed Securities   |
| GNMI SF 585479 X         | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $638.97            | Agency Mortgage-Backed Securities   |
| GNII SF 003132 M         | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $85.96             | Agency Mortgage-Backed Securities   |
| GNII SF 003941 M         | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2030.80           | Agency Mortgage-Backed Securities   |
| GNII SF 002671 M         | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $29.30             | Agency Mortgage-Backed Securities   |
| GNII SF 003940 M         | 2037-01-20      | 5.5000%  | 0.0000% | $45323.00          | $455.31            | Agency Mortgage-Backed Securities   |
| GNMI SF 755948 X         | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3412.47           | Agency Mortgage-Backed Securities   |
| GNII SP 784793 C         | 2047-12-20      | 3.5000%  | 0.0000% | $12605.00          | $3014.57           | Agency Mortgage-Backed Securities   |
| GNAR AR 080137 M         | 2027-11-20      | 5.1250%  | 0.0000% | $22626740.00       | $4983.22           | Agency Mortgage-Backed Securities   |
| GNMI SF 689414 X         | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $750.13            | Agency Mortgage-Backed Securities   |
| GNMI SF 703495 X         | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $289.15            | Agency Mortgage-Backed Securities   |
| GNMI SF 662537 X         | 2037-08-15      | 6.5000%  | 0.0000% | $253128.00         | $1482.65           | Agency Mortgage-Backed Securities   |
| GNMI SP 782072 X         | 2033-07-15      | 7.0000%  | 0.0000% | $229821.00         | $1758.85           | Agency Mortgage-Backed Securities   |
| GNII SF MA0375 M         | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $4150.16           | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3659.54           | Agency Debentures and Agency Strips |
| GNMI SF 669010 X         | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3055.06           | Agency Mortgage-Backed Securities   |
| GNMI SF 697944 X         | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3305.06           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0383 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1446.42           | Agency Mortgage-Backed Securities   |
| GNII SF MA6314 M         | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $2282.47           | Agency Mortgage-Backed Securities   |
| GNII SF DR8130 C         | 2056-04-20      | 5.0000%  | 0.0000% | $1004140.00        | $1004028.32        | Agency Mortgage-Backed Securities   |
| GNMI SF 636501 X         | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $89.31             | Agency Mortgage-Backed Securities   |
| GNMI SF 697946 X         | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3452.32           | Agency Mortgage-Backed Securities   |
| GNMI SF BC1180 X         | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2181.02           | Agency Mortgage-Backed Securities   |
| GNII SF CO1899 C         | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1494853.44        | Agency Mortgage-Backed Securities   |
| GNII SF MA3308 M         | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4533.11           | Agency Mortgage-Backed Securities   |
| GNII SF MA3524 M         | 2046-03-20      | 5.0000%  | 0.0000% | $35000.00          | $2891.98           | Agency Mortgage-Backed Securities   |
| GNAR FB MA1113 M         | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $1014.13           | Agency Mortgage-Backed Securities   |
| GNII SF MA1762 M         | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1734.97           | Agency Mortgage-Backed Securities   |
| GNAR AT MA3334 M         | 2045-12-20      | 5.1250%  | 0.0000% | $58000.00          | $1146.99           | Agency Mortgage-Backed Securities   |
| GNMI SF 618961 X         | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.68              | Agency Mortgage-Backed Securities   |
| GNMI SF 651823 X         | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $3529.88           | Agency Mortgage-Backed Securities   |
| GNMI SF 663852 X         | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1126.05           | Agency Mortgage-Backed Securities   |
| GNMI SF 722796 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $508.72            | Agency Mortgage-Backed Securities   |
| GNMI SF 468156 X         | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $769.23            | Agency Mortgage-Backed Securities   |
| GNII JM 004163 M         | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $44.83             | Agency Mortgage-Backed Securities   |
| GNII SF 005239 M         | 2041-11-20      | 3.0000%  | 0.0000% | $70000.00          | $4095.74           | Agency Mortgage-Backed Securities   |
| GNII SF 003612 M         | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $406.04            | Agency Mortgage-Backed Securities   |
| GNII SF 003295 M         | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $914.13            | Agency Mortgage-Backed Securities   |
| GNMI SF 655338 X         | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1813.73           | Agency Mortgage-Backed Securities   |
| GNMI SF 710719 X         | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1251.58           | Agency Mortgage-Backed Securities   |
| GNMI SF 745045 X         | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2040.20           | Agency Mortgage-Backed Securities   |
| GNII SF 003840 M         | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $296.56            | Agency Mortgage-Backed Securities   |
| GNAR AR 008913 M         | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $1255.71           | Agency Mortgage-Backed Securities   |
| GNII SF 003678 M         | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1131.93           | Agency Mortgage-Backed Securities   |
| GNAR AR 008911 M         | 2026-07-20      | 5.3750%  | 0.0000% | $5835382.00        | $101.27            | Agency Mortgage-Backed Securities   |
| GNII SF 003530 M         | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $895.65            | Agency Mortgage-Backed Securities   |
| GNII SF 003150 M         | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $662.29            | Agency Mortgage-Backed Securities   |
| GNII SF MA7369 M         | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4421.98           | Agency Mortgage-Backed Securities   |
| GNII SF MA6824 M         | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4714.85           | Agency Mortgage-Backed Securities   |
| GNII SF MA6152 M         | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $3989.35           | Agency Mortgage-Backed Securities   |
| GNII SF 003388 M         | 2033-05-20      | 4.5000%  | 0.0000% | $25000.00          | $274.70            | Agency Mortgage-Backed Securities   |
| GNMI SF AD1012 X         | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4674.94           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6418 X         | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $4909.20           | Agency Mortgage-Backed Securities   |
| GNMI SF BR6259 X         | 2050-01-15      | 3.5000%  | 0.0000% | $596986.00         | $17444.05          | Agency Mortgage-Backed Securities   |
| GNMI SF AD9472 X         | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $4853.57           | Agency Mortgage-Backed Securities   |
| GNMI SF 774290 X         | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2385.82           | Agency Mortgage-Backed Securities   |
| GNII SF MA0021 M         | 2042-04-20      | 3.0000%  | 0.0000% | $64000.00          | $4943.57           | Agency Mortgage-Backed Securities   |
| GNMI SF 796410 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4040.04           | Agency Mortgage-Backed Securities   |
| GNMI SF 772109 X         | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $2779.05           | Agency Mortgage-Backed Securities   |
| GNMI SF 797250 X         | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $95.01             | Agency Mortgage-Backed Securities   |
| GNII SF MA2340 M         | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $4104.61           | Agency Mortgage-Backed Securities   |
| GNMI SF BW3889 X         | 2050-08-15      | 2.5000%  | 0.0000% | $853969.00         | $214264.48         | Agency Mortgage-Backed Securities   |
| GNII SF MA5799 M         | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1640.00           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7471 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2652.42           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2412 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1705.19           | Agency Mortgage-Backed Securities   |
| GNII SF DL8569 C         | 2055-07-20      | 7.5000%  | 0.0000% | $1636246.00        | $1688852.03        | Agency Mortgage-Backed Securities   |
| GNII SF 004222 M         | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4116.68           | Agency Mortgage-Backed Securities   |
| GNII SF 004371 M         | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $1967.11           | Agency Mortgage-Backed Securities   |
| GNII SF 003009 M         | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $83.05             | Agency Mortgage-Backed Securities   |
| GNMI SF 457100 X         | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1452.25           | Agency Mortgage-Backed Securities   |
| GNII FS 004483 M         | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $1974.58           | Agency Mortgage-Backed Securities   |
| GNII SF 004852 M         | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2027.10           | Agency Mortgage-Backed Securities   |
| GNII SF 002741 M         | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1505.38           | Agency Mortgage-Backed Securities   |
| GNII SF 003376 M         | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3109.56           | Agency Mortgage-Backed Securities   |
| GNII SF 002643 M         | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $205.99            | Agency Mortgage-Backed Securities   |
| GNMI SP 784135 X         | 2029-10-15      | 7.0000%  | 0.0000% | $8000000.00        | $445336.77         | Agency Mortgage-Backed Securities   |
| GNMI SF 603333 X         | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1088.20           | Agency Mortgage-Backed Securities   |
| GNII SF DR5398 C         | 2056-04-20      | 5.0000%  | 0.0000% | $2657012.00        | $2679550.84        | Agency Mortgage-Backed Securities   |
| GNMI SP 781215 X         | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $270.59            | Agency Mortgage-Backed Securities   |
| GNAR AR 080143 M         | 2027-12-20      | 5.1250%  | 0.0000% | $14749822.00       | $4405.50           | Agency Mortgage-Backed Securities   |
| GNMI SF 567628 X         | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $117.63            | Agency Mortgage-Backed Securities   |
| GNII ET DN3712 C         | 2065-11-20      | 7.0000%  | 0.0000% | $7300000.00        | $6782233.16        | Agency Mortgage-Backed Securities   |
| GNMI SF 755071 X         | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4814.21           | Agency Mortgage-Backed Securities   |

### Security 291: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCD94, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCD94
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-10-15      | 2.3750%  | 0.0000% | $144985600.00      | $160535478.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $33244700.00       | $33261329.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $3200.00           | $3211.17           | U.S. Treasuries (including strips) |

### Security 292: 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: ARP1HCDD5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCDD5
- **C.18 - Value (incl. sponsor support):** $1351000000.00
- **C.18.a - Value (excl. sponsor support):** $1351000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC Q09897 G | 2042-08-01      | 3.5000%  | 0.0000% | $215888.00         | $35576.87          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0511 | 2052-09-01      | 5.0000%  | 0.0000% | $1445275.00        | $1021007.26        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3907 | 2052-11-01      | 4.5000%  | 0.0000% | $128546.00         | $97313.96          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8429 | 2054-05-01      | 4.5000%  | 0.0000% | $713289.00         | $622810.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3728 | 2040-06-01      | 5.5000%  | 0.0000% | $1012922.00        | $791814.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4485 | 2040-11-01      | 5.5000%  | 0.0000% | $1184111.00        | $944595.63         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q02345 G | 2041-07-01      | 5.0000%  | 0.0000% | $309215.00         | $6601.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4847 | 2052-12-01      | 5.5000%  | 0.0000% | $50000.00          | $35817.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG0886 | 2053-04-01      | 6.0000%  | 0.0000% | $200000.00         | $132893.21         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $343000.00         | $229791.79         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4674 | 2040-12-01      | 4.0000%  | 0.0000% | $25000.00          | $24004.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3573 | 2040-05-01      | 5.0000%  | 0.0000% | $1180511.00        | $953257.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4089 | 2040-09-01      | 6.0000%  | 0.0000% | $406474.00         | $375380.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4052 | 2040-08-01      | 6.0000%  | 0.0000% | $893813.00         | $775186.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4195 | 2040-10-01      | 5.0000%  | 0.0000% | $1027385.00        | $884465.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO4181 | 2040-09-01      | 6.5000%  | 0.0000% | $434623.00         | $441425.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4651 | 2040-12-01      | 5.0000%  | 0.0000% | $1055100.00        | $1046193.09        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4922 | 2041-02-01      | 4.0000%  | 0.0000% | $1024087.00        | $989716.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA4766 | 2049-11-01      | 3.5000%  | 0.0000% | $525000.00         | $151843.96         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD4681 | 2052-04-01      | 1.5000%  | 0.0000% | $218220.00         | $147951.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8116 | 2036-08-01      | 2.5000%  | 0.0000% | $29459.00          | $13833.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 4LZT0558 | 2037-05-01      | 5.5000%  | 0.0000% | $4400000.00        | $3295.27           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q26711 G | 2044-06-01      | 3.5000%  | 0.0000% | $102362.00         | $11636.25          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB3703 | 2050-09-01      | 2.5000%  | 0.0000% | $300000.00         | $124371.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $20000.00          | $15097.81          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  | 0.0000% | $160000.00         | $115710.42         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $2864000.00        | $490264.45         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2443 | 2052-10-01      | 4.5000%  | 0.0000% | $200000.00         | $153199.82         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q21641 G | 2043-09-01      | 3.5000%  | 0.0000% | $508901.00         | $117057.53         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  | 0.0000% | $1527155.00        | $895636.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1556 | 2052-06-01      | 2.0000%  | 0.0000% | $85000.00          | $54739.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $38069.00          | $29714.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $203000.00         | $129472.65         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3609 | 2052-04-01      | 2.5000%  | 0.0000% | $89000.00          | $62739.80          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q51461 G | 2047-10-01      | 3.5000%  | 0.0000% | $2900000.00        | $414121.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $6880.00           | $5685.62           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  | 0.0000% | $80000.00          | $54537.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $325000.00         | $66782.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $73360.86          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6892 | 2027-05-01      | 4.0000%  | 0.0000% | $2969000.00        | $1458.34           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q27563 G | 2044-08-01      | 3.5000%  | 0.0000% | $99838.00          | $17297.85          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3493 | 2052-05-01      | 2.5000%  | 0.0000% | $300000.00         | $207356.22         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8444 | 2054-07-01      | 4.5000%  | 0.0000% | $36000.00          | $31899.60          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $315000.00         | $200344.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3713 | 2053-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $712148.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $1341.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1271 | 2035-12-01      | 5.0000%  | 0.0000% | $7575545.00        | $66557.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4711 | 2047-11-01      | 4.0000%  | 0.0000% | $75000.00          | $7934.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0303 | 2048-01-01      | 5.0000%  | 0.0000% | $500000.00         | $52815.07          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5226 | 2047-12-01      | 3.5000%  | 0.0000% | $715000.00         | $121492.05         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4400 | 2051-02-01      | 2.0000%  | 0.0000% | $40000.00          | $26784.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $409000.00         | $316370.78         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $2045000.00        | $592040.66         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9967 | 2044-07-01      | 4.0000%  | 0.0000% | $625000.00         | $72311.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4033 | 2053-10-01      | 6.5000%  | 0.0000% | $700000.00         | $507571.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $14000.00          | $9340.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3821 | 2053-09-01      | 5.5000%  | 0.0000% | $129000.00         | $98808.85          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q10843 G | 2042-09-01      | 3.5000%  | 0.0000% | $26293.00          | $3519.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4119 | 2052-08-01      | 3.0000%  | 0.0000% | $1400000.00        | $1004105.24        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8171 | 2037-06-01      | 4.0000%  | 0.0000% | $65000.00          | $33706.25          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0013 | 2047-03-01      | 3.5000%  | 0.0000% | $677000.00         | $108062.35         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1526 | 2048-11-01      | 4.0000%  | 0.0000% | $1100000.00        | $224722.29         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | 0.0000% | $109000.00         | $75172.33          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1975 | 2036-05-01      | 1.5000%  | 0.0000% | $72290.00          | $32977.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO2032 | 2039-04-01      | 6.5000%  | 0.0000% | $1058726.00        | $573289.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5301 | 2044-07-01      | 5.5000%  | 0.0000% | $45000.00          | $26399.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO3739 | 2040-06-01      | 4.5000%  | 0.0000% | $747515.00         | $714025.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3772 | 2053-06-01      | 5.0000%  | 0.0000% | $42385.00          | $34876.86          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1709 | 2038-10-01      | 6.0000%  | 0.0000% | $1152822.00        | $790051.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7944 | 2052-09-01      | 5.5000%  | 0.0000% | $611000.00         | $501837.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2932 | 2053-04-01      | 4.0000%  | 0.0000% | $15000.00          | $11513.16          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q12162 G | 2042-08-01      | 3.5000%  | 0.0000% | $22251.00          | $2531.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0255 | 2042-11-01      | 3.5000%  | 0.0000% | $22000.00          | $5915.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4784 | 2048-08-01      | 3.5000%  | 0.0000% | $1007613.00        | $72879.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7102 | 2050-02-01      | 3.0000%  | 0.0000% | $1108818.00        | $517847.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8318 | 2039-08-01      | 5.0000%  | 0.0000% | $25000.00          | $14625.01          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $1674945.00        | $958566.08         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2107 | 2038-05-01      | 6.0000%  | 0.0000% | $13577049.00       | $177112.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2296 | 2050-08-01      | 2.0000%  | 0.0000% | $129605.00         | $64058.40          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2688 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $151678.96         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  | 0.0000% | $149000.00         | $33434.70          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTZS9207 | 2036-06-01      | 2.5000%  | 0.0000% | $10000000.00       | $1115641.41        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3RZT0812 | 2028-06-01      | 2.5000%  | 0.0000% | $1500000.00        | $51213.11          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  | 0.0000% | $1625668.00        | $186224.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0540 | 2048-06-01      | 4.0000%  | 0.0000% | $1125000.00        | $293963.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4081 | 2040-09-01      | 5.0000%  | 0.0000% | $410752.00         | $405000.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO3384 | 2040-03-01      | 6.5000%  | 0.0000% | $1043882.00        | $771350.82         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $112000.00         | $78113.70          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6737 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $76898.93          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | 0.0000% | $18000.00          | $10382.53          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2115 | 2039-06-01      | 6.0000%  | 0.0000% | $1595131.00        | $786705.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1719 | 2038-11-01      | 6.0000%  | 0.0000% | $1505254.00        | $1053741.45        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO3743 | 2040-06-01      | 4.5000%  | 0.0000% | $451622.00         | $432014.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3143 | 2040-02-01      | 5.0000%  | 0.0000% | $414764.00         | $273222.99         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $75000.00          | $52575.30          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI6909 | 2054-06-01      | 5.0000%  | 0.0000% | $221325.00         | $189911.96         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $650000.00         | $454892.34         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $5000.00           | $3576.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $20000.00          | $12493.61          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  | 0.0000% | $371449.00         | $168420.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3082 | 2040-02-01      | 6.0000%  | 0.0000% | $1359937.00        | $969874.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRC2262 | 2036-08-01      | 3.5000%  | 0.0000% | $2275018.00        | $748935.83         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8404 | 2054-02-01      | 7.0000%  | 0.0000% | $1602328.00        | $530216.45         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC2517 | 2037-03-01      | 1.5000%  | 0.0000% | $28177.00          | $17057.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  | 0.0000% | $200000.00         | $115357.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLSI2061 | 2050-09-01      | 3.5000%  | 0.0000% | $260000.00         | $189746.46         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7897 | 2054-01-01      | 7.5000%  | 0.0000% | $428863.00         | $297780.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3381 | 2052-11-01      | 5.5000%  | 0.0000% | $1177072.00        | $753433.70         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1667.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH0286 | 2053-09-01      | 6.0000%  | 0.0000% | $140000.00         | $112105.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG6969 | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $987089.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3868 | 2054-09-01      | 6.5000%  | 0.0000% | $110924.00         | $65428.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8174 | 2051-10-01      | 3.0000%  | 0.0000% | $500000.00         | $266553.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5105 | 2041-03-01      | 2.0000%  | 0.0000% | $775000.00         | $416909.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI1573 | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $58424.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 ZLSI2038 | 2050-07-01      | 2.0000%  | 0.0000% | $140000.00         | $91741.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  | 0.0000% | $658428.00         | $547757.67         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO2971 | 2040-01-01      | 4.0000%  | 0.0000% | $680738.00         | $560030.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $21000.00          | $13988.62          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNRD5197 | 2034-05-01      | 6.0000%  | 0.0000% | $224277.00         | $108816.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO3330 | 2040-03-01      | 6.5000%  | 0.0000% | $1584059.00        | $1043877.36        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $73000.00          | $48023.66          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  | 0.0000% | $1236228.00        | $796294.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3478 | 2040-04-01      | 5.0000%  | 0.0000% | $1101950.00        | $870399.40         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO2855 | 2039-12-01      | 4.0000%  | 0.0000% | $1007500.00        | $866489.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $1086419.00        | $810746.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1160 | 2054-08-01      | 5.5000%  | 0.0000% | $346013.00         | $246835.08         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6514 | 2048-05-01      | 4.0000%  | 0.0000% | $394595.00         | $31860.09          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  | 0.0000% | $75000.00          | $40356.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0380 | 2034-02-01      | 3.5000%  | 0.0000% | $325000.00         | $74177.46          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3967 | 2038-09-01      | 6.0000%  | 0.0000% | $305121.00         | $21557.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0530 | 2047-01-01      | 4.0000%  | 0.0000% | $1142000.00        | $213677.00         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL3356 | 2042-07-01      | 4.0000%  | 0.0000% | $285000.00         | $16022.18          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9826 | 2046-10-01      | 3.0000%  | 0.0000% | $1641000.00        | $355710.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4599 | 2047-11-01      | 3.5000%  | 0.0000% | $667000.00         | $78309.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4761 | 2046-12-01      | 3.0000%  | 0.0000% | $1430000.00        | $324911.03         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA1169 | 2042-03-01      | 4.5000%  | 0.0000% | $134895.00         | $5327.24           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0455 | 2035-11-01      | 3.0000%  | 0.0000% | $3000000.00        | $950613.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0839 | 2035-12-01      | 3.5000%  | 0.0000% | $565297.00         | $299095.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1235 | 2039-07-01      | 6.0000%  | 0.0000% | $1011683.00        | $698947.26         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $4656019.00        | $789877.24         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91975 G | 2038-02-01      | 3.0000%  | 0.0000% | $21000.00          | $2944.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4280 | 2037-02-01      | 5.5000%  | 0.0000% | $625012.00         | $3713.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3826 | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $5361.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1146 | 2043-07-01      | 3.5000%  | 0.0000% | $1225000.00        | $190683.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $18000.00          | $4689.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $125000.00         | $31372.89          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS4136 | 2034-07-01      | 6.5000%  | 0.0000% | $247818.00         | $1541.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2222 | 2048-07-01      | 4.0000%  | 0.0000% | $26026.00          | $9524.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1354 | 2039-11-01      | 5.0000%  | 0.0000% | $580210.00         | $389073.71         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3028 | 2038-12-01      | 6.5000%  | 0.0000% | $241723.00         | $5343.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0137 | 2047-07-01      | 4.5000%  | 0.0000% | $1800000.00        | $298161.82         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9935 | 2047-02-01      | 3.0000%  | 0.0000% | $1400000.00        | $353319.46         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0037 | 2045-01-01      | 3.5000%  | 0.0000% | $80000.00          | $18472.83          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4398 | 2039-10-01      | 4.5000%  | 0.0000% | $32426010.00       | $725854.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0787 | 2048-10-01      | 4.0000%  | 0.0000% | $171140.00         | $10960.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9954 | 2044-07-01      | 4.0000%  | 0.0000% | $410000.00         | $66382.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0306 | 2047-11-01      | 3.0000%  | 0.0000% | $3750000.00        | $998289.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7934 | 2044-04-01      | 4.0000%  | 0.0000% | $400000.00         | $67401.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7103 | 2048-07-01      | 4.0000%  | 0.0000% | $700788.00         | $90748.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3392 | 2040-05-01      | 6.0000%  | 0.0000% | $1299760.00        | $12281.11          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8568 | 2044-10-01      | 4.0000%  | 0.0000% | $500000.00         | $92080.40          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $603061.00         | $358551.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $36000.00          | $2686.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $885387.00         | $542889.97         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8690 | 2033-03-01      | 3.0000%  | 0.0000% | $92000.00          | $9793.80           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | 0.0000% | $1022419.00        | $597575.14         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7437 | 2031-03-01      | 3.5000%  | 0.0000% | $729000.00         | $58737.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8263 | 2052-11-01      | 3.0000%  | 0.0000% | $100000.00         | $72270.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4654 | 2046-03-01      | 3.0000%  | 0.0000% | $71513.00          | $8951.29           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8513 | 2055-03-01      | 4.5000%  | 0.0000% | $915136.00         | $830444.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7050 | 2029-11-01      | 3.5000%  | 0.0000% | $103894.00         | $5112.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4699 | 2047-01-01      | 4.0000%  | 0.0000% | $365000.00         | $50241.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $1165000.00        | $947971.40         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q62718 G | 2049-04-01      | 3.5000%  | 0.0000% | $1158532.00        | $337065.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7775 | 2029-03-01      | 4.0000%  | 0.0000% | $69819.00          | $2199.59           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4282 | 2043-08-01      | 3.0000%  | 0.0000% | $329000.00         | $71124.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3807 | 2039-05-01      | 6.0000%  | 0.0000% | $778823.00         | $63719.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0613 | 2045-12-01      | 4.0000%  | 0.0000% | $1150756.00        | $151571.00         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  | 0.0000% | $325000.00         | $137581.60         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CNSA0031 | 2032-09-01      | 4.0000%  | 0.0000% | $35000.00          | $14285.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7277 | 2048-07-01      | 4.0000%  | 0.0000% | $14058365.00       | $986361.38         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $3902000.00        | $263272.38         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9528 | 2045-10-01      | 4.0000%  | 0.0000% | $535000.00         | $98200.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  | 0.0000% | $109316.00         | $18947.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1476 | 2048-02-01      | 3.5000%  | 0.0000% | $31000.00          | $3713.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2844 | 2038-03-01      | 6.0000%  | 0.0000% | $122096.00         | $1778.66           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN6179 | 2049-05-01      | 4.0000%  | 0.0000% | $47486.00          | $3205.15           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $1163882.00        | $677931.08         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6342 | 2049-03-01      | 4.5000%  | 0.0000% | $120000.00         | $17334.24          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $560526.00         | $50976.55          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9986 | 2047-04-01      | 3.0000%  | 0.0000% | $350000.00         | $87406.33          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  | 0.0000% | $735000.00         | $66274.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0810 | 2037-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $649150.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1997.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5434 | 2048-05-01      | 3.5000%  | 0.0000% | $822735.00         | $116751.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $292500.00         | $166595.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8041 | 2035-04-01      | 3.0000%  | 0.0000% | $900000.00         | $149521.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4379 | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $789710.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1872 | 2034-04-01      | 3.5000%  | 0.0000% | $103000.00         | $7483.25           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNSA0063 | 2031-12-01      | 1.5000%  | 0.0000% | $2000000.00        | $1129311.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0533 | 2047-10-01      | 4.0000%  | 0.0000% | $277000.00         | $57626.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4049 | 2044-10-01      | 4.5000%  | 0.0000% | $92359.00          | $7724.02           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0518 | 2036-03-01      | 2.5000%  | 0.0000% | $360000.00         | $166427.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $106000.00         | $23435.60          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1296 | 2041-02-01      | 4.0000%  | 0.0000% | $75000.00          | $6610.14           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2995 | 2047-04-01      | 4.0000%  | 0.0000% | $1420000.00        | $169932.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0531 | 2047-04-01      | 3.5000%  | 0.0000% | $200000.00         | $44147.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $261000.00         | $40396.38          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J28650 G | 2029-06-01      | 3.5000%  | 0.0000% | $101779.00         | $15057.77          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL1323 | 2040-12-01      | 4.0000%  | 0.0000% | $205995.00         | $22568.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  | 0.0000% | $1175252.00        | $150790.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  | 0.0000% | $160000.00         | $30186.96          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3MZL0624 | 2033-06-01      | 3.0000%  | 0.0000% | $600000.00         | $76259.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4824 | 2047-11-01      | 4.0000%  | 0.0000% | $3317000.00        | $450833.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL7655 | 2044-01-01      | 3.5000%  | 0.0000% | $533438.00         | $90936.98          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  | 0.0000% | $2283000.00        | $464651.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6558 | 2043-07-01      | 3.5000%  | 0.0000% | $313000.00         | $35752.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  | 0.0000% | $600000.00         | $81593.80          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  | 0.0000% | $2318677.00        | $258285.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5150 | 2047-12-01      | 3.5000%  | 0.0000% | $344171.00         | $46853.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9591 | 2046-01-01      | 3.5000%  | 0.0000% | $480000.00         | $74295.23          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6354 | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $16958.14          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5949 | 2048-03-01      | 4.0000%  | 0.0000% | $2001000.00        | $190747.30         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2360 | 2041-11-01      | 4.0000%  | 0.0000% | $565000.00         | $16978.70          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06252 G | 2041-02-01      | 4.0000%  | 0.0000% | $310000.00         | $26244.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI6116 | 2036-07-01      | 5.0000%  | 0.0000% | $710000.00         | $7525.93           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91922 G | 2037-03-01      | 3.5000%  | 0.0000% | $550000.00         | $77004.47          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04706 G | 2038-09-01      | 5.5000%  | 0.0000% | $580000.00         | $21486.87          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3739 | 2035-06-01      | 5.5000%  | 0.0000% | $1400000.00        | $29578.55          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A12957 G | 2033-09-01      | 6.0000%  | 0.0000% | $536506.00         | $5358.35           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $5437000.00        | $981558.88         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T49005 G | 2028-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $26614.93          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07810 G | 2042-05-01      | 4.5000%  | 0.0000% | $122000.00         | $9515.36           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $13001000.00       | $971192.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6329 | 2037-08-01      | 6.0000%  | 0.0000% | $2698767.00        | $15360.03          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G06409 G | 2039-11-01      | 6.0000%  | 0.0000% | $133470.00         | $2222.76           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8889 | 2039-06-01      | 4.5000%  | 0.0000% | $809911.00         | $9318.29           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01947 G | 2035-05-01      | 7.0000%  | 0.0000% | $121000.00         | $1198.56           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZI2571 | 2034-08-01      | 7.0000%  | 0.0000% | $48741.00          | $1361.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI6148 | 2034-06-01      | 5.0000%  | 0.0000% | $313765.00         | $1892.32           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $31000.00          | $4410.43           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G30697 G | 2034-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $475301.44         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5664 | 2037-01-01      | 6.0000%  | 0.0000% | $842474.00         | $2035.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6330 | 2037-08-01      | 6.0000%  | 0.0000% | $374855.00         | $1802.35           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  | 0.0000% | $156000.00         | $15458.73          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6193 | 2037-06-01      | 6.0000%  | 0.0000% | $7170724.00        | $15850.40          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZI5182 | 2036-08-01      | 7.0000%  | 0.0000% | $96671.00          | $3163.87           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91938 G | 2037-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $405939.43         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18505 G | 2029-03-01      | 3.0000%  | 0.0000% | $325000.00         | $11991.03          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A34934 G | 2035-05-01      | 6.0000%  | 0.0000% | $50297.00          | $2024.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0171 | 2056-04-01      | 4.5000%  | 0.0000% | $1102482.00        | $1066863.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA8257 | 2056-03-01      | 4.5000%  | 0.0000% | $320072.00         | $308517.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5782 | 2056-02-01      | 5.0000%  | 0.0000% | $1000930.00        | $987495.18         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0856 | 2056-04-01      | 4.5000%  | 0.0000% | $1015434.00        | $982969.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA4406 | 2056-01-01      | 5.0000%  | 0.0000% | $1019620.00        | $1004862.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5672 | 2056-02-01      | 5.0000%  | 0.0000% | $1023695.00        | $988503.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2289 | 2054-08-01      | 5.5000%  | 0.0000% | $524845.00         | $361198.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $954000.00         | $816224.37         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQY8490 | 2055-07-01      | 7.5000%  | 0.0000% | $1598552.00        | $1070079.78        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0115 | 2056-04-01      | 3.5000%  | 0.0000% | $1118700.00        | $1020634.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1977 | 2054-07-01      | 6.5000%  | 0.0000% | $12295.00          | $9324.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6846 | 2055-06-01      | 5.0000%  | 0.0000% | $1128764.00        | $1117065.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3046 | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1818.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4165 | 2055-05-01      | 6.0000%  | 0.0000% | $1135000.00        | $987079.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1273 | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $97277.33          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0050 | 2053-10-01      | 5.5000%  | 0.0000% | $1013977.00        | $762487.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0105 | 2053-10-01      | 6.5000%  | 0.0000% | $1550248.00        | $989617.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2269 | 2054-05-01      | 5.5000%  | 0.0000% | $30363.00          | $24318.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0836 | 2054-02-01      | 5.5000%  | 0.0000% | $29307.00          | $21336.45          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1969 | 2054-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $793659.36         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3161 | 2055-05-01      | 5.0000%  | 0.0000% | $29914.00          | $20819.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9932 | 2055-04-01      | 6.5000%  | 0.0000% | $1649339.00        | $932764.79         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRJ1873 | 2054-05-01      | 2.5000%  | 0.0000% | $131742.00         | $97488.36          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2695.85           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $40000.00          | $38331.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0226 | 2055-02-01      | 6.0000%  | 0.0000% | $100000.00         | $88218.66          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA9442 | 2056-04-01      | 6.0000%  | 0.0000% | $1070100.00        | $1105826.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2834 | 2055-09-01      | 6.0000%  | 0.0000% | $614022.00         | $545358.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2522 | 2055-08-01      | 6.5000%  | 0.0000% | $1043122.00        | $518001.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2061 | 2055-08-01      | 5.0000%  | 0.0000% | $1084364.00        | $1067637.54        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0142 | 2056-04-01      | 4.5000%  | 0.0000% | $1083176.00        | $1054479.42        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0324 | 2056-04-01      | 4.5000%  | 0.0000% | $1140400.00        | $1101254.63        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0315 | 2056-04-01      | 4.5000%  | 0.0000% | $1018455.00        | $984638.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0148 | 2056-04-01      | 5.5000%  | 0.0000% | $1083178.00        | $1100319.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9443 | 2056-04-01      | 5.5000%  | 0.0000% | $1003727.00        | $1018906.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTB0386 | 2056-04-01      | 6.5000%  | 0.0000% | $1007800.00        | $1057067.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4695 | 2055-08-01      | 6.0000%  | 0.0000% | $200000.00         | $189729.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3017 | 2054-12-01      | 5.0000%  | 0.0000% | $968020.00         | $877259.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRJ3598 | 2055-02-01      | 3.0000%  | 0.0000% | $901518.00         | $770096.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1729 | 2054-06-01      | 6.5000%  | 0.0000% | $747480.00         | $479458.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ0136 | 2053-12-01      | 4.5000%  | 0.0000% | $797132.00         | $692085.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0527 | 2053-12-01      | 6.5000%  | 0.0000% | $175000.00         | $79766.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2693 | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $450550.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4479 | 2054-09-01      | 5.5000%  | 0.0000% | $395694.00         | $344188.88         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3819 | 2040-07-01      | 5.0000%  | 0.0000% | $1157762.00        | $1137150.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ3722 | 2054-09-01      | 5.0000%  | 0.0000% | $954109.00         | $923697.40         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3141 | 2054-09-01      | 5.5000%  | 0.0000% | $248818.00         | $246523.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO4090 | 2040-09-01      | 6.5000%  | 0.0000% | $1013341.00        | $1024606.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3931 | 2040-07-01      | 5.5000%  | 0.0000% | $901526.00         | $736528.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3044 | 2054-09-01      | 5.5000%  | 0.0000% | $100000.00         | $73038.24          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3633 | 2040-05-01      | 6.0000%  | 0.0000% | $1008702.00        | $909657.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5506 | 2054-10-01      | 6.0000%  | 0.0000% | $121000.00         | $89044.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7593 | 2053-07-01      | 5.0000%  | 0.0000% | $50659.00          | $42464.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3720 | 2040-07-01      | 5.5000%  | 0.0000% | $1049150.00        | $808987.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3991 | 2040-08-01      | 5.5000%  | 0.0000% | $1006990.00        | $851330.34         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNRD5039 | 2030-10-01      | 2.0000%  | 0.0000% | $480000.00         | $107333.54         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8377 | 2053-10-01      | 7.0000%  | 0.0000% | $266000.00         | $117691.96         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $16000.00          | $12226.45          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452 | 2054-08-01      | 5.0000%  | 0.0000% | $83000.00          | $71603.16          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $547148.00         | $311863.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF0588 | 2052-09-01      | 6.0000%  | 0.0000% | $1552597.00        | $1075557.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2733.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1491 | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3027.70           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0453 | 2052-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $888034.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $530386.00         | $403206.18         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4796 | 2041-01-01      | 4.0000%  | 0.0000% | $516756.00         | $496436.66         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $600000.00         | $210860.22         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $485000.00         | $201319.93         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3888 | 2040-07-01      | 6.0000%  | 0.0000% | $739711.00         | $733756.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4970 | 2041-02-01      | 4.5000%  | 0.0000% | $1115952.00        | $1094261.35        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO5121 | 2041-02-01      | 3.5000%  | 0.0000% | $400627.00         | $383849.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $13000.00          | $9266.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4148 | 2040-09-01      | 6.0000%  | 0.0000% | $512169.00         | $458467.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8302 | 2053-02-01      | 6.5000%  | 0.0000% | $20000.00          | $9007.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA4861 | 2049-12-01      | 4.5000%  | 0.0000% | $250000.00         | $43906.14          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5248 | 2049-12-01      | 3.0000%  | 0.0000% | $396000.00         | $136835.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3805 | 2040-06-01      | 6.0000%  | 0.0000% | $1355604.00        | $1044285.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $7000.00           | $5403.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $75724.00          | $57829.40          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $33343.00          | $27587.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $1065000.00        | $842276.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $14000.00          | $12267.37          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1224.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $1203000.00        | $884501.54         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $32000.00          | $24899.77          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $17000.00          | $12146.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $12000.00          | $9076.69           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $29000.00          | $13635.28          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3806 | 2040-06-01      | 6.0000%  | 0.0000% | $1050353.00        | $1030136.23        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3331 | 2040-03-01      | 6.0000%  | 0.0000% | $1771763.00        | $1034992.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI9435 | 2054-07-01      | 6.5000%  | 0.0000% | $105000.00         | $69985.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1710 | 2038-10-01      | 6.0000%  | 0.0000% | $1130449.00        | $748205.23         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO4493 | 2040-11-01      | 3.5000%  | 0.0000% | $1202934.00        | $966529.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3861 | 2040-07-01      | 5.5000%  | 0.0000% | $1115264.00        | $893429.36         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4049 | 2040-08-01      | 6.0000%  | 0.0000% | $1330400.00        | $964835.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0755 | 2033-11-01      | 5.0000%  | 0.0000% | $400000.00         | $2914.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0953 | 2037-05-01      | 3.0000%  | 0.0000% | $450154.00         | $285507.83         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0914 | 2037-11-01      | 2.5000%  | 0.0000% | $410436.00         | $270665.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $486000.00         | $37878.74          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1425 | 2040-03-01      | 6.0000%  | 0.0000% | $605937.00         | $362739.77         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2517 | 2038-05-01      | 4.5000%  | 0.0000% | $327491.00         | $40932.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3663 | 2042-12-01      | 3.5000%  | 0.0000% | $2764103.00        | $299036.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $855000.00         | $646368.51         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1799 | 2038-03-01      | 2.0000%  | 0.0000% | $1022017.00        | $905372.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $522000.00         | $397779.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1344 | 2049-07-01      | 5.5000%  | 0.0000% | $415000.00         | $249635.58         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2629 | 2038-09-01      | 6.0000%  | 0.0000% | $976288.00         | $7016.50           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $123000.00         | $89164.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0995 | 2049-06-01      | 3.5000%  | 0.0000% | $310000.00         | $191474.41         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $200000.00         | $133892.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6538 | 2049-03-01      | 4.0000%  | 0.0000% | $113947.00         | $5555.18           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $95000.00          | $36944.57          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $138000.00         | $115903.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4718 | 2047-05-01      | 4.0000%  | 0.0000% | $476455.00         | $46608.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1201 | 2036-12-01      | 5.5000%  | 0.0000% | $1850000.00        | $8997.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0168 | 2047-10-01      | 3.5000%  | 0.0000% | $305000.00         | $88216.96          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0821 | 2037-05-01      | 3.0000%  | 0.0000% | $150000.00         | $90032.59          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0526 | 2036-05-01      | 2.5000%  | 0.0000% | $135025.00         | $58402.35          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4486 | 2042-05-01      | 3.0000%  | 0.0000% | $5071221.00        | $629217.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0824 | 2034-12-01      | 5.5000%  | 0.0000% | $1200000.00        | $7585.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3412 | 2038-12-01      | 5.5000%  | 0.0000% | $792000.00         | $21957.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1593 | 2040-06-01      | 6.0000%  | 0.0000% | $594553.00         | $433604.64         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $346000.00         | $233963.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4671 | 2046-08-01      | 3.0000%  | 0.0000% | $618500.00         | $91605.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8292 | 2039-04-01      | 4.5000%  | 0.0000% | $82437.00          | $53695.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $17000.00          | $3380.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4127 | 2044-07-01      | 4.5000%  | 0.0000% | $270000.00         | $29774.00          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  | 0.0000% | $100000.00         | $9902.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1184.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1397 | 2044-07-01      | 5.0000%  | 0.0000% | $197000.00         | $107452.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7250 | 2054-12-01      | 5.0000%  | 0.0000% | $140000.00         | $127287.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4101 | 2041-11-01      | 5.0000%  | 0.0000% | $1800000.00        | $159593.97         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1439 | 2052-02-01      | 2.0000%  | 0.0000% | $110000.00         | $68517.08          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4748 | 2047-12-01      | 4.0000%  | 0.0000% | $4118265.00        | $492778.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  | 0.0000% | $42000.00          | $30887.49          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $1459000.00        | $1010094.06        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8704 | 2033-07-01      | 3.0000%  | 0.0000% | $110000.00         | $9024.54           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $75000.00          | $41909.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $21000.00          | $14919.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8308 | 2053-03-01      | 5.5000%  | 0.0000% | $455000.00         | $322219.25         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $899653.00         | $489377.48         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $284135.00         | $156634.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $21000.00          | $4244.75           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  | 0.0000% | $1023000.00        | $717844.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0032 | 2047-05-01      | 3.0000%  | 0.0000% | $300000.00         | $69246.71          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $17000.00          | $1901.29           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4496 | 2042-09-01      | 3.0000%  | 0.0000% | $500000.00         | $56855.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $588000.00         | $454457.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $605000.00         | $292850.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  | 0.0000% | $1114569.00        | $734167.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $200000.00         | $90361.12          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3102.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0845 | 2036-06-01      | 3.0000%  | 0.0000% | $151942.00         | $101392.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $15000.00          | $10182.25          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1505 | 2052-08-01      | 4.5000%  | 0.0000% | $190000.00         | $131117.67         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4747 | 2047-12-01      | 3.5000%  | 0.0000% | $1700000.00        | $207224.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $1043916.00        | $885634.85         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8035 | 2035-03-01      | 2.5000%  | 0.0000% | $75000.00          | $12699.18          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8119 | 2036-09-01      | 2.0000%  | 0.0000% | $1756807.00        | $895933.64         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8118 | 2036-09-01      | 1.5000%  | 0.0000% | $2044146.00        | $1065897.98        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4573 | 2044-07-01      | 4.0000%  | 0.0000% | $45000.00          | $2784.67           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $405520.00         | $181672.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $67000.00          | $39253.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $490000.00         | $240985.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9143 | 2053-05-01      | 5.5000%  | 0.0000% | $1002072.00        | $958277.48         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRC2530 | 2037-03-01      | 2.5000%  | 0.0000% | $28577.00          | $16023.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1719.82           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $4487.00           | $2863.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3167 | 2052-11-01      | 4.5000%  | 0.0000% | $471042.00         | $300111.46         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI9763 | 2054-07-01      | 6.5000%  | 0.0000% | $132925.00         | $89630.71          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $43000.00          | $26254.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5389 | 2046-02-01      | 5.5000%  | 0.0000% | $135000.00         | $135467.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6332 | 2051-11-01      | 2.0000%  | 0.0000% | $140000.00         | $83033.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3677 | 2040-06-01      | 5.5000%  | 0.0000% | $1220537.00        | $863836.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $74000.00          | $32365.20          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CNRD5235 | 2035-01-01      | 6.5000%  | 0.0000% | $1284442.00        | $658666.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQB0935 | 2050-06-01      | 3.5000%  | 0.0000% | $1470822.00        | $266277.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $14000.00          | $10662.43          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $1652000.00        | $747844.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE5290 | 2052-04-01      | 2.5000%  | 0.0000% | $285000.00         | $219703.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2116 | 2039-06-01      | 6.0000%  | 0.0000% | $614477.00         | $422664.97         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4731 | 2051-03-01      | 1.5000%  | 0.0000% | $732739.00         | $383022.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1755 | 2038-11-01      | 6.0000%  | 0.0000% | $1667569.00        | $733522.88         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7881 | 2052-09-01      | 5.0000%  | 0.0000% | $266000.00         | $201901.80         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4367.24           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3857 | 2040-07-01      | 5.0000%  | 0.0000% | $1049618.00        | $997051.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLSI2134 | 2055-01-25      | 6.5000%  | 0.0000% | $15000.00          | $13270.78          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI2452 | 2054-03-01      | 6.5000%  | 0.0000% | $200000.00         | $165571.63         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4073 | 2054-04-01      | 5.5000%  | 0.0000% | $317268.00         | $240803.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5273 | 2044-01-01      | 5.5000%  | 0.0000% | $215000.00         | $131446.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | 0.0000% | $1194674.00        | $411863.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $401000.00         | $325830.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4180 | 2050-12-01      | 2.5000%  | 0.0000% | $151000.00         | $74752.02          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE1585 | 2052-04-01      | 2.5000%  | 0.0000% | $413450.00         | $229369.35         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1027 | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1063719.21        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3611 | 2050-09-01      | 2.5000%  | 0.0000% | $295000.00         | $142843.19         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $8000.00           | $4940.50           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $5298.27           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7561 | 2052-06-01      | 4.0000%  | 0.0000% | $1420000.00        | $1000022.35        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7305 | 2052-05-01      | 4.0000%  | 0.0000% | $111885.00         | $75551.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $15000.00          | $1543.63           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF0897 | 2052-10-01      | 4.0000%  | 0.0000% | $215713.00         | $158809.00         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0671 | 2052-09-01      | 4.5000%  | 0.0000% | $1484350.00        | $1044458.21        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5250 | 2035-07-01      | 4.5000%  | 0.0000% | $879430.00         | $731504.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $212000.00         | $39642.05          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9119 | 2051-10-01      | 3.0000%  | 0.0000% | $947867.00         | $565642.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7554 | 2052-06-01      | 4.0000%  | 0.0000% | $10000.00          | $6518.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $649520.00         | $432765.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5554 | 2049-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $589487.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQN2103 | 2035-04-01      | 3.5000%  | 0.0000% | $1212486.00        | $532205.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $652000.00         | $586782.70         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4491 | 2051-02-01      | 1.5000%  | 0.0000% | $500000.00         | $260178.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2788 | 2050-06-01      | 2.5000%  | 0.0000% | $1260000.00        | $507179.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6679 | 2052-08-01      | 4.5000%  | 0.0000% | $40000.00          | $27170.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA5129 | 2050-01-01      | 5.5000%  | 0.0000% | $2893484.00        | $1008035.20        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2005 | 2036-05-01      | 2.0000%  | 0.0000% | $276260.00         | $129346.54         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | 0.0000% | $57000.00          | $33234.67          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A85730 G | 2039-04-01      | 5.0000%  | 0.0000% | $311063.00         | $1852.10           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18600 G | 2031-05-01      | 2.5000%  | 0.0000% | $100000.00         | $9675.82           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91441 G | 2032-04-01      | 3.0000%  | 0.0000% | $25000.00          | $1767.61           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08715 G | 2046-08-01      | 3.0000%  | 0.0000% | $13363.00          | $1981.58           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07848 G | 2044-04-01      | 3.5000%  | 0.0000% | $182000.00         | $34418.89          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05774 G | 2040-01-01      | 5.0000%  | 0.0000% | $155000.00         | $6449.89           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1396.16           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18597 G | 2031-04-01      | 3.5000%  | 0.0000% | $1950000.00        | $165507.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2644 | 2034-07-01      | 5.0000%  | 0.0000% | $200000.00         | $3105.55           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A87189 G | 2039-06-01      | 5.0000%  | 0.0000% | $200000.00         | $4004.20           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $69050.00          | $1559.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2914 | 2040-05-01      | 5.0000%  | 0.0000% | $2012650.00        | $57383.57          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2341 | 2038-06-01      | 6.0000%  | 0.0000% | $390000.00         | $2832.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3015 | 2040-05-01      | 6.0000%  | 0.0000% | $483199.00         | $5514.86           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4379 | 2039-05-01      | 4.5000%  | 0.0000% | $182838.00         | $2465.76           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9418 | 2039-12-01      | 4.5000%  | 0.0000% | $1013582.00        | $16478.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3857 | 2041-06-01      | 5.5000%  | 0.0000% | $13300000.00       | $784137.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2269 | 2038-09-01      | 6.0000%  | 0.0000% | $941611.00         | $4931.09           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4692 | 2046-12-01      | 2.5000%  | 0.0000% | $802305.00         | $193326.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $2065000.00        | $236004.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2298 | 2038-08-01      | 6.0000%  | 0.0000% | $345000.00         | $7876.94           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $1100801.00        | $118077.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0989 | 2041-01-01      | 4.0000%  | 0.0000% | $3958195.00        | $199760.56         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5506 | 2031-04-01      | 7.0000%  | 0.0000% | $812358.00         | $2189.43           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A12546 G | 2033-08-01      | 5.0000%  | 0.0000% | $450320.00         | $5306.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  | 0.0000% | $153560.00         | $12378.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3941 | 2041-12-01      | 5.0000%  | 0.0000% | $765000.00         | $52730.58          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  | 0.0000% | $37000.00          | $2727.24           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08750 G | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4047.57           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91926 G | 2037-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $368843.33         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9674 | 2040-01-01      | 4.5000%  | 0.0000% | $5000000.00        | $86544.42          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1345 | 2037-02-01      | 6.0000%  | 0.0000% | $729532.00         | $4134.43           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $66000.00          | $4973.88           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $116000.00         | $13996.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2598 | 2042-01-01      | 3.5000%  | 0.0000% | $3724046.00        | $414142.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4034 | 2041-01-01      | 5.5000%  | 0.0000% | $77051.00          | $3501.22           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6869 | 2029-01-01      | 3.5000%  | 0.0000% | $500000.00         | $15560.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4270 | 2036-12-01      | 5.5000%  | 0.0000% | $260000.00         | $1219.26           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1370 | 2037-03-01      | 6.0000%  | 0.0000% | $1239414.00        | $9525.82           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A17577 G | 2034-01-01      | 5.5000%  | 0.0000% | $156180.00         | $1266.88           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3818 | 2043-10-01      | 4.0000%  | 0.0000% | $4046000.00        | $696935.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | 0.0000% | $1081414.00        | $89937.34          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1657 | 2037-09-01      | 6.0000%  | 0.0000% | $4626681.00        | $26933.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8895 | 2028-11-01      | 5.5000%  | 0.0000% | $715000.00         | $2056.49           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J16447 G | 2026-08-01      | 3.5000%  | 0.0000% | $1050000.00        | $1046.12           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04126 G | 2037-06-01      | 6.0000%  | 0.0000% | $3822850.00        | $68444.96          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A81654 G | 2038-09-01      | 6.0000%  | 0.0000% | $715395.00         | $2871.67           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1378.40           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16401 G | 2033-01-01      | 3.0000%  | 0.0000% | $335000.00         | $64402.01          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A20742 G | 2034-04-01      | 6.0000%  | 0.0000% | $117360.00         | $8781.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4718 | 2035-11-01      | 5.0000%  | 0.0000% | $658266.00         | $5338.44           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZI3096 | 2034-12-01      | 7.0000%  | 0.0000% | $44680.00          | $2278.73           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08792 G | 2047-12-01      | 3.5000%  | 0.0000% | $200834.00         | $24511.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $35000.00          | $4619.87           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2549 | 2042-01-01      | 4.0000%  | 0.0000% | $1500000.00        | $67465.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4177 | 2035-04-01      | 5.0000%  | 0.0000% | $395000.00         | $3645.86           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3292 | 2042-06-01      | 3.0000%  | 0.0000% | $205000.00         | $21199.73          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 4UZL1055 | 2035-01-01      | 5.5000%  | 0.0000% | $1152932.00        | $24765.09          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9233 | 2030-04-01      | 5.5000%  | 0.0000% | $150000.00         | $2188.19           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1336 | 2041-05-01      | 4.5000%  | 0.0000% | $3064516.00        | $220995.09         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A33755 G | 2035-03-01      | 6.0000%  | 0.0000% | $226338.00         | $4377.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3106 | 2042-05-01      | 3.5000%  | 0.0000% | $105000.00         | $12686.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2847 | 2039-11-01      | 5.0000%  | 0.0000% | $225000.00         | $9742.92           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0016 | 2047-05-01      | 4.5000%  | 0.0000% | $720080.00         | $129556.24         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4592 | 2044-11-01      | 4.0000%  | 0.0000% | $600000.00         | $38931.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3464 | 2041-08-01      | 4.5000%  | 0.0000% | $41707.00          | $1470.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS9406 | 2041-06-01      | 5.5000%  | 0.0000% | $75175.00          | $7045.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4744 | 2047-11-01      | 4.0000%  | 0.0000% | $820000.00         | $91369.33          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $86160.00          | $8105.89           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2646 | 2039-03-01      | 6.0000%  | 0.0000% | $180299.00         | $1103.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3LZL0795 | 2037-08-01      | 5.0000%  | 0.0000% | $20296369.00       | $189351.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0029 | 2047-05-01      | 3.0000%  | 0.0000% | $120000.00         | $31552.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $47000.00          | $3806.23           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS3721 | 2039-03-01      | 7.0000%  | 0.0000% | $5400000.00        | $199919.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $85000.00          | $7834.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $788000.00         | $87745.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $4652000.00        | $732853.39         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8537 | 2044-06-01      | 3.5000%  | 0.0000% | $1087000.00        | $212169.14         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1898 | 2041-08-01      | 4.5000%  | 0.0000% | $122454.00         | $5883.63           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0152 | 2046-05-01      | 4.5000%  | 0.0000% | $38415.00          | $7243.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5719 | 2043-05-01      | 3.5000%  | 0.0000% | $100000.00         | $13866.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1663 | 2035-04-01      | 5.0000%  | 0.0000% | $474728.00         | $4297.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9179 | 2030-04-01      | 5.5000%  | 0.0000% | $3720752.00        | $97173.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6079 | 2043-06-01      | 3.5000%  | 0.0000% | $160482.00         | $30898.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $650000.00         | $70820.13          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $726000.00         | $57961.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9856 | 2040-03-01      | 5.0000%  | 0.0000% | $640507.00         | $17160.24          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8815 | 2039-06-01      | 4.5000%  | 0.0000% | $73985.00          | $1620.31           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  | 0.0000% | $300000.00         | $29571.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $3638558.00        | $73740.14          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZS9211 | 2034-03-01      | 4.5000%  | 0.0000% | $370000.00         | $32038.51          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8611 | 2031-05-01      | 3.0000%  | 0.0000% | $4790000.00        | $402414.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9806 | 2033-09-01      | 3.5000%  | 0.0000% | $2207243.00        | $103918.13         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8692 | 2033-04-01      | 2.5000%  | 0.0000% | $2530000.00        | $369390.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4089 | 2044-07-01      | 4.0000%  | 0.0000% | $688952.00         | $79411.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1880 | 2038-01-01      | 6.0000%  | 0.0000% | $479399.00         | $4243.33           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4681 | 2046-10-01      | 2.5000%  | 0.0000% | $61000.00          | $11497.48          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2319 | 2038-09-01      | 6.0000%  | 0.0000% | $1685776.00        | $37126.16          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1561 | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2718.77           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI2533 | 2032-03-01      | 7.5000%  | 0.0000% | $3287561.00        | $18509.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4401 | 2039-11-01      | 4.5000%  | 0.0000% | $5907500.00        | $110654.30         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3259 | 2048-05-01      | 4.0000%  | 0.0000% | $644135.00         | $34490.48          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC J28924 G | 2029-08-01      | 3.0000%  | 0.0000% | $30000.00          | $1986.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2111 | 2038-02-01      | 6.0000%  | 0.0000% | $1478477.00        | $8148.40           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $405000.00         | $15649.69          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZI5086 | 2036-07-01      | 7.0000%  | 0.0000% | $125915.00         | $2249.60           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91439 G | 2032-04-01      | 4.0000%  | 0.0000% | $50000.00          | $3125.01           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4292 | 2037-04-01      | 6.0000%  | 0.0000% | $500000.00         | $3218.43           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A32938 G | 2035-05-01      | 6.0000%  | 0.0000% | $92211.00          | $4137.76           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  | 0.0000% | $67000.00          | $6823.02           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18509 G | 2029-04-01      | 3.5000%  | 0.0000% | $151457.00         | $5061.51           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2369 | 2038-01-01      | 4.5000%  | 0.0000% | $202041.00         | $2019.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2905 | 2040-04-01      | 4.5000%  | 0.0000% | $5500000.00        | $309877.40         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G30482 G | 2030-05-01      | 4.5000%  | 0.0000% | $760000.00         | $9217.98           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C03811 G | 2042-04-01      | 3.5000%  | 0.0000% | $231060.00         | $29365.20          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  | 0.0000% | $508045.00         | $75129.24          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G30564 G | 2028-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $3262.01           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3270 | 2048-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $96177.75          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G15565 G | 2030-10-01      | 3.0000%  | 0.0000% | $75000.00          | $5426.94           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3539 | 2042-07-01      | 3.5000%  | 0.0000% | $211368.00         | $28684.03          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2136 | 2029-09-01      | 5.0000%  | 0.0000% | $453750.00         | $6438.44           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18519 G | 2029-07-01      | 3.5000%  | 0.0000% | $1060457.00        | $43745.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4585 | 2044-10-01      | 3.5000%  | 0.0000% | $22000.00          | $1591.78           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4527 | 2043-08-01      | 4.0000%  | 0.0000% | $1702000.00        | $106670.93         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS1770 | 2037-11-01      | 7.0000%  | 0.0000% | $1520000.00        | $7872.76           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91738 G | 2033-11-01      | 4.0000%  | 0.0000% | $475000.00         | $37598.93          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $166063.00         | $1367.90           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  | 0.0000% | $35000.00          | $4151.74           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C91375 G | 2031-05-01      | 5.0000%  | 0.0000% | $100000.00         | $3043.94           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16113 G | 2032-03-01      | 3.0000%  | 0.0000% | $550000.00         | $69308.87          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2535 | 2039-01-01      | 5.0000%  | 0.0000% | $187000.00         | $1701.24           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A39012 G | 2035-06-01      | 5.5000%  | 0.0000% | $375000.00         | $7932.31           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $28000.00          | $2847.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2728 | 2039-07-01      | 4.5000%  | 0.0000% | $138438.00         | $3020.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1444 | 2037-03-01      | 6.5000%  | 0.0000% | $1901938.00        | $26850.55          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4650 | 2046-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1071.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1191 | 2036-09-01      | 6.0000%  | 0.0000% | $5168500.00        | $16596.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2675 | 2039-05-01      | 4.5000%  | 0.0000% | $197528.00         | $1830.60           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1824 | 2037-12-01      | 6.0000%  | 0.0000% | $5525181.00        | $26451.02          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2276 | 2038-08-01      | 6.0000%  | 0.0000% | $934890.00         | $6443.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1015 | 2036-02-01      | 5.5000%  | 0.0000% | $140579.00         | $1475.37           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA7040 | 2049-06-01      | 3.5000%  | 0.0000% | $265000.00         | $44493.43          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI9043 | 2039-08-01      | 6.0000%  | 0.0000% | $179242.00         | $8786.84           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9845 | 2040-03-01      | 5.0000%  | 0.0000% | $3500000.00        | $74092.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6548 | 2049-03-01      | 4.0000%  | 0.0000% | $50499.00          | $3019.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8556 | 2039-02-01      | 5.5000%  | 0.0000% | $632729.00         | $21272.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2222 | 2038-07-01      | 5.5000%  | 0.0000% | $434562.00         | $2849.00           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J20795 G | 2027-10-01      | 2.5000%  | 0.0000% | $235000.00         | $5395.90           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC J23956 G | 2028-06-01      | 3.0000%  | 0.0000% | $900000.00         | $23578.33          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08759 G | 2047-04-01      | 4.5000%  | 0.0000% | $65000.00          | $5307.78           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18614 G | 2031-10-01      | 2.5000%  | 0.0000% | $1400000.00        | $160608.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4020 | 2035-12-01      | 5.5000%  | 0.0000% | $464504.00         | $13251.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4630 | 2045-09-01      | 3.5000%  | 0.0000% | $27000.00          | $2362.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1046 | 2036-03-01      | 6.0000%  | 0.0000% | $15400000.00       | $70494.67          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C91093 G | 2027-09-01      | 6.0000%  | 0.0000% | $1329702.00        | $1685.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1334 | 2042-07-01      | 3.5000%  | 0.0000% | $37000.00          | $2922.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1455 | 2037-03-01      | 5.5000%  | 0.0000% | $1600000.00        | $46719.83          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2315 | 2038-08-01      | 5.5000%  | 0.0000% | $900000.00         | $15236.74          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $781000.00         | $115352.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3940 | 2038-06-01      | 4.5000%  | 0.0000% | $340000.00         | $24140.16          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A61985 G | 2037-06-01      | 6.0000%  | 0.0000% | $6357770.00        | $14069.64          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  | 0.0000% | $11000.00          | $1139.60           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91810 G | 2035-02-01      | 3.5000%  | 0.0000% | $537500.00         | $52520.97          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G03826 G | 2038-01-01      | 6.0000%  | 0.0000% | $848378.00         | $4758.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3729 | 2040-07-01      | 5.5000%  | 0.0000% | $1089891.00        | $847494.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3005 | 2040-01-01      | 6.0000%  | 0.0000% | $289734.00         | $182610.50         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO2681 | 2039-11-01      | 3.5000%  | 0.0000% | $571239.00         | $503767.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3807 | 2040-06-01      | 6.0000%  | 0.0000% | $1114283.00        | $941509.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3630 | 2040-05-01      | 6.0000%  | 0.0000% | $1004263.00        | $835131.25         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO2319 | 2039-07-01      | 6.5000%  | 0.0000% | $1125301.00        | $664998.10         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO2299 | 2039-07-01      | 6.5000%  | 0.0000% | $1482206.00        | $764287.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3485 | 2040-04-01      | 6.0000%  | 0.0000% | $1010337.00        | $802811.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3259 | 2040-03-01      | 6.0000%  | 0.0000% | $568349.00         | $566049.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3512 | 2040-04-01      | 6.0000%  | 0.0000% | $99177.00          | $97509.73          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6760 | 2054-05-01      | 5.5000%  | 0.0000% | $635473.00         | $502829.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5173 | 2042-08-01      | 3.0000%  | 0.0000% | $65387.00          | $45074.51          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3RRF5001 | 2034-11-01      | 2.5000%  | 0.0000% | $5666505.00        | $321571.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5758 | 2054-04-01      | 5.5000%  | 0.0000% | $31373.00          | $19771.77          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQO0257 | 2037-05-01      | 1.5000%  | 0.0000% | $1398407.00        | $853103.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO1532 | 2038-08-01      | 5.0000%  | 0.0000% | $1533506.00        | $924904.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3500 | 2040-04-01      | 5.5000%  | 0.0000% | $1238625.00        | $1003718.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $74361.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQO1051 | 2037-11-01      | 2.5000%  | 0.0000% | $166768.00         | $101038.68         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO3631 | 2040-05-01      | 4.5000%  | 0.0000% | $379447.00         | $358552.31         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH6503 | 2053-12-01      | 7.5000%  | 0.0000% | $988562.00         | $304801.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $469665.00         | $353534.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA1759 | 2055-12-01      | 6.0000%  | 0.0000% | $1068989.00        | $598557.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  | 0.0000% | $997561.00         | $983425.32         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0053 | 2055-10-01      | 4.0000%  | 0.0000% | $9000.00           | $8305.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1232 | 2056-04-01      | 4.5000%  | 0.0000% | $1090523.00        | $1061633.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0054 | 2041-01-01      | 5.0000%  | 0.0000% | $960724.00         | $912383.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1107 | 2055-12-01      | 5.5000%  | 0.0000% | $1023664.00        | $1047368.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2861 | 2055-10-01      | 6.0000%  | 0.0000% | $327801.00         | $317073.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1202 | 2055-05-01      | 5.5000%  | 0.0000% | $663000.00         | $564300.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1480 | 2054-05-01      | 6.0000%  | 0.0000% | $560000.00         | $466625.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0195 | 2053-11-01      | 6.5000%  | 0.0000% | $250259.00         | $177077.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0052 | 2053-10-01      | 6.5000%  | 0.0000% | $600000.00         | $300638.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ0919 | 2054-02-01      | 5.0000%  | 0.0000% | $297320.00         | $259934.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4337 | 2055-01-01      | 6.5000%  | 0.0000% | $188311.00         | $194173.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9765 | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $66891.70          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY0452 | 2055-04-01      | 5.5000%  | 0.0000% | $25935.00          | $20182.33          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3961 | 2053-02-01      | 3.0000%  | 0.0000% | $38000.00          | $32822.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX6704 | 2055-02-01      | 6.5000%  | 0.0000% | $1210250.00        | $1005838.70        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3084 | 2054-12-01      | 5.5000%  | 0.0000% | $177000.00         | $159222.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1333 | 2054-04-01      | 5.5000%  | 0.0000% | $286000.00         | $242957.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  | 0.0000% | $180000.00         | $153461.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0717 | 2054-01-01      | 6.5000%  | 0.0000% | $78000.00          | $52930.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL2310 | 2052-10-01      | 2.0000%  | 0.0000% | $50000.00          | $38585.78          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $39000.00          | $31777.05          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $14000.00          | $3323.88           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2103 | 2036-07-01      | 2.0000%  | 0.0000% | $191421.00         | $109064.38         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQO0205 | 2037-05-01      | 2.5000%  | 0.0000% | $234009.00         | $144854.25         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4093 | 2040-09-01      | 6.0000%  | 0.0000% | $434641.00         | $394851.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3666 | 2040-05-01      | 5.5000%  | 0.0000% | $1103073.00        | $718018.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4649 | 2040-12-01      | 5.5000%  | 0.0000% | $1005374.00        | $1016163.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3664 | 2040-05-01      | 5.5000%  | 0.0000% | $482585.00         | $468429.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3734 | 2040-06-01      | 6.0000%  | 0.0000% | $1159752.00        | $1052703.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  | 0.0000% | $1347988.00        | $1022678.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9380 | 2052-09-01      | 5.0000%  | 0.0000% | $49386.00          | $34151.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4305 | 2040-10-01      | 5.5000%  | 0.0000% | $1054605.00        | $1064481.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5318 | 2044-11-01      | 4.5000%  | 0.0000% | $135000.00         | $107158.70         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CTRB5130 | 2041-10-01      | 1.5000%  | 0.0000% | $280000.00         | $164214.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8551 | 2053-03-01      | 5.5000%  | 0.0000% | $180000.00         | $81893.41          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5067 | 2031-09-01      | 1.5000%  | 0.0000% | $160000.00         | $60071.93          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1956.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CNRD5212 | 2034-09-01      | 6.5000%  | 0.0000% | $879601.00         | $456786.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8052 | 2053-02-01      | 5.5000%  | 0.0000% | $1115000.00        | $829653.76         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $797679.00         | $587125.93         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQO0278 | 2037-05-01      | 1.5000%  | 0.0000% | $237337.00         | $133005.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO1150 | 2038-02-01      | 5.0000%  | 0.0000% | $2042284.00        | $1094578.15        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  | 0.0000% | $2100000.00        | $1051397.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3007 | 2040-01-01      | 6.0000%  | 0.0000% | $412512.00         | $285081.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQH9285 | 2054-01-01      | 2.5000%  | 0.0000% | $911899.00         | $728097.45         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO2854 | 2039-12-01      | 4.0000%  | 0.0000% | $1154978.00        | $1034628.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5959 | 2053-07-01      | 5.0000%  | 0.0000% | $68700.00          | $55225.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO2576 | 2039-09-01      | 4.0000%  | 0.0000% | $467954.00         | $329216.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQO0516 | 2037-07-01      | 2.5000%  | 0.0000% | $35942.00          | $20944.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI7441 | 2054-06-01      | 5.0000%  | 0.0000% | $159405.00         | $146936.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3501 | 2040-04-01      | 6.0000%  | 0.0000% | $1124946.00        | $380339.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5245 | 2035-04-01      | 5.5000%  | 0.0000% | $356933.00         | $276921.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7798 | 2054-05-01      | 5.5000%  | 0.0000% | $447564.00         | $403642.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6931 | 2053-02-01      | 5.0000%  | 0.0000% | $697484.00         | $511528.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3326 | 2040-03-01      | 6.0000%  | 0.0000% | $622807.00         | $454393.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $840000.00         | $473385.50         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4625 | 2045-08-01      | 3.0000%  | 0.0000% | $540000.00         | $77788.20          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  | 0.0000% | $1017000.00        | $407764.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1362 | 2043-07-01      | 3.5000%  | 0.0000% | $135017.00         | $14746.81          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0857 | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $125794.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4770 | 2035-11-01      | 4.0000%  | 0.0000% | $1214966.00        | $72218.31          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $315000.00         | $82023.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6475 | 2053-12-01      | 4.5000%  | 0.0000% | $760000.00         | $657772.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2274 | 2034-02-01      | 6.0000%  | 0.0000% | $1979366.00        | $31185.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8012 | 2049-09-01      | 4.0000%  | 0.0000% | $273173.00         | $35044.61          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $240000.00         | $131845.96         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1165 | 2052-06-01      | 4.5000%  | 0.0000% | $960822.00         | $636411.04         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $21777.00          | $6136.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8039 | 2050-01-01      | 4.0000%  | 0.0000% | $8000000.00        | $1080458.83        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $664239.00         | $221611.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  | 0.0000% | $325000.00         | $268461.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4208 | 2043-04-01      | 3.0000%  | 0.0000% | $1400000.00        | $242699.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $235000.00         | $146608.31         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1388 | 2038-01-01      | 2.5000%  | 0.0000% | $829883.00         | $649391.12         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2967 | 2040-08-01      | 5.0000%  | 0.0000% | $4000000.00        | $136986.87         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $690511.00         | $410283.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $81981.00          | $63281.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1717 | 2037-11-01      | 6.0000%  | 0.0000% | $536927.00         | $1986.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $960000.00         | $339304.17         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $3846024.00        | $364477.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7485 | 2054-02-01      | 4.5000%  | 0.0000% | $868000.00         | $750735.69         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  | 0.0000% | $1483000.00        | $222758.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6658 | 2037-10-01      | 6.0000%  | 0.0000% | $959141.00         | $3913.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2301 | 2034-06-01      | 5.0000%  | 0.0000% | $1378521.00        | $17058.33          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4078 | 2045-01-01      | 3.5000%  | 0.0000% | $1445000.00        | $192213.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2872 | 2038-01-01      | 5.5000%  | 0.0000% | $65000.00          | $1035.34           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2507 | 2038-12-01      | 6.0000%  | 0.0000% | $3690075.00        | $39620.51          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0910 | 2034-01-01      | 5.0000%  | 0.0000% | $415000.00         | $3957.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4007 | 2044-10-01      | 4.0000%  | 0.0000% | $2425000.00        | $258022.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3832 | 2041-09-01      | 4.5000%  | 0.0000% | $241996.00         | $20385.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2856 | 2040-01-01      | 5.0000%  | 0.0000% | $3955000.00        | $164380.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0299 | 2029-09-01      | 6.0000%  | 0.0000% | $2013335.00        | $26148.97          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $780000.00         | $522171.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $48081.36          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6800 | 2054-08-01      | 6.0000%  | 0.0000% | $500000.00         | $386894.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $186292.00         | $14701.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8187 | 2051-10-01      | 4.0000%  | 0.0000% | $25970.00          | $12063.76          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $7000.00           | $4256.65           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0730 | 2051-09-01      | 2.0000%  | 0.0000% | $29289.00          | $16906.03          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8208 | 2052-02-01      | 4.0000%  | 0.0000% | $832326.00         | $512462.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  | 0.0000% | $1082207.00        | $271368.83         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8292 | 2052-12-01      | 7.0000%  | 0.0000% | $20000.00          | $10728.51          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8398 | 2054-01-01      | 7.0000%  | 0.0000% | $300000.00         | $95892.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  | 0.0000% | $394000.00         | $261681.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $7000.00           | $5282.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2132 | 2038-05-01      | 6.0000%  | 0.0000% | $200000.00         | $1287.59           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $310000.00         | $198422.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $14000.00          | $10320.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6282 | 2049-01-01      | 4.0000%  | 0.0000% | $240094.00         | $18831.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $461721.00         | $344628.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $124000.00         | $84990.08          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3354 | 2041-10-01      | 3.5000%  | 0.0000% | $34000.00          | $1537.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE9368 | 2052-08-01      | 4.5000%  | 0.0000% | $1027451.00        | $741976.33         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8079 | 2050-07-01      | 2.0000%  | 0.0000% | $340000.00         | $136219.83         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN9475 | 2037-02-01      | 2.5000%  | 0.0000% | $1028091.00        | $362208.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0887 | 2051-04-01      | 2.0000%  | 0.0000% | $600000.00         | $367700.85         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  | 0.0000% | $750000.00         | $391347.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3056 | 2050-07-01      | 3.0000%  | 0.0000% | $140000.00         | $39884.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $25000.00          | $5940.91           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC7460 | 2051-09-01      | 2.5000%  | 0.0000% | $470000.00         | $297415.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5370 | 2045-09-01      | 6.0000%  | 0.0000% | $652877.00         | $510258.65         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $115140.00         | $28956.80          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE1388 | 2052-04-01      | 3.5000%  | 0.0000% | $743346.00         | $383080.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7333 | 2052-02-01      | 3.0000%  | 0.0000% | $200000.00         | $140154.47         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $500000.00         | $308033.56         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1888 | 2036-03-01      | 2.0000%  | 0.0000% | $1515000.00        | $615519.40         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  | 0.0000% | $13000.00          | $6025.78           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0478 | 2051-04-01      | 2.5000%  | 0.0000% | $320663.00         | $212065.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRC2594 | 2037-06-01      | 3.5000%  | 0.0000% | $338676.00         | $177946.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNRD5234 | 2035-01-01      | 6.0000%  | 0.0000% | $617000.00         | $373578.37         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  | 0.0000% | $115500.00         | $58626.55          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7360 | 2054-10-01      | 6.0000%  | 0.0000% | $48332.00          | $39306.08          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA1086 | 2049-07-01      | 4.5000%  | 0.0000% | $300000.00         | $37129.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD1626 | 2051-12-01      | 2.5000%  | 0.0000% | $294684.00         | $204288.08         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3517 | 2050-09-01      | 2.0000%  | 0.0000% | $340000.00         | $170089.55         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQB0937 | 2050-06-01      | 3.5000%  | 0.0000% | $1500178.00        | $776437.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1871 | 2049-12-01      | 3.0000%  | 0.0000% | $1069196.00        | $620236.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  | 0.0000% | $969080.00         | $773215.73         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2650.82           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC2693 | 2037-07-01      | 1.5000%  | 0.0000% | $283944.00         | $164173.64         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4996 | 2052-01-01      | 2.5000%  | 0.0000% | $400774.00         | $284172.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $1300000.00        | $731422.51         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQC2713 | 2051-04-01      | 1.5000%  | 0.0000% | $171426.00         | $80102.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5146 | 2042-02-01      | 2.5000%  | 0.0000% | $65000.00          | $38892.15          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  | 0.0000% | $42108.00          | $8580.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7516 | 2050-03-01      | 3.0000%  | 0.0000% | $314853.00         | $149202.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $106000.00         | $20342.18          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTQK1354 | 2042-02-01      | 2.0000%  | 0.0000% | $140000.00         | $87672.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5213 | 2043-02-01      | 5.0000%  | 0.0000% | $510000.00         | $300240.78         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1998 | 2036-05-01      | 1.5000%  | 0.0000% | $790000.00         | $423160.22         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1906 | 2049-12-01      | 4.0000%  | 0.0000% | $585000.00         | $167622.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $2037000.00        | $174314.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8880 | 2050-04-01      | 3.5000%  | 0.0000% | $2797966.00        | $1088820.59        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA9345 | 2050-05-01      | 3.0000%  | 0.0000% | $1095267.00        | $656492.01         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  | 0.0000% | $184000.00         | $43217.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CNQS0092 | 2030-07-01      | 3.0000%  | 0.0000% | $2370212.00        | $675894.08         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNRD0020 | 2035-08-01      | 6.0000%  | 0.0000% | $376500.00         | $286155.02         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $32000.00          | $18363.87          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1345 | 2051-10-01      | 2.5000%  | 0.0000% | $86911.00          | $57443.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4723 | 2047-06-01      | 4.0000%  | 0.0000% | $502469.00         | $48201.53          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3560 | 2042-08-01      | 3.5000%  | 0.0000% | $232000.00         | $26272.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3144 | 2038-09-01      | 6.5000%  | 0.0000% | $1487700.00        | $25278.09          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $143951.00         | $107016.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  | 0.0000% | $1183000.00        | $737797.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | 0.0000% | $58000.00          | $44906.08          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $357000.00         | $62352.23          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6736 | 2053-11-01      | 4.5000%  | 0.0000% | $995000.00         | $845654.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4388 | 2039-06-01      | 5.5000%  | 0.0000% | $210633.00         | $5666.39           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4648 | 2046-01-01      | 4.0000%  | 0.0000% | $2325000.00        | $195680.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA5867 | 2038-12-01      | 4.5000%  | 0.0000% | $216000.00         | $29049.51          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2198 | 2038-08-01      | 6.0000%  | 0.0000% | $109000.00         | $2964.32           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $174000.00         | $90849.24          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  | 0.0000% | $42000.00          | $24249.36          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5345 | 2045-05-01      | 6.0000%  | 0.0000% | $1672771.00        | $999200.50         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $225000.00         | $194899.05         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQB9007 | 2051-02-01      | 1.5000%  | 0.0000% | $112128.00         | $33261.58          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q28764 G | 2044-06-01      | 3.5000%  | 0.0000% | $19000.00          | $3713.12           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB4045 | 2050-10-01      | 2.5000%  | 0.0000% | $310000.00         | $137904.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5166 | 2042-07-01      | 3.0000%  | 0.0000% | $191581.00         | $131169.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6376 | 2054-09-01      | 6.5000%  | 0.0000% | $67347.00          | $45121.18          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $773465.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1542.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA3869 | 2049-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8488.96           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQB8658 | 2051-02-01      | 1.5000%  | 0.0000% | $1500000.00        | $860531.78         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  | 0.0000% | $1627000.00        | $812492.53         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67703 G | 2047-04-01      | 3.5000%  | 0.0000% | $290000.00         | $64092.42          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA3308 | 2056-01-01      | 6.0000%  | 0.0000% | $1425795.00        | $1102617.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3341 | 2055-11-01      | 5.5000%  | 0.0000% | $1114614.00        | $1007313.50        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA6207 | 2056-02-01      | 6.5000%  | 0.0000% | $1583530.00        | $873250.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA4389 | 2056-01-01      | 5.0000%  | 0.0000% | $67473.00          | $66628.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA6125 | 2056-02-01      | 5.0000%  | 0.0000% | $1113553.00        | $1104394.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA6538 | 2056-02-01      | 5.0000%  | 0.0000% | $1056182.00        | $1058375.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7771 | 2055-11-01      | 5.5000%  | 0.0000% | $1124909.00        | $1129137.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6352 | 2055-10-01      | 6.0000%  | 0.0000% | $1041426.00        | $1080297.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6348 | 2056-02-01      | 5.5000%  | 0.0000% | $1043923.00        | $1057425.09        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA6157 | 2056-01-01      | 4.5000%  | 0.0000% | $1095686.00        | $1051611.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7945 | 2055-07-01      | 6.0000%  | 0.0000% | $1194417.00        | $1091811.20        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ0174 | 2055-08-01      | 4.5000%  | 0.0000% | $1098454.00        | $1050524.85        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4756 | 2053-10-01      | 3.0000%  | 0.0000% | $940023.00         | $820675.36         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0003 | 2053-10-01      | 6.5000%  | 0.0000% | $1410000.00        | $949873.64         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8815 | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $759852.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | 0.0000% | $269000.00         | $230742.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1202 | 2055-04-01      | 6.5000%  | 0.0000% | $100000.00         | $77883.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1300 | 2054-12-01      | 5.0000%  | 0.0000% | $326871.00         | $316930.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1497 | 2054-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $1127316.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3809 | 2040-06-01      | 5.5000%  | 0.0000% | $1050400.00        | $822038.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3623 | 2040-05-01      | 5.5000%  | 0.0000% | $1101915.00        | $1091712.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4197 | 2040-10-01      | 5.5000%  | 0.0000% | $1012720.00        | $884277.22         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  | 0.0000% | $693261.00         | $646193.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO3898 | 2040-07-01      | 6.5000%  | 0.0000% | $1070859.00        | $620592.85         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4192 | 2040-09-01      | 4.5000%  | 0.0000% | $1069900.00        | $1026736.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3922 | 2040-07-01      | 6.0000%  | 0.0000% | $1019888.00        | $1013771.76        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA5045 | 2049-11-01      | 4.0000%  | 0.0000% | $490000.00         | $94849.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4957 | 2041-02-01      | 4.5000%  | 0.0000% | $480013.00         | $469384.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4726 | 2041-01-01      | 5.0000%  | 0.0000% | $1058195.00        | $1058501.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9089 | 2056-03-01      | 5.5000%  | 0.0000% | $1066950.00        | $1082864.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0166 | 2056-04-01      | 5.5000%  | 0.0000% | $1029810.00        | $1055707.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA0731 | 2055-12-01      | 6.0000%  | 0.0000% | $1071641.00        | $1115192.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2744 | 2054-11-01      | 5.5000%  | 0.0000% | $359000.00         | $309801.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4039 | 2055-04-01      | 6.5000%  | 0.0000% | $1000000.00        | $886021.14         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $696362.00         | $663921.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $68752.00          | $47436.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0030 | 2040-10-01      | 4.0000%  | 0.0000% | $1009821.00        | $934227.05         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  | 0.0000% | $110488.00         | $97199.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  | 0.0000% | $695113.00         | $579164.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0055 | 2055-10-01      | 5.0000%  | 0.0000% | $613779.00         | $583070.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3308 | 2055-01-01      | 6.5000%  | 0.0000% | $224198.00         | $188153.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRR0094 | 2041-04-01      | 2.5000%  | 0.0000% | $817461.00         | $770051.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1039 | 2055-11-01      | 5.5000%  | 0.0000% | $1445524.00        | $747507.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ1497 | 2055-08-01      | 4.5000%  | 0.0000% | $1166870.00        | $1110210.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0076 | 2041-04-01      | 5.0000%  | 0.0000% | $505203.00         | $505048.55         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2751 | 2054-11-01      | 6.0000%  | 0.0000% | $190000.00         | $146787.33         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  | 0.0000% | $665549.00         | $620860.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4034 | 2055-04-01      | 6.0000%  | 0.0000% | $740000.00         | $603431.58         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9880 | 2055-04-01      | 6.5000%  | 0.0000% | $1208291.00        | $739975.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0410 | 2055-04-01      | 6.5000%  | 0.0000% | $1900299.00        | $957026.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1596 | 2054-12-01      | 5.0000%  | 0.0000% | $202263.00         | $197201.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX6702 | 2055-02-01      | 6.5000%  | 0.0000% | $584032.00         | $343927.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0483 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $90523.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2733.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2818 | 2055-09-01      | 6.0000%  | 0.0000% | $947569.00         | $983814.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | 0.0000% | $790000.00         | $797989.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0588 | 2055-03-01      | 3.5000%  | 0.0000% | $48000.00          | $40847.20          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL3224 | 2052-06-01      | 2.0000%  | 0.0000% | $275869.00         | $215914.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0326 | 2055-02-01      | 5.0000%  | 0.0000% | $505000.00         | $465214.65         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2131 | 2055-07-01      | 4.5000%  | 0.0000% | $190000.00         | $171542.95         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4615 | 2055-08-01      | 4.5000%  | 0.0000% | $72385.00          | $69071.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0017 | 2055-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3550.85           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3822.27           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5836 | 2056-01-01      | 5.0000%  | 0.0000% | $1006710.00        | $979790.63         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ6300 | 2056-01-01      | 6.5000%  | 0.0000% | $86145.00          | $84490.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1855 | 2054-06-01      | 5.0000%  | 0.0000% | $65290.00          | $58772.72          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ7233 | 2055-11-01      | 6.0000%  | 0.0000% | $1208312.00        | $997915.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6964 | 2055-11-01      | 5.5000%  | 0.0000% | $511684.00         | $495602.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA6179 | 2056-02-01      | 5.0000%  | 0.0000% | $25000.00          | $24679.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA3325 | 2056-01-01      | 6.0000%  | 0.0000% | $1082570.00        | $1131113.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY7178 | 2055-06-01      | 4.5000%  | 0.0000% | $1114510.00        | $1063472.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6585 | 2055-01-01      | 5.0000%  | 0.0000% | $1031126.00        | $643744.36         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA4572 | 2056-01-01      | 5.0000%  | 0.0000% | $1045993.00        | $945214.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA5692 | 2056-02-01      | 4.5000%  | 0.0000% | $625221.00         | $602216.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5803 | 2055-06-01      | 5.5000%  | 0.0000% | $797539.00         | $730821.78         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL2334 | 2052-02-01      | 2.0000%  | 0.0000% | $1380758.00        | $1071532.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3260 | 2055-11-01      | 5.5000%  | 0.0000% | $10000.00          | $9803.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2539 | 2053-12-01      | 5.0000%  | 0.0000% | $900586.00         | $841612.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0567 | 2053-07-01      | 5.0000%  | 0.0000% | $942555.00         | $845222.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0487 | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4419.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1240 | 2055-04-01      | 5.0000%  | 0.0000% | $200000.00         | $186142.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1901 | 2055-08-01      | 6.0000%  | 0.0000% | $225000.00         | $180525.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2800 | 2053-10-01      | 4.5000%  | 0.0000% | $645000.00         | $601743.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1413 | 2055-04-01      | 6.0000%  | 0.0000% | $99267.00          | $78901.49          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0336 | 2054-08-01      | 6.0000%  | 0.0000% | $140000.00         | $108287.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7103 | 2055-10-01      | 5.5000%  | 0.0000% | $1073065.00        | $1087609.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2093 | 2055-04-01      | 5.5000%  | 0.0000% | $116735.00         | $115810.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $60000.00          | $55095.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1602 | 2055-07-01      | 5.0000%  | 0.0000% | $1090000.00        | $1021757.58        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $17000.00          | $15317.11          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRQ0071 | 2055-11-01      | 7.5000%  | 0.0000% | $329928.00         | $289649.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0075 | 2055-12-01      | 5.0000%  | 0.0000% | $14000.00          | $13490.28          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0082 | 2056-01-01      | 4.0000%  | 0.0000% | $10000.00          | $9260.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1776 | 2056-05-01      | 4.5000%  | 0.0000% | $1007277.00        | $975761.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CNRD5111 | 2032-09-01      | 3.0000%  | 0.0000% | $1513782.00        | $695739.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5196 | 2042-10-01      | 5.0000%  | 0.0000% | $1756184.00        | $1108277.62        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 ZLSI2043 | 2052-01-01      | 3.0000%  | 0.0000% | $500000.00         | $347536.98         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5141 | 2042-01-01      | 2.0000%  | 0.0000% | $601000.00         | $366267.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5038 | 2040-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $992103.21         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5131 | 2041-10-01      | 2.0000%  | 0.0000% | $140000.00         | $82172.81          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRC2053 | 2036-05-01      | 2.5000%  | 0.0000% | $2000000.00        | $1033459.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5194 | 2034-05-01      | 4.5000%  | 0.0000% | $67059.00          | $29299.99          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  | 0.0000% | $25000.00          | $15032.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9437 | 2053-07-01      | 5.5000%  | 0.0000% | $135000.00         | $96818.38          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1857 | 2036-02-01      | 1.5000%  | 0.0000% | $700000.00         | $316404.12         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNRD5058 | 2031-05-01      | 2.0000%  | 0.0000% | $3000000.00        | $951081.10         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8141 | 2050-03-01      | 3.5000%  | 0.0000% | $1005184.00        | $517623.34         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5978 | 2051-08-01      | 2.5000%  | 0.0000% | $1172481.00        | $691423.23         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CTRB5134 | 2041-11-01      | 1.5000%  | 0.0000% | $40000.00          | $23826.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6108 | 2053-01-01      | 5.5000%  | 0.0000% | $275000.00         | $218048.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE9425 | 2052-08-01      | 4.5000%  | 0.0000% | $1490911.00        | $982752.24         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $309000.00         | $199532.87         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $50000.00          | $30280.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF4754 | 2052-12-01      | 5.0000%  | 0.0000% | $41470.00          | $34048.45          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7972 | 2052-08-01      | 4.5000%  | 0.0000% | $1500000.00        | $1047140.93        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRC2790 | 2037-12-01      | 2.5000%  | 0.0000% | $1063761.00        | $799024.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $108000.00         | $62383.38          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD9323 | 2052-04-01      | 2.5000%  | 0.0000% | $390785.00         | $254443.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5225 | 2043-04-01      | 5.0000%  | 0.0000% | $775000.00         | $497381.83         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $240000.00         | $180526.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  | 0.0000% | $448000.00         | $313480.80         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1574 | 2052-10-01      | 4.5000%  | 0.0000% | $1267633.00        | $848971.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1803 | 2038-12-01      | 6.0000%  | 0.0000% | $1095666.00        | $617778.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2568 | 2039-09-01      | 6.0000%  | 0.0000% | $545202.00         | $403751.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3477 | 2040-05-01      | 5.0000%  | 0.0000% | $1036100.00        | $946574.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4193 | 2040-09-01      | 5.0000%  | 0.0000% | $1060247.00        | $1027077.30        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD9765 | 2052-04-01      | 2.5000%  | 0.0000% | $307663.00         | $200408.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4392 | 2040-10-01      | 5.5000%  | 0.0000% | $1131525.00        | $1133042.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI2449 | 2054-01-01      | 6.5000%  | 0.0000% | $100000.00         | $36125.19          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5628 | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $61210.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PRE6104 | 2051-07-01      | 2.5000%  | 0.0000% | $850000.00         | $493056.93         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4152 | 2052-01-01      | 2.0000%  | 0.0000% | $170000.00         | $99240.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO2895 | 2039-12-01      | 4.0000%  | 0.0000% | $1276001.00        | $1124968.42        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA9710 | 2050-05-01      | 3.0000%  | 0.0000% | $225000.00         | $65746.76          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQB0934 | 2050-06-01      | 3.5000%  | 0.0000% | $1008264.00        | $344106.79         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO0866 | 2037-09-01      | 4.0000%  | 0.0000% | $922000.00         | $470180.13         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQB0647 | 2050-06-01      | 4.0000%  | 0.0000% | $198070.00         | $82301.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO1359 | 2038-05-01      | 4.5000%  | 0.0000% | $1177162.00        | $745849.50         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNRD5236 | 2035-03-01      | 5.0000%  | 0.0000% | $477183.00         | $335727.76         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  | 0.0000% | $949203.00         | $603348.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4086 | 2052-08-01      | 3.0000%  | 0.0000% | $89000.00          | $63054.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA0377 | 2049-06-01      | 3.0000%  | 0.0000% | $1590766.00        | $153200.91         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q45024 G | 2046-12-01      | 3.5000%  | 0.0000% | $3167793.00        | $949438.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2794 | 2053-05-01      | 5.0000%  | 0.0000% | $63783.00          | $45282.22          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB0758 | 2050-06-01      | 3.0000%  | 0.0000% | $82276.00          | $57778.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2358 | 2052-05-01      | 3.5000%  | 0.0000% | $321458.00         | $249579.48         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7304 | 2051-01-01      | 2.5000%  | 0.0000% | $1244887.00        | $380861.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3157 | 2040-02-01      | 6.0000%  | 0.0000% | $1112279.00        | $805165.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3348 | 2040-03-01      | 5.5000%  | 0.0000% | $928557.00         | $699209.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO3486 | 2040-04-01      | 4.5000%  | 0.0000% | $1021163.00        | $807733.10         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  | 0.0000% | $6000.00           | $4429.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3577 | 2040-05-01      | 5.5000%  | 0.0000% | $1015005.00        | $976159.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4194 | 2040-09-01      | 5.0000%  | 0.0000% | $1023568.00        | $1002302.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO4657 | 2040-12-01      | 3.5000%  | 0.0000% | $26153.00          | $24761.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4614 | 2040-11-01      | 5.5000%  | 0.0000% | $548658.00         | $501055.47         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE9613 | 2052-09-01      | 4.5000%  | 0.0000% | $605247.00         | $420910.61         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $853043.00         | $631969.70         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO1510 | 2038-07-01      | 5.0000%  | 0.0000% | $952372.00         | $656225.15         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 ZLSI2076 | 2050-09-01      | 2.0000%  | 0.0000% | $800000.00         | $509005.55         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5799 | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $45135.15          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4146 | 2040-09-01      | 4.5000%  | 0.0000% | $1147778.00        | $1109459.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $1033000.00        | $738846.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  | 0.0000% | $527910.00         | $481695.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1778 | 2056-05-01      | 4.5000%  | 0.0000% | $1050486.00        | $1015839.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0768 | 2056-03-01      | 5.5000%  | 0.0000% | $1100943.00        | $1117453.35        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0314 | 2056-04-01      | 4.5000%  | 0.0000% | $1135285.00        | $1097483.42        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $1135600.00        | $803525.14         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0164 | 2049-12-01      | 3.5000%  | 0.0000% | $1010000.00        | $269042.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1152 | 2042-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1118.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8293 | 2039-04-01      | 5.0000%  | 0.0000% | $35000.00          | $19489.04          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1381 | 2044-11-01      | 4.0000%  | 0.0000% | $53000.00          | $3938.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $9000.00           | $1497.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  | 0.0000% | $63000.00          | $38414.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  | 0.0000% | $60000.00          | $53503.65          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4244 | 2050-12-01      | 1.5000%  | 0.0000% | $750000.00         | $399395.12         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $151461.00         | $81630.89          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2897 | 2050-06-01      | 2.5000%  | 0.0000% | $1775000.00        | $710833.31         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0931 | 2052-03-01      | 2.5000%  | 0.0000% | $740000.00         | $473667.62         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3934 | 2050-11-01      | 2.5000%  | 0.0000% | $496000.00         | $263614.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNQS0333 | 2035-08-01      | 6.0000%  | 0.0000% | $1077211.00        | $1014346.88        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA6212 | 2051-10-01      | 4.0000%  | 0.0000% | $505942.00         | $243305.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2020.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG2194 | 2053-04-01      | 6.0000%  | 0.0000% | $107930.00         | $55435.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $8000.00           | $6692.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4745.41           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $9000.00           | $5318.28           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  | 0.0000% | $10000.00          | $1614.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3382 | 2050-08-01      | 3.0000%  | 0.0000% | $625000.00         | $287128.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2012 | 2050-01-01      | 3.5000%  | 0.0000% | $5000000.00        | $683419.07         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNQS0326 | 2035-06-01      | 6.0000%  | 0.0000% | $904898.00         | $732227.80         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6017 | 2051-10-01      | 2.5000%  | 0.0000% | $1644319.00        | $1116735.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $812337.00         | $662496.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6291 | 2053-10-01      | 4.5000%  | 0.0000% | $25000.00          | $22068.63          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q19952 G | 2043-07-01      | 3.5000%  | 0.0000% | $1074000.00        | $245098.41         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3873 | 2052-05-01      | 2.5000%  | 0.0000% | $659624.00         | $463117.57         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5824 | 2039-01-01      | 6.0000%  | 0.0000% | $24000.00          | $20448.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $700000.00         | $594037.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  | 0.0000% | $140000.00         | $50614.07          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5544 | 2053-04-01      | 4.0000%  | 0.0000% | $951000.00         | $739360.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5414 | 2054-05-01      | 6.0000%  | 0.0000% | $159000.00         | $139706.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1400 | 2054-08-01      | 5.5000%  | 0.0000% | $78192.00          | $61190.32          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7574 | 2052-06-01      | 5.0000%  | 0.0000% | $305000.00         | $210970.62         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG2824 | 2053-05-01      | 4.5000%  | 0.0000% | $138540.00         | $112088.73         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8786 | 2053-02-01      | 6.0000%  | 0.0000% | $1161138.00        | $281139.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7655 | 2052-07-01      | 3.5000%  | 0.0000% | $862000.00         | $600826.44         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2141 | 2050-02-01      | 4.0000%  | 0.0000% | $728357.00         | $131879.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  | 0.0000% | $99000.00          | $71977.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6580 | 2054-10-01      | 5.5000%  | 0.0000% | $115000.00         | $93868.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1314 | 2052-07-01      | 3.5000%  | 0.0000% | $939992.00         | $633241.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7519 | 2052-06-01      | 3.5000%  | 0.0000% | $12335.00          | $8566.94           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | 0.0000% | $251357.00         | $221645.28         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $440000.00         | $308129.50         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $723000.00         | $529682.05         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V85061 G | 2048-12-01      | 4.5000%  | 0.0000% | $137000.00         | $16713.61          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1049 | 2052-06-01      | 3.5000%  | 0.0000% | $324000.00         | $219127.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5241 | 2053-06-01      | 5.0000%  | 0.0000% | $26900.00          | $25586.34          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $503945.00         | $374143.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5958 | 2054-08-01      | 6.5000%  | 0.0000% | $135000.00         | $97440.74          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q13152 G | 2042-11-01      | 3.0000%  | 0.0000% | $750000.00         | $101491.23         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $236031.00         | $165469.40         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2134 | 2050-02-01      | 3.5000%  | 0.0000% | $396482.00         | $101220.21         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5448 | 2046-06-01      | 2.0000%  | 0.0000% | $803903.00         | $479137.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8411 | 2053-01-01      | 5.5000%  | 0.0000% | $50000.00          | $43600.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | 0.0000% | $275000.00         | $172343.84         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52184 G | 2047-11-01      | 3.5000%  | 0.0000% | $1930000.00        | $337132.45         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD2105 | 2051-05-01      | 1.5000%  | 0.0000% | $565000.00         | $346664.34         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $762000.00         | $576623.07         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA1206 | 2049-07-01      | 3.0000%  | 0.0000% | $261000.00         | $71609.35          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $147000.00         | $106137.40         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5289 | 2044-03-01      | 5.0000%  | 0.0000% | $127240.00         | $77746.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1478 | 2053-09-01      | 5.5000%  | 0.0000% | $392547.00         | $238949.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5334 | 2045-02-01      | 5.5000%  | 0.0000% | $935286.00         | $652912.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2465 | 2052-10-01      | 4.5000%  | 0.0000% | $60000.00          | $44360.70          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA0641 | 2049-06-01      | 4.0000%  | 0.0000% | $135000.00         | $28751.89          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6509 | 2051-12-01      | 2.0000%  | 0.0000% | $1441108.00        | $848072.52         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2115 | 2052-09-01      | 4.0000%  | 0.0000% | $380000.00         | $263792.24         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61178 G | 2047-10-01      | 3.5000%  | 0.0000% | $102000.00         | $29537.82          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5617 | 2054-06-01      | 6.0000%  | 0.0000% | $1408455.00        | $1079992.99        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  | 0.0000% | $1536586.00        | $1058139.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH0593 | 2053-09-01      | 5.5000%  | 0.0000% | $32000.00          | $19068.20          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U80076 G | 2032-10-01      | 3.5000%  | 0.0000% | $250000.00         | $13635.65          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4779 | 2054-09-01      | 6.5000%  | 0.0000% | $1108577.00        | $693380.36         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8566 | 2053-02-01      | 6.5000%  | 0.0000% | $47508.00          | $17943.92          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA1451 | 2049-08-01      | 3.0000%  | 0.0000% | $199000.00         | $30430.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3787 | 2053-08-01      | 5.0000%  | 0.0000% | $300000.00         | $254148.90         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0449 | 2050-10-01      | 2.5000%  | 0.0000% | $235000.00         | $107809.73         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8066 | 2035-08-01      | 1.5000%  | 0.0000% | $822000.00         | $278040.22         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN6313 | 2049-05-01      | 4.5000%  | 0.0000% | $1750000.00        | $257964.86         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8110 | 2048-09-01      | 4.5000%  | 0.0000% | $90000.00          | $14189.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8078 | 2050-07-01      | 5.0000%  | 0.0000% | $35000.00          | $11747.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD5513 | 2053-02-01      | 4.5000%  | 0.0000% | $94000.00          | $75431.36          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5951 | 2054-08-01      | 6.0000%  | 0.0000% | $1300000.00        | $1064652.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0298 | 2030-01-01      | 6.0000%  | 0.0000% | $1239878.00        | $126042.20         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $90000.00          | $49992.57          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1376 | 2044-10-01      | 4.0000%  | 0.0000% | $475000.00         | $31752.60          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8383 | 2040-05-01      | 4.5000%  | 0.0000% | $215805.00         | $165338.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7514 | 2050-04-01      | 3.5000%  | 0.0000% | $283000.00         | $71143.58          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1367 | 2047-04-01      | 4.5000%  | 0.0000% | $1680339.00        | $352195.54         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $82000.00          | $69668.91          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $2575392.00        | $1135774.50        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4558 | 2052-10-01      | 4.0000%  | 0.0000% | $70000.00          | $53662.61          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036 | 2050-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1542.88           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6267 | 2048-04-01      | 3.5000%  | 0.0000% | $375824.00         | $68877.37          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8137 | 2048-09-01      | 4.5000%  | 0.0000% | $270000.00         | $53310.59          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $1613000.00        | $481591.44         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1522 | 2047-08-01      | 4.5000%  | 0.0000% | $32000.00          | $7430.91           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8061 | 2035-09-01      | 2.0000%  | 0.0000% | $400000.00         | $132264.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1321 | 2039-11-01      | 5.0000%  | 0.0000% | $115471.00         | $78694.09          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08116 G | 2036-03-01      | 5.5000%  | 0.0000% | $550000.00         | $3876.49           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G15401 G | 2030-04-01      | 3.5000%  | 0.0000% | $2300000.00        | $145879.43         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A45721 G | 2035-07-01      | 5.0000%  | 0.0000% | $269929.00         | $7137.21           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $160000.00         | $28502.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4640 | 2046-04-01      | 4.0000%  | 0.0000% | $850000.00         | $133817.81         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G06840 G | 2040-05-01      | 6.0000%  | 0.0000% | $274900.00         | $2600.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4803 | 2047-02-01      | 3.5000%  | 0.0000% | $2800000.00        | $565329.18         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C91208 G | 2028-07-01      | 6.0000%  | 0.0000% | $288802.00         | $1685.33           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G15987 G | 2031-11-01      | 2.5000%  | 0.0000% | $67309315.00       | $844464.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4812 | 2047-02-01      | 3.0000%  | 0.0000% | $2504000.00        | $713031.68         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A11750 G | 2033-08-01      | 5.0000%  | 0.0000% | $895649.00         | $18400.22          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C92049 G | 2039-05-01      | 4.0000%  | 0.0000% | $7113163.00        | $695289.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3RZA3051 | 2028-01-01      | 2.5000%  | 0.0000% | $135000.00         | $3783.98           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA6567 | 2039-04-01      | 4.5000%  | 0.0000% | $472351.00         | $57010.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0914 | 2035-08-01      | 5.0000%  | 0.0000% | $1750000.00        | $15018.34          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4394 | 2039-09-01      | 4.5000%  | 0.0000% | $23119912.00       | $534487.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1710 | 2049-02-01      | 4.0000%  | 0.0000% | $344982.00         | $19894.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3XZT0977 | 2028-05-01      | 2.5000%  | 0.0000% | $1500000.00        | $40647.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4593 | 2044-03-01      | 5.0000%  | 0.0000% | $25000.00          | $18150.65          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4694 | 2054-01-01      | 6.5000%  | 0.0000% | $50000.00          | $33240.68          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2665 | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $66805.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5083 | 2054-03-01      | 5.5000%  | 0.0000% | $512428.00         | $365356.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $25000.00          | $13690.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8008 | 2049-07-01      | 5.0000%  | 0.0000% | $1028310.00        | $126297.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3475 | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $80013.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5352 | 2050-07-01      | 4.0000%  | 0.0000% | $133499.00         | $103941.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $49000.00          | $28984.20          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  | 0.0000% | $200000.00         | $96538.58          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  | 0.0000% | $92534.00          | $67440.11          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3016 | 2052-06-01      | 3.0000%  | 0.0000% | $40000.00          | $26739.08          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $1662000.00        | $103986.47         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $11000.00          | $8217.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $260943.00         | $15060.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4668 | 2053-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $1011874.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA1102 | 2041-03-01      | 5.0000%  | 0.0000% | $8500000.00        | $555198.44         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CISB8365 | 2040-01-01      | 6.5000%  | 0.0000% | $227357.00         | $122278.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5813 | 2054-07-01      | 6.0000%  | 0.0000% | $75000.00          | $54271.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $63000.00          | $38208.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0031 | 2046-08-01      | 3.0000%  | 0.0000% | $230000.00         | $72200.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTSC0706 | 2045-05-01      | 6.5000%  | 0.0000% | $239450.00         | $177632.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $67000.00          | $9338.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8277 | 2039-01-01      | 5.0000%  | 0.0000% | $597696.00         | $340083.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0478 | 2045-01-01      | 4.0000%  | 0.0000% | $13423.00          | $5288.22           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0878 | 2050-07-01      | 4.0000%  | 0.0000% | $1742000.00        | $931967.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1926 | 2038-02-01      | 6.0000%  | 0.0000% | $624746.00         | $3004.35           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G06928 G | 2035-01-01      | 5.0000%  | 0.0000% | $1000000.00        | $43654.45          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0830 | 2035-01-01      | 5.5000%  | 0.0000% | $455000.00         | $3197.08           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A12543 G | 2033-08-01      | 5.0000%  | 0.0000% | $537060.00         | $4078.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2322 | 2033-11-01      | 4.0000%  | 0.0000% | $930000.00         | $73531.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1890 | 2038-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $10559.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0902 | 2033-07-01      | 5.0000%  | 0.0000% | $190080.00         | $1092.55           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A82829 G | 2038-11-01      | 6.0000%  | 0.0000% | $3284563.00        | $11104.72          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2334 | 2038-09-01      | 5.5000%  | 0.0000% | $1515000.00        | $56059.46          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2059 | 2038-04-01      | 5.5000%  | 0.0000% | $1105000.00        | $6322.78           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2130 | 2029-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $9451.37           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1860 | 2038-01-01      | 6.0000%  | 0.0000% | $5264131.00        | $19247.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1742 | 2037-11-01      | 6.0000%  | 0.0000% | $2473546.00        | $10574.98          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3SZN0128 | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $12912.91          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G06995 G | 2040-05-01      | 6.0000%  | 0.0000% | $241626.00         | $5793.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1538 | 2048-07-01      | 4.5000%  | 0.0000% | $1960000.00        | $461379.20         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  | 0.0000% | $474000.00         | $47222.45          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $14000.00          | $1292.02           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16093 G | 2032-02-01      | 3.0000%  | 0.0000% | $1125000.00        | $153337.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2338 | 2034-04-01      | 4.0000%  | 0.0000% | $500000.00         | $40785.58          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18484 G | 2028-10-01      | 3.0000%  | 0.0000% | $5550000.00        | $161971.29         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16640 G | 2032-02-01      | 3.0000%  | 0.0000% | $120000.00         | $3382.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0888 | 2035-06-01      | 5.0000%  | 0.0000% | $500000.00         | $4576.67           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $432000.00         | $48163.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5940 | 2048-11-01      | 4.5000%  | 0.0000% | $1633000.00        | $221837.78         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G15352 G | 2030-04-01      | 3.5000%  | 0.0000% | $966909.00         | $50100.99          | Agency Mortgage-Backed Securities         |
| 02.000 FGPC G14660 G | 2028-01-01      | 2.0000%  | 0.0000% | $295000.00         | $8550.68           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4786 | 2047-11-01      | 3.5000%  | 0.0000% | $64000.00          | $8341.82           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1349 | 2048-11-01      | 4.5000%  | 0.0000% | $3243253.00        | $405635.81         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16429 G | 2033-02-01      | 3.0000%  | 0.0000% | $76000.00          | $9852.48           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16545 G | 2032-09-01      | 3.5000%  | 0.0000% | $110000.00         | $6018.92           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4822 | 2047-02-01      | 3.5000%  | 0.0000% | $150000.00         | $23387.57          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3WZN0340 | 2033-01-01      | 3.5000%  | 0.0000% | $1200000.00        | $222606.42         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07106 G | 2042-08-01      | 3.5000%  | 0.0000% | $51000.00          | $5782.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3568 | 2049-02-01      | 4.5000%  | 0.0000% | $51562.00          | $7440.29           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $37000.00          | $1679.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0633 | 2029-09-01      | 6.0000%  | 0.0000% | $944192.00         | $2021.97           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G02611 G | 2037-02-01      | 6.0000%  | 0.0000% | $2966000.00        | $16937.98          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A54117 G | 2036-11-01      | 6.0000%  | 0.0000% | $131147.00         | $2130.88           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08785 G | 2047-09-01      | 4.0000%  | 0.0000% | $525000.00         | $59818.89          | Agency Mortgage-Backed Securities         |
| 06.500 FGPC A52339 G | 2036-09-01      | 6.5000%  | 0.0000% | $565000.00         | $5885.47           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  | 0.0000% | $4162000.00        | $430430.01         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  | 0.0000% | $86000.00          | $10135.04          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2139 | 2029-10-01      | 4.5000%  | 0.0000% | $1780000.00        | $17245.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0433 | 2045-11-01      | 3.5000%  | 0.0000% | $1895000.00        | $248581.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9295 | 2027-11-01      | 6.0000%  | 0.0000% | $6063056.00        | $2408.27           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16550 G | 2033-05-01      | 3.0000%  | 0.0000% | $5833000.00        | $643620.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  | 0.0000% | $80000.00          | $2754.45           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZA1351 | 2043-02-01      | 2.5000%  | 0.0000% | $313779.00         | $58252.46          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G15144 G | 2029-07-01      | 2.5000%  | 0.0000% | $135000.00         | $4865.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5521 | 2047-01-01      | 3.5000%  | 0.0000% | $1741372.00        | $402446.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA6565 | 2039-04-01      | 3.5000%  | 0.0000% | $1100000.00        | $95183.73          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91925 G | 2037-04-01      | 3.5000%  | 0.0000% | $119000.00         | $16821.43          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07553 G | 2041-06-01      | 5.5000%  | 0.0000% | $800000.00         | $47221.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7370 | 2048-07-01      | 4.0000%  | 0.0000% | $68000.00          | $5590.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM5087 | 2047-12-01      | 3.0000%  | 0.0000% | $300000.00         | $44349.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8000 | 2044-04-01      | 4.0000%  | 0.0000% | $200000.00         | $25668.66          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C64110 G | 2032-02-01      | 7.0000%  | 0.0000% | $6113978.00        | $18953.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9628 | 2044-12-01      | 4.0000%  | 0.0000% | $606000.00         | $84033.31          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8173 | 2044-06-01      | 3.5000%  | 0.0000% | $1023615.00        | $116221.62         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3982 | 2047-08-01      | 4.5000%  | 0.0000% | $1729000.00        | $380952.88         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1382 | 2044-12-01      | 4.0000%  | 0.0000% | $800120.00         | $50249.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5062 | 2047-10-01      | 4.0000%  | 0.0000% | $9043000.00        | $1028625.16        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G07116 G | 2039-07-01      | 6.0000%  | 0.0000% | $689745.00         | $10382.47          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  | 0.0000% | $25000.00          | $1688.84           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $514655.00         | $39774.99          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8219 | 2044-06-01      | 3.5000%  | 0.0000% | $105500.00         | $9501.23           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQZ3106 | 2055-09-01      | 7.5000%  | 0.0000% | $547770.00         | $346931.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4325 | 2055-09-01      | 6.0000%  | 0.0000% | $1085070.00        | $1128337.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY8815 | 2055-07-01      | 5.0000%  | 0.0000% | $1158992.00        | $1136455.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0095 | 2056-02-01      | 5.5000%  | 0.0000% | $171000.00         | $167588.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ2980 | 2055-08-01      | 4.5000%  | 0.0000% | $1004522.00        | $962666.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2836 | 2054-11-01      | 5.0000%  | 0.0000% | $1014088.00        | $894080.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9538 | 2056-04-01      | 5.0000%  | 0.0000% | $1108000.00        | $1098990.90        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL0835 | 2054-04-01      | 4.0000%  | 0.0000% | $80000.00          | $65598.34          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL2533 | 2049-05-01      | 4.0000%  | 0.0000% | $1011419.00        | $908306.30         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1103 | 2056-04-01      | 4.5000%  | 0.0000% | $1118056.00        | $1080828.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  | 0.0000% | $914000.00         | $835997.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1788 | 2054-06-01      | 6.5000%  | 0.0000% | $1012000.00        | $756671.16         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA0872 | 2055-12-01      | 4.5000%  | 0.0000% | $176412.00         | $169269.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4588 | 2056-01-01      | 5.5000%  | 0.0000% | $1002094.00        | $1011810.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIRR0012 | 2040-06-01      | 6.5000%  | 0.0000% | $186927.00         | $144208.20         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0046 | 2040-12-01      | 4.0000%  | 0.0000% | $88584.00          | $83346.57          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0742 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $77292.41          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $719693.00         | $687145.51         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4814 | 2055-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $967596.64         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0557 | 2055-01-01      | 6.0000%  | 0.0000% | $1342531.00        | $890904.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0012 | 2052-07-01      | 3.5000%  | 0.0000% | $35690.00          | $29710.09          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL1034 | 2054-03-01      | 4.0000%  | 0.0000% | $1150000.00        | $1031514.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  | 0.0000% | $1061000.00        | $914267.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ8944 | 2055-11-01      | 4.5000%  | 0.0000% | $1059983.00        | $965003.44         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA7524 | 2056-02-01      | 6.5000%  | 0.0000% | $1052661.00        | $426550.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA8254 | 2056-03-01      | 4.5000%  | 0.0000% | $1175414.00        | $1125645.46        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $16000.00          | $10559.74          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7211 | 2052-04-01      | 4.0000%  | 0.0000% | $600000.00         | $391076.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8418 | 2053-01-01      | 6.0000%  | 0.0000% | $55000.00          | $37632.27          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE4385 | 2052-06-01      | 4.0000%  | 0.0000% | $817000.00         | $540369.51         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $298000.00         | $192090.66         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE9529 | 2052-09-01      | 4.5000%  | 0.0000% | $520175.00         | $429293.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254 | 2051-11-01      | 2.5000%  | 0.0000% | $650000.00         | $363761.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7258 | 2052-06-01      | 3.5000%  | 0.0000% | $101000.00         | $66990.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC2692 | 2051-06-01      | 3.0000%  | 0.0000% | $179000.00         | $79694.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $7000.00           | $4894.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2270.56           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC1164 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $48562.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1488.89           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SSF2008 | 2043-10-01      | 4.0000%  | 0.0000% | $1658895.00        | $999571.05         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8154 | 2051-07-01      | 1.5000%  | 0.0000% | $1344161.00        | $764702.08         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G67716 G | 2048-10-01      | 4.5000%  | 0.0000% | $50000.00          | $10003.28          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5255 | 2035-08-01      | 4.5000%  | 0.0000% | $1395585.00        | $1122270.13        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNRD5043 | 2030-12-01      | 2.0000%  | 0.0000% | $26000.00          | $6987.89           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $300000.00         | $208736.17         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G67721 G | 2049-04-01      | 4.5000%  | 0.0000% | $500000.00         | $76480.67          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC6921 | 2051-09-01      | 2.5000%  | 0.0000% | $441257.00         | $293949.45         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1443 | 2052-05-01      | 4.0000%  | 0.0000% | $495000.00         | $267148.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB0555 | 2050-06-01      | 3.0000%  | 0.0000% | $225000.00         | $101239.24         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $49000.00          | $35405.82          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7224 | 2052-08-01      | 4.5000%  | 0.0000% | $26162.00          | $15354.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7546 | 2052-02-01      | 2.0000%  | 0.0000% | $1312131.00        | $779743.16         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC8493 | 2051-10-01      | 2.5000%  | 0.0000% | $500000.00         | $317846.93         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD8449 | 2052-02-01      | 3.5000%  | 0.0000% | $56083.00          | $47463.55          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD7508 | 2052-02-01      | 3.5000%  | 0.0000% | $90000.00          | $60149.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $332000.00         | $227761.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8419 | 2053-01-01      | 6.0000%  | 0.0000% | $997607.00         | $653278.22         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9123 | 2051-10-01      | 2.5000%  | 0.0000% | $1309111.00        | $866915.28         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  | 0.0000% | $27109.00          | $18653.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $316813.16         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $793500.00         | $482597.60         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA9126 | 2053-05-01      | 2.5000%  | 0.0000% | $65484.00          | $28600.71          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6488 | 2051-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $590856.24         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8188 | 2052-11-01      | 4.5000%  | 0.0000% | $525000.00         | $413426.60         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6614 | 2052-01-02      | 2.5000%  | 0.0000% | $610000.00         | $395105.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $16024.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6231 | 2051-11-01      | 2.5000%  | 0.0000% | $42532.00          | $28593.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $62940.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC6516 | 2051-09-01      | 2.5000%  | 0.0000% | $1109310.00        | $695396.28         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6388 | 2052-07-01      | 4.5000%  | 0.0000% | $104000.00         | $67446.57          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $140000.00         | $93407.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3VZT1138 | 2044-02-01      | 4.5000%  | 0.0000% | $200000.00         | $32811.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $13000.00          | $3313.25           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7331 | 2030-12-01      | 3.0000%  | 0.0000% | $31000.00          | $3135.11           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1115 | 2052-07-01      | 4.0000%  | 0.0000% | $1000000.00        | $706106.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $76700.00          | $54868.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $161000.00         | $119115.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2000 | 2052-11-01      | 4.5000%  | 0.0000% | $1456000.00        | $1065768.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  | 0.0000% | $785000.00         | $568338.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0728 | 2051-10-01      | 2.5000%  | 0.0000% | $365000.00         | $219791.32         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  | 0.0000% | $686200.00         | $563027.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  | 0.0000% | $351093.00         | $287327.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $51000.00          | $31800.88          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | 0.0000% | $636200.00         | $509319.49         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD9176 | 2052-03-01      | 2.5000%  | 0.0000% | $861979.00         | $651780.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $35958.00          | $24901.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0917 | 2052-04-01      | 3.5000%  | 0.0000% | $709000.00         | $502165.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $8000.00           | $6825.51           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4106.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $100000.00         | $77822.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0204 | 2045-09-01      | 3.5000%  | 0.0000% | $600000.00         | $112355.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $701220.00         | $458970.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $30000.00          | $21541.18          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $1963000.00        | $399510.46         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1715 | 2040-08-01      | 6.0000%  | 0.0000% | $1231778.00        | $1056681.53        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8162 | 2048-09-01      | 4.5000%  | 0.0000% | $90000.00          | $23661.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7129 | 2054-11-01      | 5.0000%  | 0.0000% | $195000.00         | $176725.35         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  | 0.0000% | $1793000.00        | $182219.50         | Agency Mortgage-Backed Securities         |
| FEPC 01.000 CISB8121 | 2036-10-01      | 1.0000%  | 0.0000% | $150000.00         | $81393.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  | 0.0000% | $1854441.00        | $125332.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0509 | 2048-08-01      | 3.0000%  | 0.0000% | $1410000.00        | $397159.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $12000.00          | $9968.22           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $173572.00         | $92384.05          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0385 | 2035-07-01      | 3.0000%  | 0.0000% | $1709000.00        | $469863.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  | 0.0000% | $292000.00         | $132985.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8352 | 2039-12-01      | 5.5000%  | 0.0000% | $602096.00         | $378665.06         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTSC0451 | 2042-09-01      | 2.5000%  | 0.0000% | $470000.00         | $341196.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQN0181 | 2034-07-01      | 3.5000%  | 0.0000% | $3230000.00        | $492206.69         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  | 0.0000% | $1119000.00        | $418099.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1113.72           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNQS0343 | 2035-12-01      | 6.0000%  | 0.0000% | $1000547.00        | $1016856.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8460 | 2054-09-01      | 4.5000%  | 0.0000% | $26049.00          | $23272.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1930 | 2051-05-01      | 3.5000%  | 0.0000% | $1240000.00        | $823343.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2537 | 2052-08-01      | 3.0000%  | 0.0000% | $1475802.00        | $999999.71         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF0246 | 2052-09-01      | 4.0000%  | 0.0000% | $205000.00         | $181642.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $65000.00          | $44953.37          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN1767 | 2035-04-01      | 2.5000%  | 0.0000% | $5000.00           | $1056.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3051 | 2053-06-01      | 5.0000%  | 0.0000% | $240000.00         | $206850.01         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE1863 | 2052-05-01      | 2.5000%  | 0.0000% | $540114.00         | $325379.78         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN4224 | 2035-11-01      | 2.0000%  | 0.0000% | $500000.00         | $204263.94         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $967500.00         | $720476.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNQS0344 | 2036-02-01      | 5.5000%  | 0.0000% | $1054383.00        | $816183.56         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD4880 | 2053-09-01      | 4.5000%  | 0.0000% | $230000.00         | $198358.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNQS0317 | 2034-12-01      | 6.0000%  | 0.0000% | $1576745.00        | $620593.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | 0.0000% | $800000.00         | $401620.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0375 | 2052-09-01      | 5.0000%  | 0.0000% | $33214.00          | $27947.67          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3607 | 2050-09-01      | 3.0000%  | 0.0000% | $60335.00          | $27113.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $13000.00          | $11474.97          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN9521 | 2037-02-01      | 1.5000%  | 0.0000% | $461743.00         | $259862.17         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQF7871 | 2053-02-01      | 2.5000%  | 0.0000% | $42571.00          | $33325.45          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF5721 | 2052-11-01      | 4.5000%  | 0.0000% | $834763.00         | $763813.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5438 | 2054-05-01      | 6.0000%  | 0.0000% | $940000.00         | $766497.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | 0.0000% | $1200000.00        | $875523.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQE9267 | 2052-08-01      | 6.0000%  | 0.0000% | $1010101.00        | $463562.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | 0.0000% | $512160.00         | $251068.99         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0854 | 2052-01-01      | 2.5000%  | 0.0000% | $275673.00         | $181489.19         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $134000.00         | $67302.67          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $481606.00         | $311963.53         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC9511 | 2051-10-01      | 2.0000%  | 0.0000% | $240000.00         | $143379.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $699000.00         | $617368.63         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5257 | 2035-08-01      | 5.5000%  | 0.0000% | $235145.00         | $192830.67         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1890 | 2036-03-01      | 2.0000%  | 0.0000% | $1750000.00        | $773496.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA3079 | 2049-10-01      | 3.5000%  | 0.0000% | $270000.00         | $87662.06          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | 0.0000% | $63000.00          | $36843.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8154 | 2050-03-01      | 4.0000%  | 0.0000% | $277745.00         | $53481.11          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB0216 | 2036-12-01      | 2.5000%  | 0.0000% | $1665328.00        | $404075.94         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $1464037.00        | $1057452.27        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $27000.00          | $18378.16          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5395 | 2046-04-01      | 5.5000%  | 0.0000% | $980886.00         | $992552.75         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $21000.00          | $7159.65           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3JRE0030 | 2051-08-01      | 2.5000%  | 0.0000% | $447745.00         | $269691.65         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRC1668 | 2035-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $1071554.40        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $1635000.00        | $859218.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2414 | 2049-09-01      | 3.0000%  | 0.0000% | $221000.00         | $67408.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA1174 | 2049-07-01      | 4.5000%  | 0.0000% | $1944313.00        | $401264.47         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $100000.00         | $56513.92          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q02130 G | 2041-07-01      | 5.0000%  | 0.0000% | $906781.00         | $38130.37          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8053 | 2050-03-01      | 4.5000%  | 0.0000% | $7819472.00        | $978388.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4821 | 2053-07-01      | 3.0000%  | 0.0000% | $327000.00         | $244474.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5179 | 2044-12-01      | 5.0000%  | 0.0000% | $400000.00         | $314462.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $320798.00         | $206569.35         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $35000.00          | $30487.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTQK1377 | 2042-02-01      | 2.5000%  | 0.0000% | $220000.00         | $146392.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1392 | 2052-07-01      | 3.5000%  | 0.0000% | $375000.00         | $245934.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ7727 | 2054-11-01      | 6.0000%  | 0.0000% | $500000.00         | $368631.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $105000.00         | $64335.95          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE1724 | 2052-04-01      | 2.5000%  | 0.0000% | $329675.00         | $160162.70         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8437 | 2054-06-01      | 5.0000%  | 0.0000% | $786365.00         | $684256.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  | 0.0000% | $149366.00         | $120520.85         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3226 | 2052-03-01      | 2.5000%  | 0.0000% | $934028.00         | $663884.12         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0912 | 2052-02-01      | 2.0000%  | 0.0000% | $740000.00         | $438586.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $69425.00          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  | 0.0000% | $415000.00         | $266890.59         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0422 | 2035-10-01      | 2.0000%  | 0.0000% | $370000.00         | $144347.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  | 0.0000% | $150363.00         | $116347.90         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD4680 | 2051-10-01      | 1.5000%  | 0.0000% | $120000.00         | $80012.49          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7706 | 2044-02-01      | 4.0000%  | 0.0000% | $500000.00         | $72484.10          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9834 | 2046-02-01      | 4.0000%  | 0.0000% | $5392648.00        | $984385.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  | 0.0000% | $14000.00          | $3820.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $200000.00         | $145573.18         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5321 | 2052-10-01      | 4.0000%  | 0.0000% | $1269000.00        | $1029884.88        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  | 0.0000% | $390000.00         | $89636.17          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3174 | 2053-06-01      | 5.5000%  | 0.0000% | $500000.00         | $375554.53         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $150000.00         | $10153.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8069 | 2033-05-01      | 3.0000%  | 0.0000% | $74000.00          | $8157.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1983 | 2052-12-01      | 5.5000%  | 0.0000% | $50125.00          | $40593.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $1400000.00        | $209086.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  | 0.0000% | $23000.00          | $3953.41           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  | 0.0000% | $3460000.00        | $580424.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2669 | 2047-02-01      | 4.5000%  | 0.0000% | $11654825.00       | $1011959.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4855 | 2054-02-01      | 5.5000%  | 0.0000% | $1125000.00        | $919580.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS9416 | 2040-02-01      | 5.5000%  | 0.0000% | $30080.00          | $2897.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $31000.00          | $19455.27          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9995 | 2046-09-01      | 4.0000%  | 0.0000% | $410000.00         | $60231.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $13000.00          | $3529.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  | 0.0000% | $65000.00          | $4731.60           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5620 | 2054-06-01      | 7.0000%  | 0.0000% | $1209318.00        | $726299.81         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB1289 | 2039-08-01      | 4.5000%  | 0.0000% | $1248976.00        | $912076.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZT0800 | 2032-07-01      | 5.0000%  | 0.0000% | $671042.00         | $40005.07          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3373 | 2047-06-01      | 4.0000%  | 0.0000% | $5600000.00        | $661761.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  | 0.0000% | $800000.00         | $607766.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8304.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1468 | 2038-07-01      | 3.0000%  | 0.0000% | $104426.00         | $84107.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZT1807 | 2030-06-01      | 5.5000%  | 0.0000% | $236479.00         | $1095.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM1124 | 2046-05-01      | 3.5000%  | 0.0000% | $448398.00         | $49133.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $460495.00         | $78025.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9897 | 2041-08-01      | 5.0000%  | 0.0000% | $765000.00         | $148920.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $129500.00         | $98327.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8609 | 2044-10-01      | 4.0000%  | 0.0000% | $326013.00         | $28400.62          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $800000.00         | $550203.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9046 | 2045-02-01      | 3.5000%  | 0.0000% | $280000.00         | $46034.10          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZS9045 | 2033-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $190108.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1944 | 2052-12-01      | 5.0000%  | 0.0000% | $275000.00         | $194556.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $260000.00         | $62750.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1708 | 2037-11-01      | 2.5000%  | 0.0000% | $531803.00         | $467669.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0617 | 2045-12-01      | 3.5000%  | 0.0000% | $210000.00         | $33497.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $78008.47          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4647 | 2047-11-01      | 3.5000%  | 0.0000% | $8838000.00        | $980168.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5132 | 2054-04-01      | 5.5000%  | 0.0000% | $225000.00         | $186699.56         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0192 | 2047-12-01      | 3.5000%  | 0.0000% | $384000.00         | $104843.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9515 | 2044-07-01      | 5.0000%  | 0.0000% | $255000.00         | $25327.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK6679 | 2029-05-01      | 4.0000%  | 0.0000% | $1086549.00        | $69308.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5380 | 2048-01-01      | 3.5000%  | 0.0000% | $74000.00          | $21449.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $47000.00          | $34609.44          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0735 | 2037-06-01      | 2.5000%  | 0.0000% | $1543857.00        | $937936.73         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $588456.00         | $60028.35          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0381 | 2032-07-01      | 2.5000%  | 0.0000% | $3150000.00        | $667604.90         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $23000.00          | $16365.77          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2770 | 2049-02-01      | 6.0000%  | 0.0000% | $70000.00          | $40235.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $155000.00         | $108107.54         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1337 | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $9133.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2410 | 2041-11-01      | 4.0000%  | 0.0000% | $200000.00         | $7627.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2573 | 2047-02-01      | 3.5000%  | 0.0000% | $150000.00         | $19635.77          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6461 | 2048-05-01      | 4.0000%  | 0.0000% | $732795.00         | $151889.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3LZL0794 | 2037-11-01      | 5.0000%  | 0.0000% | $32772559.00       | $53790.21          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL7118 | 2043-09-01      | 3.0000%  | 0.0000% | $851339.00         | $69490.25          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3955 | 2042-10-01      | 3.5000%  | 0.0000% | $330588.00         | $17499.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  | 0.0000% | $300000.00         | $80658.97          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5160 | 2043-03-01      | 3.5000%  | 0.0000% | $387911.00         | $29368.55          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7105 | 2048-07-01      | 4.0000%  | 0.0000% | $849284.00         | $134598.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8097 | 2044-05-01      | 3.5000%  | 0.0000% | $202068.00         | $17358.15          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2406 | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $28056.46          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0590 | 2029-04-01      | 6.5000%  | 0.0000% | $9007620.00        | $3712.72           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1964 | 2026-11-01      | 6.0000%  | 0.0000% | $8067688.00        | $5578.18           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3169 | 2047-05-01      | 3.5000%  | 0.0000% | $498300.00         | $92140.92          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1395 | 2041-05-01      | 4.5000%  | 0.0000% | $740000.00         | $20326.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM5124 | 2047-12-01      | 4.5000%  | 0.0000% | $6786874.00        | $1117501.49        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $66000.00          | $2784.02           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL1982 | 2041-09-01      | 4.0000%  | 0.0000% | $600000.00         | $27898.28          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 4UZL1056 | 2035-03-01      | 6.0000%  | 0.0000% | $1105217.00        | $75124.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3031 | 2042-05-01      | 3.5000%  | 0.0000% | $172000.00         | $14437.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4UZL1054 | 2035-03-01      | 5.0000%  | 0.0000% | $2329550.00        | $24317.15          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6992 | 2043-09-01      | 4.0000%  | 0.0000% | $181857.00         | $32071.42          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0973 | 2036-06-01      | 7.0000%  | 0.0000% | $42000.00          | $6151.09           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZN3056 | 2049-01-01      | 3.0000%  | 0.0000% | $27000.00          | $2582.12           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $14000.00          | $2141.65           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  | 0.0000% | $103000.00         | $10985.92          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8001 | 2044-04-01      | 4.0000%  | 0.0000% | $200000.00         | $31531.83          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN1448 | 2048-11-01      | 4.0000%  | 0.0000% | $17000.00          | $1427.30           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1158 | 2042-04-01      | 3.5000%  | 0.0000% | $346590.00         | $43994.65          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7235 | 2048-07-01      | 4.0000%  | 0.0000% | $200000.00         | $18112.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2468 | 2037-08-01      | 3.0000%  | 0.0000% | $1585000.00        | $209584.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1995 | 2027-06-01      | 5.5000%  | 0.0000% | $2451919.00        | $2944.05           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN6269 | 2049-05-01      | 4.5000%  | 0.0000% | $150000.00         | $18331.60          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 4UZL1052 | 2034-01-01      | 4.0000%  | 0.0000% | $2119491.00        | $1236.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM1035 | 2046-04-01      | 4.0000%  | 0.0000% | $122504.00         | $7481.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5272 | 2048-01-01      | 4.0000%  | 0.0000% | $9209116.00        | $723933.69         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  | 0.0000% | $250000.00         | $36021.37          | Agency Mortgage-Backed Securities         |
| GNCL CS DJ2713       | 2067-01-15      | 11.7000% | 0.0000% | $2939062.00        | $3004682.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  | 0.0000% | $470719.00         | $459894.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3290 | 2056-01-01      | 5.0000%  | 0.0000% | $1095219.00        | $1089214.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3103 | 2056-01-01      | 5.0000%  | 0.0000% | $1063624.00        | $915775.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3559 | 2056-01-01      | 5.0000%  | 0.0000% | $1106730.00        | $1092382.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6034 | 2055-01-01      | 5.0000%  | 0.0000% | $1142339.00        | $1081909.83        | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 F      | 2055-10-20      | 5.1901%  | 0.0000% | $250000000.00      | $243045426.31      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL0528 | 2055-03-01      | 6.0000%  | 0.0000% | $405000.00         | $299849.36         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3338 | 2054-02-01      | 6.0000%  | 0.0000% | $176999.00         | $154734.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0407 | 2055-02-01      | 5.5000%  | 0.0000% | $270370.00         | $236396.76         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  | 0.0000% | $100000.00         | $57325.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $240800.00         | $181750.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $427859.00         | $336396.54         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9843 | 2053-09-01      | 5.5000%  | 0.0000% | $1325000.00        | $1095953.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5973 | 2055-10-01      | 5.5000%  | 0.0000% | $51035.00          | $51194.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1315 | 2055-05-01      | 6.5000%  | 0.0000% | $334907.00         | $314099.91         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1318 | 2052-04-01      | 2.5000%  | 0.0000% | $1003643.00        | $786397.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0707 | 2053-08-01      | 3.5000%  | 0.0000% | $5000.00           | $4171.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9877 | 2055-10-01      | 5.5000%  | 0.0000% | $1053691.00        | $991485.87         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0046 | 2055-01-01      | 6.0000%  | 0.0000% | $550000.00         | $423709.01         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ3292 | 2055-09-01      | 4.5000%  | 0.0000% | $169542.00         | $162398.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2990 | 2055-09-01      | 5.0000%  | 0.0000% | $1062428.00        | $1046912.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4523 | 2055-09-01      | 6.0000%  | 0.0000% | $1190073.00        | $900694.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0054 | 2055-08-01      | 5.5000%  | 0.0000% | $1157097.00        | $977622.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ7292 | 2055-10-01      | 4.5000%  | 0.0000% | $1044154.00        | $999473.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0421 | 2055-02-01      | 6.0000%  | 0.0000% | $551234.00         | $484412.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0314 | 2053-11-01      | 6.0000%  | 0.0000% | $1365360.00        | $1032449.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA8641 | 2056-03-01      | 6.0000%  | 0.0000% | $1104325.00        | $834247.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1057 | 2054-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $864733.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4979 | 2055-06-01      | 5.5000%  | 0.0000% | $50917.00          | $46271.54          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ5606 | 2055-09-01      | 4.5000%  | 0.0000% | $1307722.00        | $1101698.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2247 | 2056-05-01      | 5.5000%  | 0.0000% | $119809.00         | $121400.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2221 | 2056-05-01      | 5.0000%  | 0.0000% | $118572.00         | $117579.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  | 0.0000% | $871000.00         | $490640.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1091 | 2054-03-01      | 6.5000%  | 0.0000% | $105000.00         | $67008.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3305 | 2055-01-01      | 6.0000%  | 0.0000% | $485000.00         | $396509.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2411 | 2054-09-01      | 6.5000%  | 0.0000% | $43000.00          | $31171.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  | 0.0000% | $646548.00         | $531059.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2218 | 2054-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $758140.86         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA9851 | 2056-04-01      | 4.5000%  | 0.0000% | $1173910.00        | $1133253.41        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0715 | 2056-04-01      | 4.5000%  | 0.0000% | $914809.00         | $882792.51         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0326 | 2053-11-01      | 6.5000%  | 0.0000% | $1427000.00        | $878472.61         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRQ0089 | 2055-11-01      | 7.5000%  | 0.0000% | $115430.00         | $123407.63         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2114 | 2055-12-01      | 5.5000%  | 0.0000% | $1112088.00        | $1133298.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA1652 | 2055-11-01      | 6.0000%  | 0.0000% | $1040217.00        | $1063274.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  | 0.0000% | $751020.00         | $674494.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1084 | 2055-12-01      | 5.5000%  | 0.0000% | $951503.00         | $956917.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $1087440.00        | $872320.24         | Agency Mortgage-Backed Securities         |
| GNRA 2025-090 FD     | 2055-05-20      | 5.3601%  | 0.0000% | $15460131.00       | $9906218.95        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLTA0352 | 2055-12-01      | 5.5000%  | 0.0000% | $1040576.00        | $1058373.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA3990 | 2056-01-01      | 6.5000%  | 0.0000% | $1036141.00        | $1099956.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1062 | 2055-12-01      | 5.5000%  | 0.0000% | $1456428.00        | $1109119.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3118 | 2056-01-01      | 5.5000%  | 0.0000% | $1079500.00        | $1092936.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2153 | 2055-12-01      | 6.0000%  | 0.0000% | $1013650.00        | $1038000.76        | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 FH     | 2055-10-20      | 5.1801%  | 0.0000% | $250000000.00      | $242993643.03      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLTA2762 | 2055-12-01      | 6.0000%  | 0.0000% | $1006000.00        | $1039078.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6351 | 2055-10-01      | 6.0000%  | 0.0000% | $1009990.00        | $991502.01         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2433 | 2054-02-01      | 4.5000%  | 0.0000% | $220000.00         | $200228.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2526 | 2055-09-01      | 6.0000%  | 0.0000% | $508292.00         | $489221.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA2058 | 2055-12-01      | 4.5000%  | 0.0000% | $1056985.00        | $1015814.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6684 | 2055-11-01      | 6.0000%  | 0.0000% | $44526.00          | $43739.72          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA3115 | 2056-01-01      | 4.5000%  | 0.0000% | $321760.00         | $309357.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3794 | 2056-01-01      | 5.0000%  | 0.0000% | $1216762.00        | $1037688.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3252 | 2055-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $903729.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL3241 | 2052-04-01      | 2.0000%  | 0.0000% | $1108637.00        | $868336.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2430 | 2055-12-01      | 6.0000%  | 0.0000% | $1038090.00        | $1071605.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0470 | 2055-01-01      | 5.0000%  | 0.0000% | $265000.00         | $244568.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA7223 | 2056-02-01      | 6.0000%  | 0.0000% | $1028260.00        | $1063229.74        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ0380 | 2055-07-01      | 4.5000%  | 0.0000% | $110073.00         | $105353.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2946 | 2055-09-01      | 5.5000%  | 0.0000% | $413837.00         | $415603.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7973 | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $71985.94          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0557 | 2054-12-01      | 6.5000%  | 0.0000% | $17809.00          | $9675.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2424 | 2055-08-01      | 5.5000%  | 0.0000% | $25569.00          | $23608.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1255 | 2055-07-01      | 5.5000%  | 0.0000% | $1539142.00        | $901293.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1464 | 2054-12-01      | 6.0000%  | 0.0000% | $300000.00         | $267883.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3354 | 2055-04-01      | 5.0000%  | 0.0000% | $1075886.00        | $1054231.66        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1381 | 2056-04-01      | 4.5000%  | 0.0000% | $1136127.00        | $1100621.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0706 | 2054-01-01      | 6.5000%  | 0.0000% | $699550.00         | $470240.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5437 | 2055-08-01      | 6.0000%  | 0.0000% | $5538.00           | $4888.21           | Agency Mortgage-Backed Securities         |
| GNRA 2025-081 FH     | 2055-05-20      | 5.3401%  | 0.0000% | $300000000.00      | $202264840.61      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX2709 | 2055-01-01      | 6.0000%  | 0.0000% | $240000.00         | $173250.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $375000.00         | $306948.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5631 | 2055-08-01      | 6.0000%  | 0.0000% | $117418.00         | $106123.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0552 | 2054-12-01      | 6.0000%  | 0.0000% | $13000.00          | $10114.43          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3703 | 2055-03-01      | 6.5000%  | 0.0000% | $167575.00         | $147364.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $25000.00          | $17739.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $7000.00           | $5442.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5814 | 2056-01-01      | 4.5000%  | 0.0000% | $960000.00         | $922061.47         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3208 | 2055-04-01      | 6.5000%  | 0.0000% | $151000.00         | $147157.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3681 | 2055-09-01      | 6.0000%  | 0.0000% | $1189894.00        | $1035735.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8030 | 2055-07-01      | 6.5000%  | 0.0000% | $157323.00         | $162584.93         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  | 0.0000% | $25000.00          | $6581.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0915 | 2054-08-01      | 6.0000%  | 0.0000% | $200207.00         | $150669.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  | 0.0000% | $185000.00         | $116315.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7165 | 2053-07-01      | 5.0000%  | 0.0000% | $49092.00          | $40897.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1757 | 2054-07-01      | 5.5000%  | 0.0000% | $1474470.00        | $358787.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG4484 | 2053-06-01      | 6.5000%  | 0.0000% | $845000.00         | $543986.94         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA1976 | 2049-08-01      | 5.0000%  | 0.0000% | $1417406.00        | $182485.76         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G31157 G | 2030-06-01      | 5.5000%  | 0.0000% | $247910.00         | $1150.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1600 | 2054-08-01      | 5.5000%  | 0.0000% | $885401.00         | $303793.14         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC V61698 G | 2032-07-01      | 3.0000%  | 0.0000% | $12000.00          | $1532.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA5502 | 2049-12-01      | 5.0000%  | 0.0000% | $3351039.00        | $409236.49         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4216 | 2040-09-01      | 6.0000%  | 0.0000% | $399154.00         | $404379.14         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  | 0.0000% | $139000.00         | $21540.04          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  | 0.0000% | $13000.00          | $3266.78           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $14000.00          | $3084.82           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q28604 G | 2044-09-01      | 3.5000%  | 0.0000% | $45000.00          | $6584.84           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47887 G | 2047-05-01      | 4.0000%  | 0.0000% | $3053142.00        | $584475.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8209 | 2053-08-01      | 5.0000%  | 0.0000% | $66941.00          | $55880.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQN0180 | 2034-07-01      | 3.0000%  | 0.0000% | $400000.00         | $67253.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5349 | 2049-12-01      | 3.0000%  | 0.0000% | $404000.00         | $155074.67         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5010 | 2049-11-01      | 3.0000%  | 0.0000% | $1493001.00        | $990344.21         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ8570 | 2054-11-01      | 6.0000%  | 0.0000% | $900000.00         | $850977.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTQK1853 | 2046-02-01      | 6.0000%  | 0.0000% | $1021054.00        | $1047083.40        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN9906 | 2037-03-01      | 2.0000%  | 0.0000% | $1139839.00        | $798846.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CNQS0353 | 2036-04-01      | 3.0000%  | 0.0000% | $1050266.00        | $1001614.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5182 | 2049-12-01      | 3.0000%  | 0.0000% | $2285000.00        | $749492.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3462 | 2054-09-01      | 5.5000%  | 0.0000% | $1186754.00        | $887004.57         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ9420 | 2054-11-01      | 7.0000%  | 0.0000% | $200000.00         | $124214.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN9630 | 2037-03-01      | 2.5000%  | 0.0000% | $637067.00         | $332108.58         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN6860 | 2036-07-01      | 2.5000%  | 0.0000% | $213871.00         | $109109.53         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5078 | 2041-03-01      | 4.5000%  | 0.0000% | $48820.00          | $48226.97          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ7387 | 2054-10-01      | 6.5000%  | 0.0000% | $3537430.00        | $867907.16         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2313 | 2050-03-01      | 3.5000%  | 0.0000% | $240000.00         | $67303.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2797 | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $124201.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9087 | 2052-08-01      | 5.0000%  | 0.0000% | $270266.00         | $204944.52         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60038 G | 2044-01-01      | 3.5000%  | 0.0000% | $4240000.00        | $618974.17         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q53630 G | 2048-01-01      | 3.5000%  | 0.0000% | $11000.00          | $3372.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2001 | 2052-05-01      | 3.5000%  | 0.0000% | $20000.00          | $13927.64          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $182000.00         | $83772.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1594 | 2049-01-01      | 4.0000%  | 0.0000% | $4384699.00        | $267776.64         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB9661 | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $104474.61         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67707 G | 2048-01-01      | 3.5000%  | 0.0000% | $1020000.00        | $277534.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8103 | 2036-05-01      | 2.0000%  | 0.0000% | $1205000.00        | $572077.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $223706.00         | $163055.45         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9156 | 2051-10-01      | 2.5000%  | 0.0000% | $1738000.00        | $1043461.91        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8064 | 2050-05-01      | 4.0000%  | 0.0000% | $272987.00         | $56819.13          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  | 0.0000% | $40000.00          | $29896.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $108202.00         | $10584.47          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q02189 G | 2041-07-01      | 5.0000%  | 0.0000% | $168956.00         | $3702.79           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7458 | 2052-02-01      | 2.0000%  | 0.0000% | $346803.00         | $152220.76         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $227000.00         | $152106.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5491 | 2052-01-01      | 3.0000%  | 0.0000% | $255000.00         | $132087.45         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7540 | 2050-03-01      | 3.0000%  | 0.0000% | $1793500.00        | $642451.50         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46279 G | 2047-02-01      | 3.5000%  | 0.0000% | $13000.00          | $1327.76           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6743 | 2052-10-01      | 4.0000%  | 0.0000% | $629000.00         | $509163.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1858 | 2049-04-01      | 4.5000%  | 0.0000% | $40000.00          | $6110.99           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC7473 | 2051-09-01      | 2.0000%  | 0.0000% | $500000.00         | $300367.49         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4163 | 2053-04-01      | 4.0000%  | 0.0000% | $266000.00         | $213169.08         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC V60802 G | 2030-05-01      | 3.0000%  | 0.0000% | $21078517.00       | $1050282.40        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7951 | 2052-08-01      | 4.5000%  | 0.0000% | $536232.00         | $366644.32         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29159 G | 2044-10-01      | 4.0000%  | 0.0000% | $1058801.00        | $82451.35          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5790 | 2054-07-01      | 6.0000%  | 0.0000% | $162000.00         | $124718.92         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3224 | 2052-10-01      | 4.5000%  | 0.0000% | $116006.00         | $71603.09          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQC0226 | 2051-03-01      | 1.5000%  | 0.0000% | $547075.00         | $260854.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $273000.00         | $38837.56          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0118 | 2034-11-01      | 2.5000%  | 0.0000% | $100000.00         | $26261.12          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC V60956 G | 2030-09-01      | 2.5000%  | 0.0000% | $101107.00         | $8061.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1634 | 2035-04-01      | 3.0000%  | 0.0000% | $810000.00         | $678958.47         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB4648 | 2050-10-01      | 2.5000%  | 0.0000% | $139000.00         | $65341.50          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3627 | 2047-04-01      | 3.0000%  | 0.0000% | $230000.00         | $164934.57         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0554 | 2036-01-01      | 3.0000%  | 0.0000% | $506000.00         | $196215.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0015 | 2033-06-01      | 3.5000%  | 0.0000% | $286918.00         | $36164.17          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  | 0.0000% | $3137335.00        | $534657.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1780 | 2040-08-01      | 6.0000%  | 0.0000% | $1161984.00        | $1037067.94        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC7173 | 2051-09-01      | 2.5000%  | 0.0000% | $35000.00          | $22764.24          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2215 | 2052-10-01      | 4.0000%  | 0.0000% | $500000.00         | $368997.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $80147.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $1169772.00        | $665230.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4074 | 2052-07-01      | 2.5000%  | 0.0000% | $1063997.00        | $779694.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA7238 | 2050-02-01      | 3.5000%  | 0.0000% | $40000.00          | $10554.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  | 0.0000% | $1179084.00        | $1050709.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  | 0.0000% | $900000.00         | $678532.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1027 | 2035-10-01      | 3.0000%  | 0.0000% | $170000.00         | $108189.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  | 0.0000% | $65000.00          | $46994.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8287 | 2039-03-01      | 5.0000%  | 0.0000% | $497544.00         | $262301.83         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD8337 | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2747.37           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4436 | 2049-07-01      | 4.0000%  | 0.0000% | $256000.00         | $194180.63         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1592 | 2046-07-01      | 4.0000%  | 0.0000% | $514322.00         | $119903.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1518 | 2046-12-01      | 4.0000%  | 0.0000% | $1744000.00        | $302226.92         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81992 G | 2045-10-01      | 4.0000%  | 0.0000% | $4086000.00        | $363628.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $26000.00          | $21285.35          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7190 | 2054-12-01      | 5.0000%  | 0.0000% | $40000.00          | $35646.05          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0573 | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $91454.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8347 | 2040-01-01      | 4.0000%  | 0.0000% | $151284.00         | $123371.51         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT2021 | 2034-05-01      | 3.5000%  | 0.0000% | $4564707.00        | $374570.51         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5234 | 2036-09-01      | 6.0000%  | 0.0000% | $1131558.00        | $9321.54           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9057 | 2051-02-01      | 2.0000%  | 0.0000% | $40000.00          | $21017.39          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q07417 G | 2042-04-01      | 3.5000%  | 0.0000% | $50000.00          | $7766.40           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1777 | 2049-03-01      | 4.0000%  | 0.0000% | $378000.00         | $23993.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4051 | 2040-08-01      | 4.5000%  | 0.0000% | $317652.00         | $299345.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4094 | 2040-09-01      | 6.0000%  | 0.0000% | $1079662.00        | $959852.65         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4784 | 2051-03-01      | 2.5000%  | 0.0000% | $346000.00         | $192274.88         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5254 | 2035-07-01      | 5.5000%  | 0.0000% | $679836.00         | $528131.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2626 | 2039-10-01      | 4.5000%  | 0.0000% | $1013024.00        | $702793.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $286000.00         | $231152.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI8203 | 2054-06-01      | 6.5000%  | 0.0000% | $1539914.00        | $896508.97         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CNRD5287 | 2036-03-01      | 4.0000%  | 0.0000% | $150000.00         | $145190.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5277 | 2036-01-01      | 5.5000%  | 0.0000% | $50428.00          | $50393.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO5156 | 2041-03-01      | 4.0000%  | 0.0000% | $1071178.00        | $1038484.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3896 | 2040-07-01      | 6.0000%  | 0.0000% | $1476051.00        | $1053296.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4086 | 2040-09-01      | 4.5000%  | 0.0000% | $863637.00         | $708823.65         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $279771.00         | $189417.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1722.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2370 | 2039-08-01      | 6.0000%  | 0.0000% | $1071600.00        | $822304.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4891 | 2041-02-01      | 5.5000%  | 0.0000% | $1012980.00        | $1035003.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5380 | 2045-11-01      | 6.0000%  | 0.0000% | $523172.00         | $526064.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2416 | 2049-09-01      | 3.0000%  | 0.0000% | $302548.00         | $89320.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8805 | 2050-04-01      | 3.0000%  | 0.0000% | $44000.00          | $11941.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PRE6051 | 2050-07-01      | 2.5000%  | 0.0000% | $2955052.00        | $728825.38         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQJ9082 | 2054-11-01      | 4.0000%  | 0.0000% | $1394140.00        | $1136462.00        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQN2195 | 2035-05-01      | 4.5000%  | 0.0000% | $562890.00         | $109557.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2794 | 2039-12-01      | 4.5000%  | 0.0000% | $1090000.00        | $839046.40         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4309 | 2040-10-01      | 5.5000%  | 0.0000% | $796226.00         | $481201.21         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQI8146 | 2054-06-01      | 7.5000%  | 0.0000% | $149642.00         | $115372.97         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2067 | 2039-05-01      | 6.0000%  | 0.0000% | $1248792.00        | $1024747.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4486 | 2040-11-01      | 5.5000%  | 0.0000% | $1015960.00        | $1027279.73        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5139 | 2041-12-01      | 2.5000%  | 0.0000% | $1880000.00        | $1124851.00        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN5409 | 2036-03-01      | 2.0000%  | 0.0000% | $618899.00         | $242853.23         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4658 | 2040-12-01      | 4.0000%  | 0.0000% | $668851.00         | $618258.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $12000.00          | $8861.22           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $25000.00          | $18219.17          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB0201 | 2037-02-01      | 2.5000%  | 0.0000% | $2821757.00        | $678806.51         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2790 | 2039-11-01      | 4.5000%  | 0.0000% | $1262122.00        | $1061763.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | 0.0000% | $51000.00          | $36552.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4522 | 2040-11-01      | 4.0000%  | 0.0000% | $751567.00         | $686114.59         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $300000.00         | $94105.58          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3924 | 2040-08-01      | 6.0000%  | 0.0000% | $1435098.00        | $882624.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQO0277 | 2037-05-01      | 2.0000%  | 0.0000% | $1032068.00        | $600868.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | 0.0000% | $275000.00         | $195437.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4879 | 2041-02-01      | 5.5000%  | 0.0000% | $1048527.00        | $1069769.06        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO2801 | 2039-12-01      | 3.5000%  | 0.0000% | $716654.00         | $398800.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8408 | 2053-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5385.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $599940.00         | $442253.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9763 | 2054-01-01      | 6.0000%  | 0.0000% | $1569075.00        | $570012.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4143 | 2040-09-01      | 4.5000%  | 0.0000% | $784752.00         | $756929.83         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $74077.02          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO4332 | 2040-10-01      | 6.5000%  | 0.0000% | $246451.00         | $253203.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3741 | 2040-06-01      | 5.0000%  | 0.0000% | $1143498.00        | $1112554.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4103 | 2040-08-01      | 5.5000%  | 0.0000% | $1334423.00        | $745577.34         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO4340 | 2040-10-01      | 3.5000%  | 0.0000% | $278575.00         | $259085.09         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN9598 | 2037-02-01      | 1.5000%  | 0.0000% | $144278.00         | $83081.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4047 | 2040-08-01      | 6.0000%  | 0.0000% | $1024748.00        | $1037134.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ7671 | 2054-11-01      | 6.0000%  | 0.0000% | $215000.00         | $171920.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3465 | 2040-04-01      | 5.0000%  | 0.0000% | $1007316.00        | $846737.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4155 | 2040-09-01      | 5.0000%  | 0.0000% | $1057971.00        | $1030107.95        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQO0107 | 2037-04-01      | 1.5000%  | 0.0000% | $138119.00         | $75813.66          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1833 | 2049-10-01      | 4.0000%  | 0.0000% | $50000.00          | $7030.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO1427 | 2038-06-01      | 5.5000%  | 0.0000% | $246669.00         | $88081.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3733 | 2040-06-01      | 6.0000%  | 0.0000% | $343281.00         | $342811.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3188 | 2040-02-01      | 6.0000%  | 0.0000% | $1703004.00        | $775650.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3658 | 2040-05-01      | 6.0000%  | 0.0000% | $1316597.00        | $538243.36         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3760 | 2053-08-01      | 6.0000%  | 0.0000% | $55000.00          | $32743.97          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5828 | 2052-02-01      | 2.5000%  | 0.0000% | $90663.00          | $61325.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8230 | 2038-05-01      | 5.0000%  | 0.0000% | $407000.00         | $218538.48         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD0951 | 2051-11-01      | 3.5000%  | 0.0000% | $1053000.00        | $613317.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  | 0.0000% | $47000.00          | $27868.55          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q36302 G | 2045-09-01      | 3.5000%  | 0.0000% | $45000.00          | $8436.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6734 | 2054-10-01      | 5.5000%  | 0.0000% | $174000.00         | $146272.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZT1485 | 2048-11-01      | 5.5000%  | 0.0000% | $550000.00         | $39896.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5094 | 2053-08-01      | 5.5000%  | 0.0000% | $800000.00         | $646773.84         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q20206 G | 2043-07-01      | 3.5000%  | 0.0000% | $103369.00         | $18669.71          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2298 | 2046-09-01      | 3.5000%  | 0.0000% | $534505.00         | $354397.13         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0796 | 2040-12-01      | 4.0000%  | 0.0000% | $3065000.00        | $180096.98         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A12544 G | 2033-08-01      | 5.0000%  | 0.0000% | $1791298.00        | $18333.67          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A19745 G | 2034-03-01      | 6.0000%  | 0.0000% | $167658.00         | $2440.75           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18592 G | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1664.91           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91557 G | 2032-09-01      | 3.0000%  | 0.0000% | $1035000.00        | $83842.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $30000.00          | $15601.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $6742623.00        | $495732.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1458 | 2040-03-01      | 5.5000%  | 0.0000% | $1400000.00        | $1020944.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6085 | 2048-12-01      | 4.0000%  | 0.0000% | $2024685.00        | $172250.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8016 | 2034-11-01      | 3.0000%  | 0.0000% | $6600000.00        | $826651.65         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1246 | 2042-09-01      | 3.5000%  | 0.0000% | $124000.00         | $10488.81          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 ZLZT1208 | 2036-08-01      | 6.0000%  | 0.0000% | $363967.00         | $2575.24           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2992 | 2039-12-01      | 5.5000%  | 0.0000% | $1237306.00        | $16145.70          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA1046 | 2040-04-01      | 6.0000%  | 0.0000% | $1204605.00        | $22085.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8350 | 2039-12-01      | 5.0000%  | 0.0000% | $591966.00         | $404126.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8050 | 2035-06-01      | 3.0000%  | 0.0000% | $142888.00         | $28189.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0960 | 2034-06-01      | 6.0000%  | 0.0000% | $10525000.00       | $95307.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1951 | 2049-05-01      | 3.5000%  | 0.0000% | $3000000.00        | $221934.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0019 | 2034-06-01      | 3.5000%  | 0.0000% | $1665000.00        | $185425.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2150 | 2038-06-01      | 6.0000%  | 0.0000% | $32936131.00       | $365203.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1835 | 2037-12-01      | 6.0000%  | 0.0000% | $4968310.00        | $34072.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  | 0.0000% | $1071000.00        | $356401.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  | 0.0000% | $26000.00          | $14019.94          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7045 | 2038-01-01      | 6.0000%  | 0.0000% | $4746967.00        | $20720.34          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  | 0.0000% | $33000.00          | $3516.54           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G02390 G | 2036-09-01      | 6.0000%  | 0.0000% | $1927332.00        | $6196.09           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16262 G | 2032-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $239898.30         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1082 | 2041-01-01      | 4.0000%  | 0.0000% | $260000.00         | $11674.72          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1047 | 2041-01-01      | 4.0000%  | 0.0000% | $4828931.00        | $245648.44         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18482 G | 2028-09-01      | 3.5000%  | 0.0000% | $115278.00         | $3527.82           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C03770 G | 2042-02-01      | 3.5000%  | 0.0000% | $430000.00         | $32340.83          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18695 G | 2033-07-01      | 3.0000%  | 0.0000% | $5996000.00        | $492416.07         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07921 G | 2043-04-01      | 3.5000%  | 0.0000% | $440000.00         | $55039.28          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A29815 G | 2035-02-01      | 4.5000%  | 0.0000% | $352082.00         | $2989.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3BZL0567 | 2034-01-01      | 5.0000%  | 0.0000% | $30000000.00       | $67226.61          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $20000.00          | $1972.79           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  | 0.0000% | $275000.00         | $7601.14           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91710 G | 2033-06-01      | 3.5000%  | 0.0000% | $565000.00         | $53295.57          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A88640 G | 2039-09-01      | 5.0000%  | 0.0000% | $67527.00          | $3048.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1387 | 2034-01-01      | 6.0000%  | 0.0000% | $972931.00         | $5037.60           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7334 | 2043-11-01      | 4.5000%  | 0.0000% | $522184.00         | $45471.47          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J23297 G | 2028-04-01      | 2.5000%  | 0.0000% | $100000.00         | $5103.57           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL5084 | 2043-02-01      | 4.0000%  | 0.0000% | $240370.00         | $19165.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9012 | 2045-02-01      | 4.0000%  | 0.0000% | $260653.00         | $38332.52          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91832 G | 2035-06-01      | 3.5000%  | 0.0000% | $21000.00          | $2477.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1702 | 2049-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $172911.66         | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J22899 G | 2028-03-01      | 2.0000%  | 0.0000% | $170000.00         | $4496.57           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8070 | 2044-05-01      | 3.5000%  | 0.0000% | $517715.00         | $50652.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM1280 | 2046-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $495923.79         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8128 | 2036-11-01      | 2.0000%  | 0.0000% | $144804.00         | $75772.29          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0496 | 2030-06-01      | 7.0000%  | 0.0000% | $25534284.00       | $8121.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9216 | 2027-11-01      | 6.0000%  | 0.0000% | $13551983.00       | $65066.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZK9957 | 2033-08-01      | 3.5000%  | 0.0000% | $2082276.00        | $290288.49         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A86420 G | 2039-05-01      | 5.0000%  | 0.0000% | $2838918.00        | $204864.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  | 0.0000% | $225000.00         | $34906.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3BZL0558 | 2035-01-01      | 5.0000%  | 0.0000% | $40259584.00       | $268526.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6416 | 2037-08-01      | 6.0000%  | 0.0000% | $380306.00         | $3345.06           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1771 | 2041-08-01      | 4.5000%  | 0.0000% | $10000000.00       | $809703.04         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ5924 | 2032-04-01      | 7.5000%  | 0.0000% | $325000.00         | $1493.88           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91451 G | 2032-05-01      | 3.0000%  | 0.0000% | $400000.00         | $26255.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5238 | 2036-09-01      | 6.5000%  | 0.0000% | $320000.00         | $3329.56           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91466 G | 2032-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $142244.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK7772 | 2030-10-01      | 3.5000%  | 0.0000% | $1214095.00        | $58717.23          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK6623 | 2029-05-01      | 4.0000%  | 0.0000% | $1208385.00        | $44804.23          | Agency Mortgage-Backed Securities         |
| 02.000 FGPC G18457 G | 2028-02-01      | 2.0000%  | 0.0000% | $500000.00         | $18282.76          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A32584 G | 2035-05-01      | 6.0000%  | 0.0000% | $360465.00         | $14308.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2890 | 2042-04-01      | 3.5000%  | 0.0000% | $230555.00         | $22565.24          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1087.27           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0645 | 2040-11-01      | 4.0000%  | 0.0000% | $198000.00         | $10419.89          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A35732 G | 2035-07-01      | 5.0000%  | 0.0000% | $514710.00         | $13550.83          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A35870 G | 2035-07-01      | 5.0000%  | 0.0000% | $417468.00         | $12837.79          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8864 | 2039-06-01      | 4.5000%  | 0.0000% | $295437.00         | $5656.62           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0909 | 2040-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $51373.46          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8066 | 2038-09-01      | 6.0000%  | 0.0000% | $3117120.00        | $65482.14          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ5428 | 2031-11-01      | 7.5000%  | 0.0000% | $435000.00         | $1217.66           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A87223 G | 2039-07-01      | 5.0000%  | 0.0000% | $150000.00         | $9345.16           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ6192 | 2032-06-01      | 7.0000%  | 0.0000% | $213534.00         | $1374.56           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18670 G | 2032-12-01      | 3.0000%  | 0.0000% | $645000.00         | $74084.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $15355000.00       | $126332.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2284 | 2031-05-01      | 6.0000%  | 0.0000% | $302006.00         | $1400.40           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8208 | 2038-01-01      | 5.5000%  | 0.0000% | $682947.00         | $336162.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0556 | 2036-09-01      | 3.0000%  | 0.0000% | $500000.00         | $231223.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8158 | 2037-06-01      | 2.0000%  | 0.0000% | $1463473.00        | $894146.57         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2205 | 2031-05-01      | 4.5000%  | 0.0000% | $1175000.00        | $31635.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3XZT0976 | 2028-04-01      | 2.5000%  | 0.0000% | $1700000.00        | $35650.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $317000.00         | $174135.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6480 | 2048-05-01      | 4.0000%  | 0.0000% | $100000.00         | $9156.35           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3491 | 2041-09-01      | 4.5000%  | 0.0000% | $246505.00         | $7461.79           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0887 | 2035-07-01      | 5.0000%  | 0.0000% | $8798000.00        | $66238.94          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3VZT1132 | 2043-12-01      | 4.5000%  | 0.0000% | $200000.00         | $33661.93          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3913 | 2041-10-01      | 5.0000%  | 0.0000% | $205038.00         | $20293.98          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2337.81           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0731 | 2037-06-01      | 2.5000%  | 0.0000% | $110000.00         | $60651.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT2073 | 2032-07-01      | 4.0000%  | 0.0000% | $809675.00         | $1931.77           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0789 | 2048-10-01      | 4.0000%  | 0.0000% | $2763197.00        | $302484.36         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3900 | 2039-04-01      | 6.0000%  | 0.0000% | $400000.00         | $39848.07          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0514 | 2036-04-01      | 1.5000%  | 0.0000% | $328533.00         | $140108.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1089 | 2036-06-01      | 5.0000%  | 0.0000% | $1110000.00        | $8777.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8243 | 2038-07-01      | 5.0000%  | 0.0000% | $32000.00          | $17711.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | 0.0000% | $160000.00         | $105869.45         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3420 | 2041-12-01      | 3.5000%  | 0.0000% | $200000.00         | $20743.62          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8125 | 2036-07-01      | 3.0000%  | 0.0000% | $1514012.00        | $557945.21         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI2469 | 2034-09-01      | 6.0000%  | 0.0000% | $10000000.00       | $8351.09           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $1498641.00        | $650780.42         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $380611.00         | $61506.82          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4600 | 2045-01-01      | 4.0000%  | 0.0000% | $589000.00         | $42758.73          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0625 | 2032-04-01      | 7.0000%  | 0.0000% | $1608512.00        | $1128.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2035 | 2027-12-01      | 5.5000%  | 0.0000% | $638516.00         | $1617.52           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0510 | 2036-04-01      | 1.5000%  | 0.0000% | $58002.00          | $23312.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $2789.04           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  | 0.0000% | $25000.00          | $19592.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0364 | 2035-06-01      | 3.5000%  | 0.0000% | $86000.00          | $20413.64          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2337 | 2038-09-01      | 6.0000%  | 0.0000% | $115000.00         | $1001.19           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8069 | 2035-10-01      | 2.0000%  | 0.0000% | $1600000.00        | $566475.99         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4131 | 2034-07-01      | 6.0000%  | 0.0000% | $10020000.00       | $72404.95          | Agency Mortgage-Backed Securities         |
| GNCL CS DB6910       | 2066-03-15      | 5.0000%  | 0.0000% | $840217.00         | $837681.88         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ0992 | 2054-05-01      | 5.0000%  | 0.0000% | $617000.00         | $544083.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL4114 | 2053-03-01      | 3.5000%  | 0.0000% | $66000.00          | $59621.72          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3168 | 2055-08-01      | 6.0000%  | 0.0000% | $1041157.00        | $941726.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0759 | 2056-04-01      | 5.0000%  | 0.0000% | $1054016.00        | $1050520.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8039 | 2055-11-01      | 5.0000%  | 0.0000% | $1009859.00        | $1000064.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8032 | 2055-11-01      | 5.5000%  | 0.0000% | $1058814.00        | $1075300.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5452 | 2055-09-01      | 6.0000%  | 0.0000% | $728593.00         | $763153.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7824 | 2055-10-01      | 6.5000%  | 0.0000% | $279253.00         | $225488.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7051 | 2055-06-01      | 6.5000%  | 0.0000% | $1045903.00        | $947022.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3521 | 2054-12-01      | 6.5000%  | 0.0000% | $990970.00         | $478947.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6799 | 2055-06-01      | 5.0000%  | 0.0000% | $1100386.00        | $1085366.40        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY9253 | 2055-07-01      | 7.0000%  | 0.0000% | $1170894.00        | $1003381.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9114 | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1055105.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ7558 | 2055-11-01      | 6.0000%  | 0.0000% | $1000493.00        | $1024247.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIRR0079 | 2041-03-01      | 3.0000%  | 0.0000% | $302915.00         | $286112.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5823 | 2056-02-01      | 5.0000%  | 0.0000% | $80504.00          | $75354.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0445 | 2056-04-01      | 4.5000%  | 0.0000% | $1118339.00        | $1088018.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2625 | 2051-01-01      | 6.0000%  | 0.0000% | $1025750.00        | $1049484.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIRR0006 | 2040-05-01      | 6.5000%  | 0.0000% | $611020.00         | $376847.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0082 | 2041-04-01      | 4.0000%  | 0.0000% | $815386.00         | $795989.78         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0036 | 2040-11-01      | 4.0000%  | 0.0000% | $155000.00         | $145068.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $454753.00         | $439865.35         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3298 | 2056-01-01      | 5.0000%  | 0.0000% | $1109271.00        | $1100334.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3061 | 2055-09-01      | 6.5000%  | 0.0000% | $725000.00         | $499125.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2343 | 2055-09-01      | 6.5000%  | 0.0000% | $1532682.00        | $1030074.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3027 | 2055-09-01      | 6.0000%  | 0.0000% | $1081291.00        | $1121476.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA4391 | 2056-01-01      | 5.0000%  | 0.0000% | $162684.00         | $158593.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5095 | 2056-01-01      | 5.5000%  | 0.0000% | $1000750.00        | $992982.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0756 | 2056-04-01      | 5.0000%  | 0.0000% | $1043324.00        | $1042694.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0988 | 2056-04-01      | 4.5000%  | 0.0000% | $1085075.00        | $1048055.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  | 0.0000% | $250000.00         | $145684.97         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $20000.00          | $8256.55           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN3627 | 2035-09-01      | 2.0000%  | 0.0000% | $390000.00         | $174994.84         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $195863.00         | $131671.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7191 | 2052-04-01      | 3.5000%  | 0.0000% | $1050000.00        | $692967.76         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1101 | 2049-07-01      | 4.0000%  | 0.0000% | $52037.00          | $6167.69           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4071 | 2050-12-01      | 2.5000%  | 0.0000% | $1440000.00        | $767126.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  | 0.0000% | $995106.00         | $556721.34         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5782 | 2051-09-01      | 2.5000%  | 0.0000% | $370000.00         | $214204.06         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $12000.00          | $8196.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  | 0.0000% | $300000.00         | $192719.22         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5373 | 2051-06-01      | 2.0000%  | 0.0000% | $100000.00         | $57637.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9738 | 2056-03-01      | 5.5000%  | 0.0000% | $1059439.00        | $1080021.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4818 | 2055-10-01      | 5.0000%  | 0.0000% | $1053580.00        | $1042624.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2656 | 2055-05-01      | 6.5000%  | 0.0000% | $1006027.00        | $1038390.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5749 | 2055-10-01      | 6.5000%  | 0.0000% | $264738.00         | $250115.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0844 | 2055-08-01      | 6.0000%  | 0.0000% | $1048798.00        | $1072085.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0599 | 2055-02-01      | 6.0000%  | 0.0000% | $186000.00         | $168312.96         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA6510 | 2056-01-01      | 4.5000%  | 0.0000% | $1082569.00        | $1047302.97        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL4036 | 2053-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1660.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0816 | 2055-04-01      | 6.0000%  | 0.0000% | $565000.00         | $483342.94         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ8056 | 2055-11-01      | 4.5000%  | 0.0000% | $1038574.00        | $1002070.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1499 | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $457614.07         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2540 | 2055-09-01      | 6.0000%  | 0.0000% | $1056474.00        | $1042981.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4188 | 2055-09-01      | 5.0000%  | 0.0000% | $1032115.00        | $1016286.78        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4811 | 2055-09-01      | 6.0000%  | 0.0000% | $1155295.00        | $905432.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6734 | 2055-02-01      | 5.0000%  | 0.0000% | $1385539.00        | $1009291.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3552 | 2055-05-01      | 6.0000%  | 0.0000% | $410000.00         | $338010.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5743 | 2055-10-01      | 6.0000%  | 0.0000% | $1734708.00        | $524858.13         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTQK1624 | 2042-11-01      | 4.5000%  | 0.0000% | $1002369.00        | $494043.88         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE8026 | 2052-08-01      | 2.5000%  | 0.0000% | $914000.00         | $574812.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $303353.83         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2608 | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $2872.48           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN3041 | 2035-08-01      | 2.0000%  | 0.0000% | $207000.00         | $72875.97          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0115 | 2041-01-01      | 2.0000%  | 0.0000% | $2000000.00        | $1112839.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTSC0527 | 2042-11-01      | 4.0000%  | 0.0000% | $4000.00           | $2940.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTSC0047 | 2040-01-01      | 3.0000%  | 0.0000% | $1440000.00        | $497394.30         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD3304 | 2051-02-01      | 1.5000%  | 0.0000% | $24000.00          | $15181.15          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3296 | 2054-08-01      | 6.0000%  | 0.0000% | $202000.00         | $152049.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0490 | 2045-01-01      | 4.0000%  | 0.0000% | $404162.00         | $139112.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3380.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $559883.00         | $57301.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $106000.00         | $90248.52          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1978 | 2054-08-01      | 6.0000%  | 0.0000% | $80000.00          | $76479.82          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0469 | 2044-01-01      | 6.0000%  | 0.0000% | $550000.00         | $258458.35         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $240700.00         | $156160.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD0067 | 2049-06-01      | 5.5000%  | 0.0000% | $2300000.00        | $231820.64         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7761 | 2052-02-01      | 2.5000%  | 0.0000% | $95109.00          | $49149.69          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0543 | 2047-07-01      | 5.0000%  | 0.0000% | $65000.00          | $24548.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD0162 | 2051-11-01      | 2.5000%  | 0.0000% | $375835.00         | $260337.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | 0.0000% | $1342411.00        | $793446.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  | 0.0000% | $22000.00          | $10882.00          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0883 | 2051-04-01      | 2.0000%  | 0.0000% | $70000.00          | $31055.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC8887 | 2051-10-01      | 3.0000%  | 0.0000% | $295000.00         | $187134.37         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0436 | 2050-09-01      | 2.5000%  | 0.0000% | $100000.00         | $48122.72          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0492 | 2048-08-01      | 4.0000%  | 0.0000% | $575622.00         | $226360.74         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTQK1406 | 2042-03-01      | 2.5000%  | 0.0000% | $770000.00         | $500398.79         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2327 | 2052-05-01      | 3.0000%  | 0.0000% | $50818.00          | $36788.95          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $80000.00          | $54634.53          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8316 | 2039-07-01      | 6.0000%  | 0.0000% | $1488555.00        | $637840.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ2143 | 2054-08-01      | 6.5000%  | 0.0000% | $1925684.00        | $1017568.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ8974 | 2054-10-01      | 6.5000%  | 0.0000% | $80025.00          | $53333.05          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0571 | 2051-04-01      | 2.5000%  | 0.0000% | $419877.00         | $234458.69         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $868948.00         | $429759.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0486 | 2046-09-01      | 3.5000%  | 0.0000% | $90233.00          | $26402.11          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  | 0.0000% | $517343.00         | $197085.57         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $409000.00         | $323761.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $459291.00         | $361058.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  | 0.0000% | $165945.00         | $130890.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $656246.00         | $517226.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $174458.00         | $90015.43          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $211000.00         | $78631.40          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $885166.00         | $661510.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH0786 | 2053-09-01      | 5.5000%  | 0.0000% | $100095.00         | $98451.95          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0146 | 2046-11-01      | 3.0000%  | 0.0000% | $448000.00         | $85063.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6127 | 2052-01-01      | 2.5000%  | 0.0000% | $908838.00         | $625625.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8220 | 2038-02-01      | 5.5000%  | 0.0000% | $30000.00          | $14934.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  | 0.0000% | $40000.00          | $21057.03          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $69000.00          | $44257.08          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0118 | 2054-07-01      | 6.0000%  | 0.0000% | $335422.00         | $263369.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5209 | 2049-12-01      | 3.0000%  | 0.0000% | $1725000.00        | $625362.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4054 | 2040-08-01      | 6.0000%  | 0.0000% | $1132964.00        | $1134437.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  | 0.0000% | $170000.00         | $117815.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3055 | 2050-07-01      | 2.5000%  | 0.0000% | $490470.00         | $279340.44         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4245 | 2050-12-01      | 2.0000%  | 0.0000% | $276458.00         | $149971.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $27000.00          | $20383.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5306 | 2044-08-01      | 5.5000%  | 0.0000% | $1650000.00        | $976568.21         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC K92816 G | 2035-06-01      | 4.0000%  | 0.0000% | $4687000.00        | $873724.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4870 | 2054-02-01      | 6.5000%  | 0.0000% | $106000.00         | $58341.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5355 | 2051-05-01      | 2.5000%  | 0.0000% | $1870511.00        | $838365.80         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81233 G | 2044-06-01      | 4.0000%  | 0.0000% | $9699146.00        | $164496.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3663.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8005 | 2049-08-01      | 3.5000%  | 0.0000% | $600000.00         | $55482.10          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $340000.00         | $179472.55         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA9793 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $24586.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2500.58           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  | 0.0000% | $111581.00         | $96833.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6890 | 2054-11-01      | 5.5000%  | 0.0000% | $1000000.00        | $913279.35         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTRB0760 | 2042-01-01      | 3.5000%  | 0.0000% | $1062205.00        | $855065.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8075 | 2050-07-01      | 3.5000%  | 0.0000% | $18000.00          | $4183.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8415 | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3038.98           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1727 | 2035-12-01      | 2.0000%  | 0.0000% | $2493666.00        | $1021079.51        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  | 0.0000% | $2185.00           | $1513.19           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA1434 | 2049-08-01      | 3.5000%  | 0.0000% | $2144788.00        | $775500.67         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $25000.00          | $16194.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $1231000.00        | $923023.25         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696 | 2054-06-01      | 6.5000%  | 0.0000% | $9388.00           | $7453.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  | 0.0000% | $700000.00         | $504859.72         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB0446 | 2041-02-01      | 2.0000%  | 0.0000% | $796440.00         | $383087.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $696000.00         | $584969.25         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113 | 2050-12-01      | 2.0000%  | 0.0000% | $23000.00          | $11904.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8433 | 2053-01-01      | 6.5000%  | 0.0000% | $250450.00         | $134995.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5565 | 2054-05-01      | 5.5000%  | 0.0000% | $367766.00         | $300330.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7746 | 2052-08-01      | 3.5000%  | 0.0000% | $5000.00           | $3400.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3009 | 2053-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $813097.25         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $1090333.00        | $466850.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $165000.00         | $143438.99         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q44452 G | 2046-11-01      | 3.0000%  | 0.0000% | $231000.00         | $40945.11          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17019 G | 2043-04-01      | 4.0000%  | 0.0000% | $2564950.00        | $224591.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7511 | 2050-01-01      | 3.5000%  | 0.0000% | $40000.00          | $10921.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRC3009 | 2039-01-01      | 4.0000%  | 0.0000% | $1139134.00        | $723578.93         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5009 | 2039-08-01      | 3.0000%  | 0.0000% | $2375157.00        | $283508.36         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q53648 G | 2048-01-01      | 3.5000%  | 0.0000% | $20000.00          | $5804.32           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $139000.00         | $20002.77          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN6703 | 2036-06-01      | 2.0000%  | 0.0000% | $390000.00         | $185027.15         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5574 | 2051-08-01      | 2.5000%  | 0.0000% | $217176.00         | $123556.00         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $149000.00         | $71232.27          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5830 | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $117042.99         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN9774 | 2037-03-01      | 2.5000%  | 0.0000% | $280706.00         | $160910.47         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5052 | 2051-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $678575.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1866 | 2049-12-01      | 3.0000%  | 0.0000% | $1239584.00        | $275250.81         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $19000.00          | $8562.39           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC8211 | 2051-10-01      | 2.5000%  | 0.0000% | $1270044.00        | $845313.79         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  | 0.0000% | $125000.00         | $88336.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $61000.00          | $38947.86          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC7086 | 2051-09-01      | 2.5000%  | 0.0000% | $1300000.00        | $772391.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7535 | 2051-02-01      | 2.5000%  | 0.0000% | $166000.00         | $85990.87          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8157 | 2037-06-01      | 1.5000%  | 0.0000% | $42841.00          | $26003.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8294 | 2039-04-01      | 5.5000%  | 0.0000% | $1433071.00        | $775971.32         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9251 | 2051-10-01      | 2.5000%  | 0.0000% | $1403101.00        | $929590.34         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0350 | 2051-11-01      | 2.0000%  | 0.0000% | $40000.00          | $24009.52          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8287 | 2044-07-01      | 3.5000%  | 0.0000% | $15000.00          | $1071.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  | 0.0000% | $110000.00         | $66392.18          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  | 0.0000% | $1180000.00        | $239606.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1597 | 2048-12-01      | 3.0000%  | 0.0000% | $2196399.00        | $254189.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0218 | 2042-05-01      | 4.5000%  | 0.0000% | $80000.00          | $12588.39          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $25000.00          | $18135.34          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $180000.00         | $113963.71         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5082 | 2051-08-01      | 2.5000%  | 0.0000% | $150000.00         | $87217.37          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC1840 | 2051-05-01      | 2.5000%  | 0.0000% | $26818.00          | $15057.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  | 0.0000% | $65000.00          | $36617.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $41425.00          | $25571.10          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2325.42           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | 0.0000% | $11000.00          | $7601.81           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7579 | 2053-12-01      | 7.5000%  | 0.0000% | $383782.00         | $272100.42         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $35000.00          | $22422.94          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8203 | 2052-01-01      | 4.0000%  | 0.0000% | $51041.00          | $20107.71          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD8677 | 2052-03-01      | 2.5000%  | 0.0000% | $93000.00          | $61099.58          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3668 | 2042-09-01      | 3.5000%  | 0.0000% | $299029.00         | $19977.86          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL1185 | 2041-04-01      | 4.0000%  | 0.0000% | $69857.00          | $4147.41           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4579 | 2044-08-01      | 4.0000%  | 0.0000% | $240000.00         | $15936.14          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1122 | 2052-06-01      | 4.5000%  | 0.0000% | $25000.00          | $18660.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CNZS7720 | 2027-04-01      | 3.0000%  | 0.0000% | $2500000.00        | $35263.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6500 | 2027-05-01      | 3.5000%  | 0.0000% | $630000.00         | $4274.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL7192 | 2043-10-01      | 3.5000%  | 0.0000% | $320976.00         | $81858.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4743 | 2047-11-01      | 3.5000%  | 0.0000% | $166547.00         | $19309.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3759 | 2042-09-01      | 3.5000%  | 0.0000% | $190000.00         | $18882.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3490 | 2042-08-01      | 3.5000%  | 0.0000% | $262814.00         | $26385.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $168248.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $159767.06         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4779 | 2048-06-01      | 3.0000%  | 0.0000% | $101184.00         | $17950.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8294 | 2044-07-01      | 3.5000%  | 0.0000% | $382786.00         | $77488.23          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3119 | 2042-05-01      | 3.5000%  | 0.0000% | $35000.00          | $4807.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0961 | 2044-12-01      | 5.0000%  | 0.0000% | $481000.00         | $100949.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7315 | 2030-11-01      | 3.5000%  | 0.0000% | $935000.00         | $54253.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  | 0.0000% | $16752356.00       | $27668.18          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $3124000.00        | $369484.78         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0098 | 2047-07-01      | 4.5000%  | 0.0000% | $946436.00         | $127545.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0534 | 2047-12-01      | 3.5000%  | 0.0000% | $1496000.00        | $344849.07         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  | 0.0000% | $56000.00          | $37342.24          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3356 | 2053-07-01      | 6.0000%  | 0.0000% | $533000.00         | $347535.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $165446.00         | $19473.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $260000.00         | $192114.08         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9978 | 2046-09-01      | 4.5000%  | 0.0000% | $164932.00         | $19115.65          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $152658.89         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK8006 | 2031-04-01      | 2.5000%  | 0.0000% | $31717.00          | $2075.65           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2952 | 2053-05-01      | 4.5000%  | 0.0000% | $863000.00         | $583755.10         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4717 | 2052-08-01      | 2.0000%  | 0.0000% | $1460000.00        | $1017384.81        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1601 | 2052-09-01      | 4.5000%  | 0.0000% | $246000.00         | $193209.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3447.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2206 | 2049-03-01      | 4.0000%  | 0.0000% | $393595.00         | $67151.81          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL7023 | 2043-09-01      | 3.5000%  | 0.0000% | $610682.00         | $140299.27         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $619600.00         | $125597.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3082 | 2053-06-01      | 6.0000%  | 0.0000% | $215000.00         | $159382.23         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1682 | 2047-01-01      | 3.0000%  | 0.0000% | $775000.00         | $157714.51         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD2464 | 2052-02-01      | 2.0000%  | 0.0000% | $644000.00         | $428728.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  | 0.0000% | $6195000.00        | $688525.76         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1093 | 2052-05-01      | 2.0000%  | 0.0000% | $138000.00         | $83761.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4752 | 2048-01-01      | 4.0000%  | 0.0000% | $1308811.00        | $148870.76         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9530 | 2042-06-01      | 4.5000%  | 0.0000% | $1050000.00        | $128291.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $300000.00         | $94002.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1256 | 2041-04-01      | 4.5000%  | 0.0000% | $15345129.00       | $826671.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6194 | 2037-06-01      | 6.0000%  | 0.0000% | $8134695.00        | $38244.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0437 | 2040-09-01      | 4.0000%  | 0.0000% | $308136.00         | $12364.49          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0313 | 2042-01-01      | 2.0000%  | 0.0000% | $1600000.00        | $1051943.03        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1086 | 2052-06-01      | 3.5000%  | 0.0000% | $119000.00         | $79886.47          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $1310000.00        | $105014.80         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $200000.00         | $29277.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4760 | 2048-03-01      | 4.0000%  | 0.0000% | $1584402.00        | $179117.40         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $32016.00          | $18885.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2342 | 2044-12-01      | 5.0000%  | 0.0000% | $360000.00         | $254378.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8693 | 2033-04-01      | 3.0000%  | 0.0000% | $279000.00         | $27767.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1461 | 2052-05-01      | 3.0000%  | 0.0000% | $400000.00         | $281659.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZT0962 | 2041-09-01      | 5.5000%  | 0.0000% | $11000.00          | $2551.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $3024827.00        | $364322.53         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZS9182 | 2035-11-01      | 3.0000%  | 0.0000% | $615000.00         | $76762.14          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4627 | 2045-08-01      | 4.0000%  | 0.0000% | $323000.00         | $26159.35          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8962 | 2029-01-01      | 6.0000%  | 0.0000% | $5510000.00        | $31591.62          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL5074 | 2043-02-01      | 3.0000%  | 0.0000% | $15000.00          | $2130.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8637 | 2032-01-01      | 3.0000%  | 0.0000% | $3683642.00        | $433680.78         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3060 | 2047-04-01      | 4.0000%  | 0.0000% | $937000.00         | $95236.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9906 | 2045-07-01      | 4.0000%  | 0.0000% | $220000.00         | $31220.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3LZL0805 | 2042-08-01      | 3.0000%  | 0.0000% | $20318628.00       | $901134.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0904 | 2033-08-01      | 5.0000%  | 0.0000% | $142889.00         | $1039.70           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4826 | 2047-11-01      | 4.5000%  | 0.0000% | $4200000.00        | $823777.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9268 | 2028-07-01      | 5.5000%  | 0.0000% | $3615849.00        | $20969.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0938 | 2046-04-01      | 3.5000%  | 0.0000% | $2630833.00        | $206995.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5487 | 2048-01-01      | 3.5000%  | 0.0000% | $86217.00          | $16283.47          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5369 | 2048-01-01      | 3.5000%  | 0.0000% | $42000.00          | $12861.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9023 | 2044-12-01      | 3.5000%  | 0.0000% | $70000.00          | $9028.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2478 | 2047-01-01      | 3.5000%  | 0.0000% | $3199248.00        | $460825.81         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC M30385 G | 2034-01-01      | 3.0000%  | 0.0000% | $610000.00         | $77138.36          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZI2243 | 2034-07-01      | 7.0000%  | 0.0000% | $77174.00          | $2946.44           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM1278 | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $15519.16          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2893 | 2047-03-01      | 3.5000%  | 0.0000% | $693600.00         | $173207.12         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0995 | 2041-01-01      | 4.0000%  | 0.0000% | $1025000.00        | $62556.34          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8970 | 2039-07-01      | 5.0000%  | 0.0000% | $3010000.00        | $66176.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0360 | 2045-10-01      | 4.0000%  | 0.0000% | $4490000.00        | $523374.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3418 | 2042-08-01      | 3.5000%  | 0.0000% | $215888.00         | $35533.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5713 | 2048-02-01      | 4.0000%  | 0.0000% | $50000.00          | $10765.68          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $30985.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  | 0.0000% | $5441178.00        | $161044.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1241 | 2041-02-01      | 4.0000%  | 0.0000% | $26000.00          | $1041.09           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9910 | 2040-04-01      | 5.0000%  | 0.0000% | $48000.00          | $1988.11           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6203 | 2043-06-01      | 3.5000%  | 0.0000% | $303000.00         | $65703.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6795 | 2048-06-01      | 3.5000%  | 0.0000% | $551325.00         | $304345.42         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $228000.00         | $25777.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2522 | 2041-12-01      | 3.5000%  | 0.0000% | $335000.00         | $41528.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL3462 | 2042-08-01      | 4.0000%  | 0.0000% | $2610762.00        | $259259.59         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5712 | 2048-02-01      | 4.0000%  | 0.0000% | $163000.00         | $39195.79          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1509 | 2041-06-01      | 4.5000%  | 0.0000% | $65690.00          | $1135.73           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0612 | 2045-12-01      | 4.0000%  | 0.0000% | $888021.00         | $160275.00         | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ5333 | 2031-09-01      | 8.0000%  | 0.0000% | $1600000.00        | $1537.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI7432 | 2038-05-01      | 5.0000%  | 0.0000% | $500090.00         | $6855.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL4046 | 2042-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $196963.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7490 | 2038-05-01      | 6.0000%  | 0.0000% | $3498354.00        | $73285.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM0043 | 2045-08-01      | 3.0000%  | 0.0000% | $588074.00         | $137257.56         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8498 | 2044-09-01      | 3.5000%  | 0.0000% | $350000.00         | $51153.50          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7302 | 2038-03-01      | 5.5000%  | 0.0000% | $1480637.00        | $9894.94           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8342 | 2044-08-01      | 3.5000%  | 0.0000% | $299514.00         | $51830.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8954 | 2045-01-01      | 4.0000%  | 0.0000% | $197644.00         | $21027.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ7131 | 2033-05-01      | 5.0000%  | 0.0000% | $250000.00         | $4822.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL6973 | 2043-09-01      | 4.5000%  | 0.0000% | $623955.00         | $11889.33          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3553 | 2035-09-01      | 5.5000%  | 0.0000% | $250000.00         | $3370.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4716 | 2035-11-01      | 5.0000%  | 0.0000% | $9000000.00        | $6328.45           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA6455 | 2050-01-01      | 3.5000%  | 0.0000% | $720000.00         | $392197.26         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61606 G | 2048-09-01      | 4.5000%  | 0.0000% | $50000.00          | $5440.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNQS0319 | 2035-04-01      | 5.5000%  | 0.0000% | $175814.00         | $167691.04         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8700 | 2050-04-01      | 4.0000%  | 0.0000% | $278000.00         | $46797.54          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH8698 | 2054-01-01      | 7.5000%  | 0.0000% | $370832.00         | $125989.30         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q15019 G | 2043-01-01      | 3.5000%  | 0.0000% | $116338.00         | $15309.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA7974 | 2050-03-01      | 5.0000%  | 0.0000% | $5347259.00        | $956765.16         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA1964 | 2049-08-01      | 3.5000%  | 0.0000% | $566134.00         | $158265.08         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61796 G | 2045-12-01      | 4.5000%  | 0.0000% | $610000.00         | $141890.28         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQN2819 | 2035-07-01      | 3.0000%  | 0.0000% | $49843.00          | $12217.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN9643 | 2037-03-01      | 2.5000%  | 0.0000% | $396908.00         | $206993.18         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN4609 | 2035-12-01      | 2.5000%  | 0.0000% | $1498014.00        | $712364.64         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5714 | 2052-03-01      | 2.0000%  | 0.0000% | $25000.00          | $14629.65          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5943 | 2051-09-01      | 2.0000%  | 0.0000% | $1324966.00        | $779163.86         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  | 0.0000% | $474652.00         | $317338.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6610 | 2052-01-01      | 3.0000%  | 0.0000% | $750000.00         | $452313.62         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3727 | 2050-10-01      | 2.0000%  | 0.0000% | $140000.00         | $64354.56          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | 0.0000% | $10000.00          | $5857.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQN0423 | 2034-08-01      | 3.5000%  | 0.0000% | $2601210.00        | $292580.47         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  | 0.0000% | $640000.00         | $336841.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CNQS0320 | 2035-05-01      | 6.0000%  | 0.0000% | $924991.00         | $822734.32         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN9700 | 2037-03-01      | 1.5000%  | 0.0000% | $1068795.00        | $621813.76         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA2389 | 2050-04-01      | 4.5000%  | 0.0000% | $70000.00          | $14890.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  | 0.0000% | $7000.00           | $2972.55           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3206 | 2050-08-01      | 2.0000%  | 0.0000% | $176000.00         | $86976.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4350 | 2053-10-01      | 6.5000%  | 0.0000% | $183000.00         | $124502.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4051 | 2052-10-01      | 5.0000%  | 0.0000% | $27295.00          | $21771.53          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4797 | 2041-01-01      | 4.5000%  | 0.0000% | $1048523.00        | $1032829.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $201000.00         | $155301.52         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6694 | 2052-01-01      | 2.0000%  | 0.0000% | $400000.00         | $250354.45         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4764 | 2041-01-01      | 4.0000%  | 0.0000% | $126431.00         | $117648.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2528 | 2039-09-01      | 6.0000%  | 0.0000% | $538103.00         | $448960.92         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA3217 | 2050-08-01      | 1.5000%  | 0.0000% | $200250.00         | $98855.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO4787 | 2041-01-01      | 4.0000%  | 0.0000% | $823904.00         | $794035.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA4670 | 2049-11-01      | 5.0000%  | 0.0000% | $116400.00         | $8560.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3860 | 2040-07-01      | 5.5000%  | 0.0000% | $1046294.00        | $1041523.11        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $21000.00          | $4006.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA9886 | 2050-05-01      | 3.0000%  | 0.0000% | $996514.00         | $650729.19         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CTQK1690 | 2044-04-01      | 7.5000%  | 0.0000% | $1260059.00        | $1035305.63        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18718 G | 2043-06-01      | 3.5000%  | 0.0000% | $21398.00          | $4124.83           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60968 G | 2047-03-01      | 3.5000%  | 0.0000% | $114000.00         | $18218.93          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $159150.00         | $127381.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1635 | 2052-09-01      | 5.5000%  | 0.0000% | $437000.00         | $298538.74         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD4317 | 2052-03-01      | 1.5000%  | 0.0000% | $87000.00          | $58296.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  | 0.0000% | $591040.00         | $136068.05         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U59002 G | 2032-09-01      | 3.5000%  | 0.0000% | $385144.00         | $25796.35          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3980 | 2053-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $863609.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $88000.00          | $63840.96          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3432 | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $74878.13          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $610000.00         | $442215.28         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4105 | 2040-09-01      | 4.5000%  | 0.0000% | $1025782.00        | $928138.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2207.46           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5171 | 2054-01-01      | 2.5000%  | 0.0000% | $382965.00         | $280366.86         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4662 | 2040-12-01      | 4.5000%  | 0.0000% | $1157386.00        | $1134106.92        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3771 | 2050-10-01      | 2.5000%  | 0.0000% | $174373.00         | $100269.24         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC V61548 G | 2032-02-01      | 2.5000%  | 0.0000% | $1201557.00        | $188113.82         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $31000.00          | $20109.35          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $48680.70          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8503 | 2055-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1768.30           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q15149 G | 2043-01-01      | 3.5000%  | 0.0000% | $116645.00         | $18486.87          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6652 | 2052-01-01      | 2.5000%  | 0.0000% | $400000.00         | $260808.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $436000.00         | $149354.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $114000.00         | $56347.84          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $50793.55          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2419.63           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8176 | 2051-11-01      | 1.5000%  | 0.0000% | $134625.00         | $79512.10          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8232 | 2038-06-01      | 4.0000%  | 0.0000% | $185000.00         | $119834.48         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  | 0.0000% | $1596000.00        | $502411.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $36977.00          | $5118.91           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $1048103.00        | $767225.37         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7505 | 2049-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $566719.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  | 0.0000% | $500000.00         | $313627.46         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB3185 | 2050-09-01      | 3.0000%  | 0.0000% | $560000.00         | $96400.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8032 | 2035-02-01      | 3.0000%  | 0.0000% | $133193.00         | $19316.40          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $126500.00         | $20413.18          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF4135 | 2052-12-01      | 5.0000%  | 0.0000% | $38846.00          | $34352.10          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1325 | 2050-07-01      | 3.0000%  | 0.0000% | $260000.00         | $125480.57         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $31000.00          | $22116.07          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE5264 | 2052-07-01      | 4.5000%  | 0.0000% | $681959.00         | $619597.61         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8145 | 2037-03-01      | 2.0000%  | 0.0000% | $1585826.00        | $895537.13         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7539 | 2051-04-01      | 2.0000%  | 0.0000% | $388000.00         | $205121.29         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $507530.00         | $392256.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC6338 | 2051-08-01      | 3.5000%  | 0.0000% | $1175034.00        | $648070.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $45000.00          | $28427.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8181 | 2037-09-01      | 2.5000%  | 0.0000% | $1071743.00        | $593480.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0107 | 2034-11-01      | 3.5000%  | 0.0000% | $1450000.00        | $402993.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8262 | 2038-09-01      | 5.0000%  | 0.0000% | $1426000.00        | $805068.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8163 | 2037-07-01      | 3.0000%  | 0.0000% | $201098.00         | $119221.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CISB8358 | 2039-12-01      | 6.5000%  | 0.0000% | $87041.00          | $66076.53          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6044 | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $53485.33          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $10000.00          | $5859.59           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $19000.00          | $6680.42           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  | 0.0000% | $811080.00         | $401679.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB0786 | 2050-07-01      | 3.0000%  | 0.0000% | $1169222.00        | $460661.08         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61208 G | 2047-12-01      | 3.5000%  | 0.0000% | $543000.00         | $148434.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5742 | 2053-06-01      | 5.0000%  | 0.0000% | $81709.00          | $71136.58          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8148 | 2037-04-01      | 2.0000%  | 0.0000% | $1542814.00        | $896837.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6236 | 2054-07-01      | 5.5000%  | 0.0000% | $243000.00         | $202132.23         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $1519194.00        | $958215.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $1214876.00        | $402606.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8973 | 2053-03-01      | 5.5000%  | 0.0000% | $1845274.00        | $1075656.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  | 0.0000% | $890458.00         | $483817.78         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  | 0.0000% | $68600.00          | $51592.82          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3732 | 2040-06-01      | 6.0000%  | 0.0000% | $1313718.00        | $1055634.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $147727.71         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4375 | 2055-06-01      | 5.5000%  | 0.0000% | $516566.00         | $510445.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $60197.00          | $57649.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7843 | 2055-11-01      | 5.5000%  | 0.0000% | $1141081.00        | $1137592.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8041 | 2055-11-01      | 5.5000%  | 0.0000% | $1037427.00        | $1055973.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1146 | 2055-03-01      | 5.0000%  | 0.0000% | $100000.00         | $89328.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA9850 | 2056-04-01      | 4.5000%  | 0.0000% | $1175000.00        | $1134669.30        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA6158 | 2056-02-01      | 4.5000%  | 0.0000% | $1022624.00        | $984307.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA5102 | 2056-01-01      | 6.0000%  | 0.0000% | $1010068.00        | $1004784.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA9891 | 2056-04-01      | 6.0000%  | 0.0000% | $1041940.00        | $1077763.85        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  | 0.0000% | $475000.00         | $312172.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0485 | 2046-03-01      | 3.5000%  | 0.0000% | $544038.00         | $199188.65         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1714 | 2041-07-01      | 4.5000%  | 0.0000% | $4600000.00        | $306253.47         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | 0.0000% | $225000.00         | $148829.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3155 | 2040-04-01      | 5.0000%  | 0.0000% | $201000.00         | $6115.45           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $200000.00         | $109407.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 4UZL1057 | 2035-03-01      | 6.5000%  | 0.0000% | $1202465.00        | $39000.34          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZJ9495 | 2032-12-01      | 3.0000%  | 0.0000% | $4900000.00        | $467286.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4162 | 2036-02-01      | 6.0000%  | 0.0000% | $4367689.00        | $29557.05          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  | 0.0000% | $150000.00         | $89634.41          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8272 | 2038-12-01      | 5.0000%  | 0.0000% | $246000.00         | $138994.86         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $656767.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZL0430 | 2038-07-01      | 3.5000%  | 0.0000% | $1189010.00        | $101719.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4343 | 2038-06-01      | 6.0000%  | 0.0000% | $713565.00         | $5474.40           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668 | 2040-01-01      | 5.0000%  | 0.0000% | $23000.00          | $1075.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK7974 | 2031-03-01      | 3.5000%  | 0.0000% | $900000.00         | $81085.19          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1486 | 2037-06-01      | 5.5000%  | 0.0000% | $40500000.00       | $416187.65         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $70000.00          | $45894.20          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0892 | 2052-01-01      | 2.0000%  | 0.0000% | $1074000.00        | $650108.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  | 0.0000% | $571903.00         | $81266.44          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0874 | 2046-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $636431.43         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0290 | 2050-04-01      | 4.0000%  | 0.0000% | $63336.00          | $8919.90           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  | 0.0000% | $29597.00          | $2915.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2053 | 2038-05-01      | 5.5000%  | 0.0000% | $350807.00         | $3151.18           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1491 | 2048-11-01      | 3.5000%  | 0.0000% | $32000.00          | $7322.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZT1871 | 2034-04-01      | 3.0000%  | 0.0000% | $6600000.00        | $520605.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9038 | 2039-08-01      | 5.0000%  | 0.0000% | $3514000.00        | $58121.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI5544 | 2036-12-01      | 5.0000%  | 0.0000% | $2002481.00        | $30150.25          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4715 | 2047-04-01      | 4.5000%  | 0.0000% | $1965378.00        | $160293.71         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0504 | 2047-07-01      | 4.0000%  | 0.0000% | $104465.00         | $36986.09          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTSC0312 | 2042-06-01      | 2.5000%  | 0.0000% | $850000.00         | $563491.15         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4050 | 2040-05-01      | 6.0000%  | 0.0000% | $602529.00         | $52470.32          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4616 | 2040-12-01      | 3.5000%  | 0.0000% | $436657.00         | $39404.11          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5993 | 2032-04-01      | 7.0000%  | 0.0000% | $408095.00         | $1931.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  | 0.0000% | $15000.00          | $1454.80           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTSC0341 | 2043-01-01      | 4.0000%  | 0.0000% | $150000.00         | $105832.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8045 | 2035-05-01      | 2.5000%  | 0.0000% | $1938300.00        | $415146.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6220 | 2037-06-01      | 6.0000%  | 0.0000% | $6276806.00        | $8224.45           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4164 | 2035-01-01      | 6.0000%  | 0.0000% | $4800000.00        | $61850.68          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTSC0614 | 2042-06-01      | 2.5000%  | 0.0000% | $166092.00         | $129857.03         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0175 | 2041-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $582833.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  | 0.0000% | $1230503.00        | $725193.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  | 0.0000% | $600000.00         | $461787.13         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $22000.00          | $10120.06          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  | 0.0000% | $100000.00         | $60856.17          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  | 0.0000% | $27000.00          | $16396.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4134 | 2034-08-01      | 6.0000%  | 0.0000% | $356053.00         | $2516.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  | 0.0000% | $2100000.00        | $26610.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3219.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $604751.00         | $42358.92          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $458000.00         | $31577.61          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0618 | 2051-02-01      | 3.0000%  | 0.0000% | $74534.00          | $43326.40          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2368 | 2038-09-01      | 4.5000%  | 0.0000% | $440064.00         | $3939.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4769 | 2048-05-01      | 4.0000%  | 0.0000% | $400000.00         | $30131.09          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0702 | 2051-05-01      | 2.5000%  | 0.0000% | $816968.00         | $450660.81         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0613 | 2040-10-01      | 4.0000%  | 0.0000% | $5491000.00        | $252277.20         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $27000.00          | $5133.58           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2024 | 2041-09-01      | 4.0000%  | 0.0000% | $660000.00         | $17001.83          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0894 | 2052-01-01      | 2.0000%  | 0.0000% | $804000.00         | $462903.32         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 4UZL1058 | 2035-01-01      | 7.0000%  | 0.0000% | $1384672.00        | $19519.37          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK6569 | 2029-04-01      | 4.0000%  | 0.0000% | $1110312.00        | $1719.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1803 | 2052-09-01      | 5.5000%  | 0.0000% | $1026539.00        | $672850.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4014 | 2042-08-01      | 3.5000%  | 0.0000% | $445882.00         | $50666.71          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9627 | 2046-02-01      | 3.5000%  | 0.0000% | $913000.00         | $179717.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3488 | 2026-08-01      | 3.5000%  | 0.0000% | $3250000.00        | $3234.60           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $689394.00         | $53215.10          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1483 | 2052-08-01      | 4.0000%  | 0.0000% | $1500000.00        | $1043587.88        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8711 | 2033-08-01      | 3.5000%  | 0.0000% | $5000000.00        | $379662.80         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4659 | 2046-04-01      | 3.5000%  | 0.0000% | $332000.00         | $32978.25          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL2256 | 2041-10-01      | 4.5000%  | 0.0000% | $390000.00         | $39704.63          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQF5343 | 2052-12-01      | 3.5000%  | 0.0000% | $45000.00          | $32035.70          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $944572.00         | $557911.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0217 | 2049-05-01      | 4.0000%  | 0.0000% | $235000.00         | $35597.77          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $55676.00          | $40533.25          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4673 | 2046-08-01      | 4.0000%  | 0.0000% | $89000.00          | $10158.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $53000.00          | $31396.49          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3BZL0570 | 2035-01-01      | 5.0000%  | 0.0000% | $32421783.00       | $594122.90         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  | 0.0000% | $100000.00         | $55662.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1283 | 2051-08-01      | 4.0000%  | 0.0000% | $100000.00         | $62022.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4418 | 2035-06-01      | 5.5000%  | 0.0000% | $4020000.00        | $20965.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $66949.00          | $13377.79          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8791 | 2039-05-01      | 4.5000%  | 0.0000% | $10000000.00       | $111881.65         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1250 | 2041-02-01      | 4.0000%  | 0.0000% | $89000.00          | $6522.26           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  | 0.0000% | $160534.00         | $44185.66          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0505 | 2048-06-01      | 4.0000%  | 0.0000% | $24667.00          | $7972.05           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $13338.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3636.84           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7530 | 2050-11-01      | 2.5000%  | 0.0000% | $141000.00         | $66288.11          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8004 | 2034-07-01      | 2.5000%  | 0.0000% | $239340.00         | $24920.04          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  | 0.0000% | $800754.00         | $462563.97         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQF5938 | 2053-01-01      | 2.5000%  | 0.0000% | $38000.00          | $19038.87          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q31314 G | 2045-02-01      | 3.5000%  | 0.0000% | $1820000.00        | $359083.87         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $1498193.00        | $942004.42         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE1985 | 2052-05-01      | 4.5000%  | 0.0000% | $250000.00         | $170303.13         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE3828 | 2052-06-01      | 4.5000%  | 0.0000% | $536097.00         | $337335.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8800 | 2053-03-01      | 5.5000%  | 0.0000% | $78000.00          | $65370.27          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $46000.00          | $24420.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7990 | 2038-08-01      | 6.0000%  | 0.0000% | $4974315.00        | $91057.25          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0452 | 2040-09-01      | 4.0000%  | 0.0000% | $98000.00          | $5585.62           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3071 | 2047-04-01      | 3.5000%  | 0.0000% | $45000.00          | $13882.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI6783 | 2037-11-01      | 5.5000%  | 0.0000% | $3344380.00        | $6533.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8476 | 2044-09-01      | 4.0000%  | 0.0000% | $445000.00         | $52182.15          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6655 | 2037-10-01      | 6.0000%  | 0.0000% | $1269177.00        | $5835.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6758 | 2037-11-01      | 6.0000%  | 0.0000% | $10000000.00       | $26831.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3411 | 2047-06-01      | 4.0000%  | 0.0000% | $7500000.00        | $939795.23         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0675 | 2040-11-01      | 4.0000%  | 0.0000% | $304541.00         | $27130.24          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32374 G | 2028-11-01      | 2.5000%  | 0.0000% | $390000.00         | $18720.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0937 | 2040-12-01      | 4.0000%  | 0.0000% | $248115.00         | $35595.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8558 | 2039-02-01      | 5.0000%  | 0.0000% | $29737325.00       | $786118.32         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0350 | 2040-08-01      | 4.0000%  | 0.0000% | $4569230.00        | $127747.99         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6391 | 2037-08-01      | 6.0000%  | 0.0000% | $785099.00         | $4431.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $200000.00         | $105379.65         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $860224.00         | $542508.77         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3129 | 2041-03-01      | 4.0000%  | 0.0000% | $1060000.00        | $132557.79         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4737 | 2047-09-01      | 4.5000%  | 0.0000% | $20780.00          | $2264.28           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8110 | 2036-07-01      | 1.5000%  | 0.0000% | $1691622.00        | $858255.95         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8240 | 2038-02-01      | 2.5000%  | 0.0000% | $189322.00         | $144423.35         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8369 | 2040-03-01      | 4.0000%  | 0.0000% | $447263.00         | $371466.37         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  | 0.0000% | $1429000.00        | $282678.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM1922 | 2046-10-01      | 3.0000%  | 0.0000% | $220000.00         | $45114.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5204 | 2047-12-01      | 3.5000%  | 0.0000% | $1813000.00        | $357079.26         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $12000.00          | $1160.32           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $18000.00          | $8466.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0036 | 2033-04-01      | 3.0000%  | 0.0000% | $175000.00         | $23731.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8519 | 2039-02-01      | 4.5000%  | 0.0000% | $5000000.00        | $47076.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8199 | 2037-12-01      | 4.5000%  | 0.0000% | $65000.00          | $34860.53          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4786 | 2048-08-01      | 4.5000%  | 0.0000% | $4725000.00        | $385809.59         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08632 G | 2045-03-01      | 3.5000%  | 0.0000% | $65091.00          | $5930.40           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4756 | 2035-08-01      | 5.0000%  | 0.0000% | $480000.00         | $16032.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2986 | 2042-04-01      | 4.0000%  | 0.0000% | $155746.00         | $9773.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9057 | 2045-02-01      | 4.0000%  | 0.0000% | $646090.00         | $72709.85          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI9071 | 2039-08-01      | 6.0000%  | 0.0000% | $801484.00         | $30502.70          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7013 | 2037-12-01      | 6.0000%  | 0.0000% | $4718091.00        | $30167.00          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4580 | 2035-09-01      | 5.5000%  | 0.0000% | $100215.00         | $2426.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6748 | 2037-11-01      | 6.0000%  | 0.0000% | $1302842.00        | $2436.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3139 | 2035-03-01      | 5.5000%  | 0.0000% | $169000.00         | $1225.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3643 | 2035-10-01      | 5.5000%  | 0.0000% | $100000.00         | $1292.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4591 | 2043-01-01      | 3.5000%  | 0.0000% | $54136.00          | $8384.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7988 | 2038-08-01      | 6.0000%  | 0.0000% | $9294970.00        | $33965.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9923 | 2045-07-01      | 4.0000%  | 0.0000% | $500000.00         | $42041.51          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4549 | 2047-10-01      | 3.5000%  | 0.0000% | $90000.00          | $24806.50          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2196 | 2034-07-01      | 5.0000%  | 0.0000% | $300000.00         | $1451.88           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 4UZL1051 | 2035-01-01      | 3.5000%  | 0.0000% | $1146570.00        | $71762.47          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A35817 G | 2035-07-01      | 5.0000%  | 0.0000% | $139156.00         | $5241.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8171 | 2044-06-01      | 3.5000%  | 0.0000% | $198216.00         | $24990.02          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A35575 G | 2035-06-01      | 6.0000%  | 0.0000% | $48883276.00       | $836282.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9552 | 2039-12-01      | 5.0000%  | 0.0000% | $2615000.00        | $113301.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3AZK9888 | 2047-05-01      | 5.0000%  | 0.0000% | $3139305.00        | $48495.75          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A35815 G | 2035-07-01      | 5.0000%  | 0.0000% | $777933.00         | $27108.48          | Agency Mortgage-Backed Securities         |

### Security 293: 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: ARP1HCDF0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCDF0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 MB0815 M | 2054-12-20      | 6.0000%  | 0.0000% | $190165849.00      | $192500674.48      | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M | 2055-04-20      | 5.0000%  | 0.0000% | $62452594.00       | $57099326.41       | Agency Mortgage-Backed Securities |

### Security 294: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCDJ2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCDJ2
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2026-08-13      | 0.0000%  | 0.0000% | $9100.00           | $9005.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $455600.00         | $444986.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $571200.00         | $566071.77         | U.S. Treasuries (including strips) |

### Security 295: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 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: ARP1HCE44, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCE44
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips)        |
| GNRA 2025-098 TF       | 2055-06-20      | 4.8401%  | 0.0000% | $22421686.00       | $18536254.50       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $1600.00           | $1617.43           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $4000.00           | $3756.56           | U.S. Treasuries (including strips)        |

### Security 296: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCEO0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCEO0
- **C.18 - Value (incl. sponsor support):** $49105354.00
- **C.18.a - Value (excl. sponsor support):** $49105354.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2026-12-15      | 4.3750%  | 0.0000% | $8794300.00        | $8972588.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $13000.00          | $13004.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $200.00            | $198.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $600.00            | $599.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1744800.00        | $828556.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $400.00            | $393.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $397100.00         | $292572.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $44740700.00       | $35818072.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $4455800.00        | $4166417.45        | U.S. Treasuries (including strips) |

### Security 297: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 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: ARP1HCEQ5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1HCEQ5
- **C.18 - Value (incl. sponsor support):** $376000000.00
- **C.18.a - Value (excl. sponsor support):** $376000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 2025-117 FA                                   | 2055-07-20      | 4.7901%  | 0.0000% | $1000.00           | $876.54            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0308 M                                   | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $784.13            | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M                                   | 2055-05-20      | 5.0000%  | 0.0000% | $1022.00           | $944.36            | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M                                   | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $917.46            | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M                                   | 2055-08-20      | 5.0000%  | 0.0000% | $45114.00          | $44003.62          | Agency Mortgage-Backed Securities         |
| GNII SF DN6115 C                                   | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1072.14           | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $2216.00           | $1670.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4960                               | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $531.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $709.46            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0932                               | 2036-07-01      | 2.0000%  | 0.0000% | $2000.00           | $972.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCA2822                               | 2048-12-01      | 5.5000%  | 0.0000% | $21666936.00       | $3799954.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2479                               | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $205.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $725.35            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2027-11-25      | 2.8690%  | 0.0000% | $1340.00           | $885.02            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB3647                               | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $641.35            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234                               | 2052-08-01      | 2.5000%  | 0.0000% | $1031588.00        | $711439.17         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8150                               | 2051-06-01      | 2.0000%  | 0.0000% | $111300.00         | $64198.62          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $542.09            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C69107 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $18063363.00       | $223820.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0142                               | 2047-09-01      | 3.5000%  | 0.0000% | $33211784.00       | $6190902.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA9603 M                                   | 2054-04-20      | 4.5000%  | 0.0000% | $2008.00           | $1812.41           | Agency Mortgage-Backed Securities         |
| GNII SF BZ7364 C                                   | 2050-11-20      | 4.0000%  | 0.0000% | $360499.00         | $187637.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5761                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.07           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $2990253.00        | $2748273.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA3598 M                                   | 2046-04-20      | 4.0000%  | 0.0000% | $49952118.00       | $4300037.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6497                               | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $559.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6282                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.65           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1788                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $593279.78         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA7057                               | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $464.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5283                               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $967.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M                                   | 2048-03-20      | 3.5000%  | 0.0000% | $1792.00           | $201.79            | Agency Mortgage-Backed Securities         |
| GNII SF CP7523 C                                   | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $941.25            | Agency Mortgage-Backed Securities         |
| GNII SF DL8136 C                                   | 2055-08-20      | 7.0000%  | 0.0000% | $401160.00         | $419150.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693                               | 2055-07-01      | 6.0000%  | 0.0000% | $66625.00          | $57395.88          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452                               | 2054-08-01      | 5.0000%  | 0.0000% | $2327000.00        | $2007476.50        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $1000.00           | $906.70            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA5385                               | 2054-05-01      | 5.0000%  | 0.0000% | $436928.00         | $437566.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2938                               | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $839.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3585                               | 2055-11-01      | 6.0000%  | 0.0000% | $7851328.00        | $8012289.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5908                               | 2053-09-01      | 6.0000%  | 0.0000% | $8989000.00        | $6679099.34        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128                               | 2046-02-01      | 4.5000%  | 0.0000% | $1013.00           | $133.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $9007273.00        | $5499639.68        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $4554352.00        | $2823001.54        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1505                               | 2052-08-01      | 4.5000%  | 0.0000% | $1148000.00        | $792226.76         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182                               | 2051-12-01      | 2.0000%  | 0.0000% | $126000.00         | $77516.56          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $1003.00           | $557.14            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7447                               | 2054-08-01      | 6.5000%  | 0.0000% | $9279807.00        | $7707840.80        | Agency Mortgage-Backed Securities         |
| GNMI SF CU0277 X                                   | 2053-09-15      | 7.0000%  | 0.0000% | $1000.00           | $986.08            | Agency Mortgage-Backed Securities         |
| GNAR AF MB1080 M                                   | 2056-02-20      | 4.0000%  | 0.0000% | $1000.00           | $983.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M                                   | 2052-08-20      | 5.0000%  | 0.0000% | $2048.00           | $1439.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA8207                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $979.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4774                               | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $621.66            | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M                                   | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $914.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3886                               | 2056-01-01      | 5.5000%  | 0.0000% | $747321.00         | $750601.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M                                   | 2046-01-20      | 4.0000%  | 0.0000% | $1019.00           | $82.01             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9923                               | 2051-12-01      | 3.0000%  | 0.0000% | $5191006.00        | $3171426.26        | Agency Mortgage-Backed Securities         |
| GNMI SF CN3328 X                                   | 2052-11-15      | 6.5000%  | 0.0000% | $1048.00           | $1061.61           | Agency Mortgage-Backed Securities         |
| GNII SF DP3335 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $2000.00           | $2118.55           | Agency Mortgage-Backed Securities         |
| GNII SF DP3334 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.26           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3847                               | 2053-05-01      | 7.0000%  | 0.0000% | $1040862.00        | $1100602.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $700.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $614.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8649                               | 2055-12-01      | 6.0000%  | 0.0000% | $5311488.00        | $5493100.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5020                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1859                               | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.14           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1981                               | 2051-09-01      | 2.5000%  | 0.0000% | $2359757.00        | $1879544.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3162                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $853.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5064                               | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $119656.89         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2364                               | 2051-12-01      | 2.0000%  | 0.0000% | $2641280.00        | $1700078.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4954                               | 2056-05-01      | 5.5000%  | 0.0000% | $2433915.00        | $2483178.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8495                               | 2051-01-01      | 2.0000%  | 0.0000% | $43217.00          | $21824.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0437                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities         |
| GNRA 2023-082 KF                                   | 2053-06-20      | 4.7901%  | 0.0000% | $192001.00         | $122688.90         | Agency Collateralized Mortgage Obligation |
| GNII SF CR9733 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $59857.00          | $47951.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2184                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $864.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2347                               | 2055-09-01      | 6.5000%  | 0.0000% | $5958.00           | $5578.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3410                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $884.78            | Agency Mortgage-Backed Securities         |
| GNII SF DN1971 C                                   | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1075.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA9965 M                                   | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $756.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA5191 M                                   | 2048-05-20      | 3.5000%  | 0.0000% | $1024.00           | $116.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5843                               | 2056-01-01      | 5.5000%  | 0.0000% | $924048.00         | $902288.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0109                               | 2056-04-01      | 4.5000%  | 0.0000% | $1008.00           | $971.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1813                               | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3401414.49        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2373                               | 2055-09-01      | 7.0000%  | 0.0000% | $3616656.00        | $3704684.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9675                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4644                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $674.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1227                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $961.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6178                               | 2055-01-01      | 5.5000%  | 0.0000% | $434749.00         | $418909.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $11994.00          | $7674.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5515                               | 2054-10-01      | 4.5000%  | 0.0000% | $1008.00           | $975.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                               | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $724.23            | Agency Mortgage-Backed Securities         |
| GNII SF DA1869 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1573.97           | Agency Mortgage-Backed Securities         |
| GNII SF CX5121 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $9281321.00        | $8768124.20        | Agency Mortgage-Backed Securities         |
| GNMI SF CU0263 X                                   | 2053-08-15      | 7.0000%  | 0.0000% | $1000.00           | $1028.03           | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M                                   | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $635.03            | Agency Mortgage-Backed Securities         |
| GNII SF DQ6962 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1001.00           | $1060.33           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7754 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M                                   | 2048-12-20      | 4.0000%  | 0.0000% | $2231.00           | $195.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1983                               | 2048-08-01      | 3.0000%  | 0.0000% | $13136380.00       | $10984503.81       | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $1405760.00        | $1428745.62        | Agency Mortgage-Backed Securities         |
| GNII SF CU7817 C                                   | 2053-11-20      | 8.0000%  | 0.0000% | $1008.00           | $887.96            | Agency Mortgage-Backed Securities         |
| GNII SF CS0890 C                                   | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.19            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4771 C                                   | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $941.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6348                               | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $739.50            | Agency Mortgage-Backed Securities         |
| GNII SF DA6309 C                                   | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1051.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9569                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9180                               | 2055-11-01      | 5.0000%  | 0.0000% | $2060.00           | $2001.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6952                               | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1825.49           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $4263144.00        | $2610734.71        | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.6401%  | 0.0000% | $758011.00         | $515414.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.8401%  | 0.0000% | $2070.00           | $722.56            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ6889                               | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8335                               | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6251                               | 2053-11-01      | 6.5000%  | 0.0000% | $1821700.00        | $1345445.68        | Agency Mortgage-Backed Securities         |
| GNII SF DA7708 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $943.10            | Agency Mortgage-Backed Securities         |
| GNII SF DA9885 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $776.82            | Agency Mortgage-Backed Securities         |
| GNII SF DA6326 C                                   | 2054-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2083.31           | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M                                   | 2050-06-20      | 3.0000%  | 0.0000% | $1023.00           | $243.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $700.73            | Agency Mortgage-Backed Securities         |
| GNII SF DP3331 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.73           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2638 C                                   | 2056-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1082.82           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1252 C                                   | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2482                               | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $823.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8982                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $997.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE1348                               | 2055-06-01      | 5.0000%  | 0.0000% | $2035097.00        | $2002570.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1755                               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $972.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9847                               | 2053-04-01      | 5.0000%  | 0.0000% | $2086255.00        | $1822056.62        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG2510                               | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $864593.64         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650                               | 2050-05-01      | 3.0000%  | 0.0000% | $1678070.00        | $661614.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4798                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $754.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4764                               | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1194527.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8535                               | 2054-06-01      | 6.0000%  | 0.0000% | $1118.00           | $850.36            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $49919905.00       | $2790893.02        | Agency Mortgage-Backed Securities         |
| GNII SF CN2825 C                                   | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $835.25            | Agency Mortgage-Backed Securities         |
| GNMI SF CR3806 X                                   | 2053-02-15      | 7.0000%  | 0.0000% | $1040.00           | $1022.02           | Agency Mortgage-Backed Securities         |
| GNMI SF CX5730 X                                   | 2053-12-15      | 7.0000%  | 0.0000% | $1008.00           | $990.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $33253163.00       | $28784445.48       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2031-07-15      | 0.1250%  | 0.0000% | $10168800.00       | $11658494.94       | U.S. Treasuries (including strips)        |
| GNII SF DA5635 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $969.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0291                               | 2050-03-01      | 5.0000%  | 0.0000% | $46401.00          | $6289.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2383                               | 2055-10-01      | 5.0000%  | 0.0000% | $3098040.00        | $3058888.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0794                               | 2056-02-01      | 5.0000%  | 0.0000% | $2034784.00        | $2022272.80        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBL5691                               | 2027-03-01      | 1.7700%  | 0.0000% | $1000.00           | $981.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1460                               | 2055-11-01      | 6.0000%  | 0.0000% | $3788806.00        | $3448695.49        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9538                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $584.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $316262.00         | $201499.55         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5140                               | 2055-05-01      | 6.5000%  | 0.0000% | $2074760.00        | $1810325.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3065                               | 2055-10-01      | 5.5000%  | 0.0000% | $2112.00           | $2027.70           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2289                               | 2055-08-01      | 7.0000%  | 0.0000% | $1282690.00        | $1096015.11        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261                               | 2036-02-01      | 2.0000%  | 0.0000% | $1009.00           | $435.89            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD3304                               | 2051-02-01      | 1.5000%  | 0.0000% | $1001.00           | $633.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $45378400.00       | $33830983.97       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8100                               | 2050-10-01      | 3.0000%  | 0.0000% | $2428.00           | $748.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544                               | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $551.94            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2827                               | 2047-03-01      | 4.5000%  | 0.0000% | $10666379.00       | $2828449.87        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4717                               | 2052-08-01      | 2.0000%  | 0.0000% | $10861680.00       | $7568841.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4749                               | 2053-11-01      | 6.5000%  | 0.0000% | $34760448.00       | $21637361.37       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011                               | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2100061.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7216                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $821.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM2317                               | 2049-12-01      | 5.0000%  | 0.0000% | $1000.00           | $334.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2239                               | 2056-03-01      | 5.5000%  | 0.0000% | $40937910.00       | $41015240.75       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6306                               | 2055-04-01      | 5.5000%  | 0.0000% | $12000.00          | $11477.22          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2434                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $901.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3616                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $713.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA2389                               | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.72            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3846                               | 2053-05-01      | 7.0000%  | 0.0000% | $1247475.00        | $1155805.70        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $1001.00           | $56.61             | Agency Mortgage-Backed Securities         |
| FMAR 842047 G                                      | 2054-04-01      | 4.8330%  | 0.0000% | $1000.00           | $908.51            | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2680%  | 0.0000% | $179616.00         | $154561.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8553                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $742.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $1786280.00        | $1468032.13        | Agency Mortgage-Backed Securities         |
| FKAR WV0297                                        | 2036-01-01      | 4.2120%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M                                   | 2054-02-20      | 6.5000%  | 0.0000% | $2034.00           | $796.34            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-07-31      | 3.8253%  | 0.0000% | $300.00            | $300.11            | U.S. Treasuries (including strips)        |
| GNMI SF CU0302 X                                   | 2053-05-15      | 6.0000%  | 0.0000% | $1000.00           | $991.04            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.46            | U.S. Treasuries (including strips)        |
| GNII SF MA8044 M                                   | 2052-05-20      | 3.5000%  | 0.0000% | $11505513.00       | $7600094.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M                                   | 2052-06-20      | 4.0000%  | 0.0000% | $2008.00           | $1376.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA4840 M                                   | 2047-11-20      | 5.0000%  | 0.0000% | $2369036.00        | $244044.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | 0.0000% | $2045.00           | $178.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M                                   | 2052-12-20      | 5.5000%  | 0.0000% | $2512.00           | $1561.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $5755464.00        | $4176057.23        | Agency Mortgage-Backed Securities         |
| GNII SF DN1970 C                                   | 2056-01-20      | 7.5000%  | 0.0000% | $1005.00           | $1040.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1572                               | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $242.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4853                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                               | 2052-02-01      | 3.0000%  | 0.0000% | $6080296.00        | $3759345.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2853                               | 2053-11-01      | 6.5000%  | 0.0000% | $1100.00           | $974.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $845647.00         | $688368.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0102                               | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $988.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5644                               | 2055-03-01      | 4.5000%  | 0.0000% | $7083.00           | $6403.63           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                               | 2052-06-01      | 2.0000%  | 0.0000% | $1159810.00        | $766385.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281                               | 2051-03-01      | 2.0000%  | 0.0000% | $1182400.00        | $641576.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8646                               | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2614                               | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $791.87            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7347                               | 2051-09-01      | 2.0000%  | 0.0000% | $1001.00           | $568.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1809                               | 2051-06-01      | 3.0000%  | 0.0000% | $31762.00          | $15434.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0517                               | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $954.34            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4215                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8432                               | 2053-01-01      | 6.5000%  | 0.0000% | $137101.00         | $75740.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                               | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $660.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M                                   | 2052-03-20      | 3.5000%  | 0.0000% | $10169160.00       | $6655974.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA8696 M                                   | 2038-03-20      | 5.5000%  | 0.0000% | $1012.00           | $472.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $366.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1290                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1879                               | 2054-03-01      | 6.5000%  | 0.0000% | $905521.00         | $596798.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $2049.00           | $1437.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA8430 M                                   | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $478.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $13802859.00       | $9554402.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA8321 M                                   | 2037-09-20      | 5.5000%  | 0.0000% | $1000.00           | $486.25            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9225                               | 2051-02-01      | 2.0000%  | 0.0000% | $406964.00         | $220098.03         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0693                               | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $521.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4263                               | 2056-02-01      | 5.0000%  | 0.0000% | $3270986.00        | $3233402.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $690.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $2677616.00        | $2232817.69        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4930                               | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $714.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3868                               | 2055-09-01      | 6.5000%  | 0.0000% | $15843571.00       | $15416294.03       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3884                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $674.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1182                               | 2048-02-01      | 3.5000%  | 0.0000% | $42721970.00       | $9433650.22        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2099                               | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $743.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3972                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $743.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8984                               | 2054-08-01      | 5.5000%  | 0.0000% | $196325.00         | $173519.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2056-05-25      | 4.5000%  | 0.0000% | $1000.00           | $970.01            | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQD3162                               | 2051-12-01      | 2.0000%  | 0.0000% | $728188.00         | $453430.68         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $7931.00           | $5434.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $4650024.00        | $4602157.40        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $5864216.00        | $1999319.97        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-11-25      | 4.8952%  | 0.0000% | $2073.00           | $1601.28           | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $554.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4358                               | 2052-06-01      | 3.5000%  | 0.0000% | $30621632.00       | $20392894.00       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2913                               | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5219                               | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $754.53            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5943                               | 2048-03-01      | 4.0000%  | 0.0000% | $1007.00           | $225.62            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2433                               | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $316.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $6062591.00        | $1958133.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1579                               | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $699.57            | Agency Mortgage-Backed Securities         |
| GNII SF DQ6961 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $263567.00         | $279277.32         | Agency Mortgage-Backed Securities         |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.6401%  | 0.0000% | $1406.00           | $842.46            | Agency Collateralized Mortgage Obligation |
| GNII SF MA7989 M                                   | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $659.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1248                               | 2054-01-01      | 2.5000%  | 0.0000% | $18344072.00       | $14350545.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2025                               | 2055-06-01      | 6.0000%  | 0.0000% | $1105.00           | $873.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4033                               | 2055-01-01      | 5.5000%  | 0.0000% | $2342.00           | $2326.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6358                               | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.06           | Agency Mortgage-Backed Securities         |
| GNII SF CZ2469 C                                   | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $666.28            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $847.56            | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M                                   | 2056-03-20      | 5.0000%  | 0.0000% | $1260.00           | $1253.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9398                               | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $793.36            | Agency Mortgage-Backed Securities         |
| GNII SF BM5450 C                                   | 2049-07-20      | 4.5000%  | 0.0000% | $1000.00           | $253.82            | Agency Mortgage-Backed Securities         |

### Security 298: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA 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: ARP1HCES1, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1HCES1
- **C.18 - Value (incl. sponsor support):** $242000000.00
- **C.18.a - Value (excl. sponsor support):** $242000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-11-30      | 1.5000%  | 0.0000% | $24912000.00       | $23603012.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $56923400.00       | $56380990.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $86848700.00       | $88275088.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $670000.00         | $679017.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $14709100.00       | $14503123.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $105400.00         | $104421.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $62776700.00       | $63294438.52       | U.S. Treasuries (including strips) |

### Security 299: 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:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.40             | U.S. Treasuries (including strips)        |
| GNRA 2025-117 FA       | 2055-07-20      | 4.7901%  | 0.0000% | $2376910.00        | $2083446.14        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.61             | U.S. Treasuries (including strips)        |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7401%  | 0.0000% | $1000.00           | $896.90            | Agency Collateralized Mortgage Obligation |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $123237.00         | $105442.09         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $660300.00         | $489306.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $1000.00           | $695.15            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.23             | U.S. Treasuries (including strips)        |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $11064.00          | $6847.25           | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $750673.00         | $588628.29         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $600.00            | $597.12            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD3600   | 2053-08-01      | 5.5000%  | 0.0000% | $57823870.00       | $46499044.19       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3741   | 2053-09-01      | 6.5000%  | 0.0000% | $1100.00           | $795.42            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $4857.00           | $1024.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1459   | 2052-04-01      | 3.5000%  | 0.0000% | $1088.00           | $728.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $1059.00           | $92.93             | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $222792.00         | $20439.50          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3346   | 2052-01-01      | 2.5000%  | 0.0000% | $64607500.00       | $41295063.01       | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $3238.00           | $270.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X       | 2041-11-15      | 4.0000%  | 0.0000% | $2941.00           | $304.82            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.66            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.91             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.71             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $700.32            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $30909200.00       | $30373907.30       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $300.00            | $240.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1300.00           | $833.37            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $22999600.00       | $23079860.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $43000.00          | $42882.99          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $200.00            | $200.43            | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $464.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA9664 M       | 2054-05-20      | 3.5000%  | 0.0000% | $31782000.00       | $23676486.21       | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $7525.00           | $6094.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $1541590.00        | $125128.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4306   | 2056-02-01      | 5.5000%  | 0.0000% | $2786680.00        | $2723568.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $87.28             | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $2000.00           | $204.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $2288996.00        | $289643.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M       | 2048-06-20      | 4.5000%  | 0.0000% | $992975.00         | $68291.69          | Agency Mortgage-Backed Securities         |
| GNII SF CH8922 C       | 2051-09-20      | 3.5000%  | 0.0000% | $8259.00           | $6002.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $3268.00           | $2296.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $653.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4584   | 2056-02-01      | 5.0000%  | 0.0000% | $2048.00           | $2000.38           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $165789952.00      | $75471989.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2384   | 2056-04-01      | 5.5000%  | 0.0000% | $2210.00           | $2252.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $3072.00           | $509.56            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $400.00            | $382.51            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1100.00           | $801.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $900.00            | $889.91            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-15      | 0.0000%  | 0.0000% | $1200.00           | $1179.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $180200.00         | $178437.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $708.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $23660600.00       | $17729050.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $25600.00          | $22216.51          | U.S. Treasuries (including strips)        |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $133704130.00      | $12318143.08       | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $6272.00           | $577.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA5399 M       | 2048-08-20      | 4.5000%  | 0.0000% | $1010.00           | $76.42             | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $30283301.00       | $4385085.19        | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $72814192.00       | $6999129.47        | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $11300.00          | $8875.21           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $11560.00          | $8681.62           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $43465191.00       | $7759053.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $900.00            | $904.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $73447200.00       | $72994030.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $104000.00         | $103954.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $800.00            | $790.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $564500.00         | $432992.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $230.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $179194000.00      | $123244346.48      | U.S. Treasuries (including strips)        |
| GNMI SF 793264 X       | 2042-03-15      | 3.5000%  | 0.0000% | $3489.00           | $320.85            | Agency Mortgage-Backed Securities         |
| GNII SF MA4651 M       | 2047-08-20      | 3.0000%  | 0.0000% | $391005.00         | $49701.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA1841 M       | 2044-04-20      | 5.0000%  | 0.0000% | $3416020.00        | $180196.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $30083005.00       | $18104815.58       | Agency Mortgage-Backed Securities         |
| GNII SF MA7139 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3000.00           | $940.39            | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $10118548.00       | $5742103.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $137690000.00      | $86282388.17       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $994.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $10000.00          | $9650.72           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $338162000.00      | $218207230.46      | U.S. Treasuries (including strips)        |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $22925888.00       | $2365287.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $488010.00         | $204968.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $82778366.00       | $34217574.94       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | 0.0000% | $51970100.00       | $51527314.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $1300.00           | $1252.70           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $200.00            | $237.46            | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $770.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $638.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1023.00           | $497.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA5594 M       | 2048-11-20      | 3.5000%  | 0.0000% | $6939000.00        | $796266.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $91.17             | Agency Mortgage-Backed Securities         |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8401%  | 0.0000% | $297811.00         | $274044.68         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $1939.00           | $247.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5778   | 2054-07-01      | 6.0000%  | 0.0000% | $997810.00         | $715475.85         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-12-25      | 5.0452%  | 0.0000% | $1000.00           | $825.25            | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $129135872.00      | $42941206.98       | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $2043.00           | $1398.04           | Agency Mortgage-Backed Securities         |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0901%  | 0.0000% | $71620180.00       | $61648764.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 4.7701%  | 0.0000% | $1019.00           | $857.36            | Agency Collateralized Mortgage Obligation |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $468445389.00      | $34203318.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA3454 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1069460.00        | $99096.46          | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $13755646.00       | $1403590.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA4719 M       | 2047-09-20      | 3.5000%  | 0.0000% | $301457408.00      | $33631704.81       | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1020.00           | $72.01             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $1023.00           | $476.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3956   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $858.26            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $162500001.00      | $41466364.92       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $923.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1008.00           | $364.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0145   | 2047-08-01      | 3.0000%  | 0.0000% | $73218553.00       | $17657081.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6905   | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $859.76            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5452%  | 0.0000% | $22240480.00       | $20667509.66       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $1651500.00        | $1852995.37        | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6901%  | 0.0000% | $16885841.00       | $10449682.36       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $9500.00           | $9042.12           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $149200.00         | $143826.48         | U.S. Treasuries (including strips)        |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0401%  | 0.0000% | $1000.00           | $674.84            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $22325500.00       | $22206058.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $4456200.00        | $4432743.59        | U.S. Treasuries (including strips)        |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9401%  | 0.0000% | $1172.00           | $1007.55           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $1255800.00        | $969523.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $213.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.07             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $10800.00          | $6704.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $10578200.00       | $8026950.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $132300.00         | $100391.90         | U.S. Treasuries (including strips)        |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $11637173.00       | $8222621.36        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $446800.00         | $438654.84         | U.S. Treasuries (including strips)        |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1565.95           | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $2048.00           | $1653.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $671200.00         | $630350.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $944200.00         | $939582.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $466400.00         | $473436.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $187.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $122.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1000.00           | $948.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4337000.00        | $2601980.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1100.00           | $838.76            | U.S. Treasuries (including strips)        |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $1025.00           | $543.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $40858880.00       | $33151510.81       | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $106339280.00      | $104454277.67      | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $28809984.00       | $19010289.97       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $45258619.00       | $33953878.56       | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1012.00           | $728.34            | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $32763648.00       | $18815347.19       | Agency Collateralized Mortgage Obligation |
| GNMI SF 794216 X       | 2042-02-15      | 3.5000%  | 0.0000% | $1011.00           | $28.57             | Agency Mortgage-Backed Securities         |
| GNMI SF 790793 X       | 2042-07-15      | 3.5000%  | 0.0000% | $5692.00           | $777.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $90716.00          | $48952.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 4.6452%  | 0.0000% | $1024.00           | $1022.12           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $1020.00           | $939.48            | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $76.34             | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6901%  | 0.0000% | $618247.00         | $503677.43         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $55469000.00       | $32643472.05       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1029.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2002   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $972.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $12354432.00       | $7114777.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $27182152.00       | $22359308.28       | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $2016.00           | $800.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $638.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $17918656.00       | $8483496.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $13397.00          | $11421.44          | Agency Mortgage-Backed Securities         |
| GNMI SF 790794 X       | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $161.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $29440.00          | $21676.03          | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 AF       | 2055-08-20      | 4.8901%  | 0.0000% | $1000.00           | $951.36            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8401%  | 0.0000% | $1900.00           | $1099.49           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK       | 2055-03-20      | 4.6901%  | 0.0000% | $22796825.00       | $18085921.99       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $18072.00          | $4946.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $1024.00           | $684.69            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-18      | 0.0000%  | 0.0000% | $200.00            | $197.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $105800.00         | $118472.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $298900.00         | $310086.32         | U.S. Treasuries (including strips)        |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $12811.00          | $8837.10           | Agency Mortgage-Backed Securities         |
| GNII SF MA2073 M       | 2044-07-20      | 3.5000%  | 0.0000% | $5951984.00        | $384618.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $39400.00          | $41246.36          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $200.00            | $203.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $25200.00          | $22353.23          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $800.00            | $558.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $84.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $866000.00         | $862969.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $126.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $883.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $121.99            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $3254000.00        | $2909199.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $800.00            | $786.30            | U.S. Treasuries (including strips)        |

### Security 300: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 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: ARP1HCEU6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCEU6
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $9990934.00        | $169945.98         | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $1006.00           | $134.84            | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $10229630.00       | $8955943.78        | Agency Mortgage-Backed Securities |
| GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $6891520.00        | $6670956.90        | Agency Mortgage-Backed Securities |
| GNII ET DP5167 C     | 2065-12-20      | 7.0000%  | 0.0000% | $32079232.00       | $33629272.09       | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $1024.00           | $57.62             | Agency Mortgage-Backed Securities |
| GNPL PN DK6755       | 2060-12-15      | 5.2500%  | 0.0000% | $50299.00          | $51213.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $317638.98         | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X     | 2041-09-15      | 4.0000%  | 0.0000% | $1008.00           | $75.16             | Agency Mortgage-Backed Securities |
| GNMI SP 781315 X     | 2031-07-15      | 6.5000%  | 0.0000% | $1063480.00        | $1301.25           | Agency Mortgage-Backed Securities |
| GNMI SP 783396 X     | 2036-12-15      | 6.0000%  | 0.0000% | $118070.00         | $6684.95           | Agency Mortgage-Backed Securities |
| GNII SF MA0225 M     | 2038-03-20      | 6.0000%  | 0.0000% | $1206.00           | $40.95             | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $913.13            | Agency Mortgage-Backed Securities |
| GNMI SF 698028 X     | 2039-01-15      | 5.0000%  | 0.0000% | $1000.00           | $2.78              | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $576.77            | Agency Mortgage-Backed Securities |
| GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $28074835.00       | $27936150.10       | Agency Mortgage-Backed Securities |
| GNII AP 784648 M     | 2048-11-20      | 3.0000%  | 0.0000% | $1024.00           | $57.16             | Agency Mortgage-Backed Securities |
| GNMI SF 724600 X     | 2040-05-15      | 5.0000%  | 0.0000% | $1003.00           | $13.68             | Agency Mortgage-Backed Securities |
| GNPL PN CN7596       | 2064-12-15      | 4.3900%  | 0.0000% | $56162.00          | $53854.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $597000.00         | $61124.15          | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $1024.00           | $372.95            | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $1008.00           | $734.05            | Agency Mortgage-Backed Securities |
| GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $1030.00           | $4.52              | Agency Mortgage-Backed Securities |
| GNII ET DQ3981 C     | 2066-02-20      | 6.5000%  | 0.0000% | $1777614.00        | $1871274.10        | Agency Mortgage-Backed Securities |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $1024.00           | $1043.15           | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $1008.00           | $930.44            | Agency Mortgage-Backed Securities |
| GNII EP 788330 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $988.33            | Agency Mortgage-Backed Securities |
| GNII SF DR8484 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1031.47           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  | 0.0000% | $254707.00         | $61368.28          | Agency Mortgage-Backed Securities |
| GNII SF CZ5934 C     | 2054-02-20      | 7.0000%  | 0.0000% | $3049.00           | $1879.66           | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $12342880.00       | $7469086.50        | Agency Mortgage-Backed Securities |
| GNII SF DL6682 C     | 2055-10-20      | 5.0000%  | 0.0000% | $420332.00         | $421094.02         | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $1001.00           | $64.87             | Agency Mortgage-Backed Securities |
| GNMI SF 702547 X     | 2038-11-15      | 5.5000%  | 0.0000% | $1006.00           | $2.95              | Agency Mortgage-Backed Securities |
| GNII SF DR8100 C     | 2056-04-20      | 5.5000%  | 0.0000% | $4262228.00        | $4351093.56        | Agency Mortgage-Backed Securities |
| GNII ET DO5404 C     | 2066-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1031.60           | Agency Mortgage-Backed Securities |
| GNII SF DK9197 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1008.00           | $1016.46           | Agency Mortgage-Backed Securities |
| GNII SF DP4277 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1024.00           | $1056.09           | Agency Mortgage-Backed Securities |
| GNII ET DQ9954 C     | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| GNII JM MB0802 M     | 2055-01-20      | 6.0000%  | 0.0000% | $1008.00           | $925.46            | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $4399232.00        | $3204775.40        | Agency Mortgage-Backed Securities |
| GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  | 0.0000% | $930855.00         | $93080.78          | Agency Mortgage-Backed Securities |
| GNII SF DR8102 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1008.00           | $1027.66           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $94197.52          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3354 | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $361646.80         | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $878.30            | Agency Mortgage-Backed Securities |
| GNII ET DO4747 C     | 2065-12-20      | 7.0000%  | 0.0000% | $2008.00           | $2094.80           | Agency Mortgage-Backed Securities |

### Security 301: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 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: ARP1HCEW2, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1HCEW2
- **C.18 - Value (incl. sponsor support):** $624000000.00
- **C.18.a - Value (excl. sponsor support):** $624000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 MB1069 M       | 2056-04-20      | 4.5000%  | 0.0000% | $199376.00         | $192994.97         | Agency Mortgage-Backed Securities         |
| GNII ET DN6440 C       | 2066-02-20      | 5.0000%  | 0.0000% | $5608147.00        | $5550120.75        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $14000.00          | $9764.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $411191.51         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $10164429.44       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3211   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $502.28            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 4.5452%  | 0.0000% | $462014.00         | $331045.10         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDD4629   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.63           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-09-25      | 4.9452%  | 0.0000% | $5754117.00        | $3803987.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-01-25      | 4.6952%  | 0.0000% | $15000000.00       | $5186832.94        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $699.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $1493.00           | $1115.07           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $346948.00         | $259123.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $735.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $115000.00         | $87633.34          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $1026.00           | $781.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6631   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $732.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4105981.00        | $3081502.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432   | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $614.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2223   | 2056-05-01      | 5.0000%  | 0.0000% | $63827.00          | $63260.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $700.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9574   | 2055-12-01      | 5.5000%  | 0.0000% | $1002.00           | $996.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0770   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $874.11            | Agency Mortgage-Backed Securities         |
| GNII SF MB0870 M       | 2055-12-20      | 4.5000%  | 0.0000% | $1416.00           | $1360.95           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $30887889.00       | $23196969.66       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614   | 2055-02-01      | 5.5000%  | 0.0000% | $92000.00          | $72792.94          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007   | 2048-09-01      | 4.0000%  | 0.0000% | $13922.00          | $1151.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5049   | 2055-11-01      | 5.0000%  | 0.0000% | $1056.00           | $1038.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $1189.00           | $849.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2012   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $998.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $63396.00          | $45998.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3616   | 2056-01-01      | 5.0000%  | 0.0000% | $1676750.00        | $1624020.06        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1275   | 2052-07-01      | 4.5000%  | 0.0000% | $8821.00           | $5997.53           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 4.6452%  | 0.0000% | $57283318.00       | $41520096.09       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD7313   | 2055-06-01      | 6.0000%  | 0.0000% | $2043.00           | $1286.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4168   | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $725.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0393   | 2052-04-01      | 3.0000%  | 0.0000% | $1278929.00        | $791988.07         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8097   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627   | 2054-10-01      | 6.5000%  | 0.0000% | $36061239.00       | $25833659.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5221   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $974.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4143   | 2055-12-01      | 5.5000%  | 0.0000% | $1445.00           | $1442.20           | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA       | 2053-12-20      | 4.7401%  | 0.0000% | $8379662.00        | $2331881.37        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $1125.00           | $916.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996   | 2056-03-01      | 4.5000%  | 0.0000% | $2566502.00        | $2463926.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555   | 2055-05-01      | 6.0000%  | 0.0000% | $10012201.00       | $9707049.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $20000.00          | $17448.83          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159   | 2054-12-01      | 6.0000%  | 0.0000% | $13652.00          | $11316.34          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA6008   | 2046-03-01      | 5.0000%  | 0.0000% | $1147.00           | $1133.07           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2909   | 2054-12-01      | 5.5000%  | 0.0000% | $1035.00           | $928.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $705.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $204000.00         | $174538.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6740   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $811.00            | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $119188.17         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB7305   | 2053-10-01      | 6.0000%  | 0.0000% | $3079.00           | $2246.10           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 4.8952%  | 0.0000% | $5204805.00        | $2163122.63        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $588.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9387   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $571.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3353   | 2052-11-01      | 4.5000%  | 0.0000% | $600000.00         | $450006.18         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $5442300.00        | $5430216.73        | U.S. Treasuries (including strips)        |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $50156.00          | $46296.56          | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP       | 2055-01-20      | 4.5401%  | 0.0000% | $5602182.00        | $2684639.10        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ3053   | 2054-12-01      | 5.0000%  | 0.0000% | $1064.00           | $967.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $2894533.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS6588   | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $570.07            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2328   | 2055-11-01      | 6.0000%  | 0.0000% | $1025.00           | $993.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388   | 2052-08-01      | 4.5000%  | 0.0000% | $16665520.00       | $11641188.03       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5702   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $704.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029   | 2056-04-01      | 5.0000%  | 0.0000% | $3087.00           | $3043.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2100   | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $947.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $3588573.00        | $2611109.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0051   | 2055-09-01      | 6.5000%  | 0.0000% | $1839.00           | $1381.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M       | 2051-12-20      | 2.0000%  | 0.0000% | $608540.00         | $352568.02         | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $9858108.98        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $12425975.18       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5641   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $757.20            | Agency Mortgage-Backed Securities         |
| GNII SF MB0873 M       | 2055-12-20      | 6.0000%  | 0.0000% | $3527893.00        | $3593852.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3508   | 2055-02-01      | 6.0000%  | 0.0000% | $1069.00           | $825.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083   | 2056-01-01      | 4.5000%  | 0.0000% | $1271560.00        | $1212323.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0877   | 2055-12-01      | 5.5000%  | 0.0000% | $4345916.00        | $4346495.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO1311   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $191.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0318   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $862.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8970   | 2054-09-01      | 5.5000%  | 0.0000% | $50000.00          | $43455.02          | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $32400.00          | $31110.42          | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFA4445   | 2053-02-01      | 4.5000%  | 0.0000% | $1037.00           | $988.34            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1777   | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $590.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $2470.00           | $1799.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $623.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA6031   | 2056-04-01      | 6.0000%  | 0.0000% | $1952838.00        | $1997362.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11478.10          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $13158628.44       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4126   | 2052-07-01      | 4.5000%  | 0.0000% | $6190.00           | $4022.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3258   | 2052-04-01      | 3.5000%  | 0.0000% | $1161.00           | $752.91            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 4.5952%  | 0.0000% | $59294363.00       | $53571921.50       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $773609.40         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $801.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5295   | 2036-04-01      | 4.5000%  | 0.0000% | $1000.00           | $999.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3652   | 2053-08-01      | 6.0000%  | 0.0000% | $2960000.00        | $2138625.04        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177   | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $558.25            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB4068   | 2050-10-01      | 2.5000%  | 0.0000% | $8336.00           | $3774.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO9352   | 2050-03-01      | 3.5000%  | 0.0000% | $1008.00           | $344.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU2465   | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $616.64            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3945   | 2051-07-01      | 2.0000%  | 0.0000% | $1024.00           | $610.45            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-04-25      | 4.5452%  | 0.0000% | $12699438.00       | $8566511.53        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-10-25      | 4.5952%  | 0.0000% | $581871.00         | $505505.59         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL685335   | 2033-03-01      | 6.0000%  | 0.0000% | $1024.00           | $15.94             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5550   | 2054-12-01      | 4.0000%  | 0.0000% | $8000.00           | $7101.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1622   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $902.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $1144.00           | $857.94            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 4.5952%  | 0.0000% | $2377521.00        | $1827872.48        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7537   | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $743.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5735   | 2056-04-01      | 5.5000%  | 0.0000% | $80100.00          | $81301.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3603   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM1134   | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $161.42            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $675.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3154   | 2049-02-01      | 3.5000%  | 0.0000% | $1567.00           | $1166.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0972   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $502.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA4793   | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $932.06            | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA       | 2055-11-20      | 4.5401%  | 0.0000% | $13145604.00       | $12892871.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 FN       | 2054-02-20      | 4.6901%  | 0.0000% | $23926062.00       | $18769126.44       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0623 M       | 2055-04-20      | 5.5000%  | 0.0000% | $3077364.00        | $3036257.28        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4687   | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $239.35            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C91308 G   | 2030-06-01      | 5.0000%  | 0.0000% | $397011.00         | $5986.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4180   | 2055-09-01      | 6.0000%  | 0.0000% | $1946.00           | $1867.38           | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF       | 2065-03-20      | 4.4401%  | 0.0000% | $1507118.00        | $601196.58         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ5437   | 2055-08-01      | 6.0000%  | 0.0000% | $18309825.00       | $16161467.46       | Agency Mortgage-Backed Securities         |
| GNII SF MA9779 M       | 2054-07-20      | 5.5000%  | 0.0000% | $24837604.00       | $18146424.77       | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA       | 2054-05-20      | 4.7401%  | 0.0000% | $13519254.00       | $11022762.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 F        | 2065-06-20      | 4.5401%  | 0.0000% | $2562032.00        | $2011698.66        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $231000.00         | $205990.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0069   | 2055-11-01      | 5.5000%  | 0.0000% | $3523456.00        | $3508204.48        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093   | 2056-02-01      | 4.5000%  | 0.0000% | $845322.00         | $809544.70         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $122.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 760393 X       | 2041-10-15      | 5.0000%  | 0.0000% | $2232.00           | $34.92             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $4561113.00        | $3607732.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $3777914.00        | $2809762.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1389   | 2055-04-01      | 6.0000%  | 0.0000% | $1389.00           | $1226.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5460   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.99            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 4.4952%  | 0.0000% | $50000000.00       | $36996131.42       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIFS7326   | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $696.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $743.73            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 4.6452%  | 0.0000% | $20356966.00       | $15661758.24       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-11-25      | 5.1952%  | 0.0000% | $8164969.00        | $3380287.74        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8256   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $749.82            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 4.8452%  | 0.0000% | $51771655.00       | $36213990.15       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22406983.00       | $17070120.48       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9928   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $917.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9955   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $600.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5349   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6802   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5384   | 2046-01-01      | 5.0000%  | 0.0000% | $1162.00           | $1123.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1018   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $864.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3481   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110   | 2056-04-01      | 5.0000%  | 0.0000% | $141623554.00      | $139616713.52      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3239   | 2055-01-01      | 5.5000%  | 0.0000% | $1219.00           | $1092.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9902   | 2055-11-01      | 5.5000%  | 0.0000% | $1011.00           | $970.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0945   | 2053-05-01      | 5.0000%  | 0.0000% | $1111.00           | $862.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $704.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1631   | 2052-09-01      | 5.0000%  | 0.0000% | $1657600.00        | $1180632.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997   | 2053-10-01      | 5.0000%  | 0.0000% | $61474.00          | $52229.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4739   | 2047-10-01      | 3.5000%  | 0.0000% | $2390054.00        | $281319.33         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $27096200.00       | $27285796.11       | U.S. Treasuries (including strips)        |

### Security 302: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA 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: ARP1HCEY8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1HCEY8
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 03.000 CLBC9513 | 2046-09-01      | 3.0000%  | 0.0000% | $173990622.00      | $39299898.84       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK2407 | 2042-02-01      | 3.5000%  | 0.0000% | $75437928.00       | $9110101.18        | Agency Mortgage-Backed Securities |

### Security 303: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO 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: ARP1HCF27, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1HCF27
- **C.18 - Value (incl. sponsor support):** $558000000.00
- **C.18.a - Value (excl. sponsor support):** $558000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 710852 X     | 2039-09-15      | 5.0000%  | 0.0000% | $802583.00         | $32038.01          | Agency Mortgage-Backed Securities |
| GNII SF DP8074 C     | 2056-03-20      | 5.0000%  | 0.0000% | $35928832.00       | $35884425.87       | Agency Mortgage-Backed Securities |
| GNII SP 788234 M     | 2052-05-20      | 3.0000%  | 0.0000% | $186602999.00      | $158767944.97      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $7776672.00        | $2748601.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0380 | 2059-04-01      | 4.0000%  | 0.0000% | $64571392.00       | $27279259.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL4579 | 2042-07-01      | 4.5000%  | 0.0000% | $7220000.00        | $821907.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $1188502.00        | $1147435.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4988 | 2046-11-01      | 4.0000%  | 0.0000% | $99709568.00       | $95129182.62       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $7349000.00        | $1106500.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2151 | 2055-01-01      | 4.5000%  | 0.0000% | $29725472.00       | $27819411.27       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0176 | 2052-01-01      | 2.5000%  | 0.0000% | $750000.00         | $454323.05         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  | 0.0000% | $491963.00         | $301928.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4529 | 2055-02-01      | 6.0000%  | 0.0000% | $162972416.00      | $168032827.03      | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7429 | 2057-06-01      | 3.0000%  | 0.0000% | $3053072.00        | $2297947.67        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC7321 | 2051-08-01      | 3.5000%  | 0.0000% | $691585.00         | $455004.60         | Agency Mortgage-Backed Securities |
| GNMI SF AM8960 X     | 2045-07-15      | 4.0000%  | 0.0000% | $161000.00         | $7822.71           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $4830838.00        | $263065.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5449 | 2049-02-01      | 5.0000%  | 0.0000% | $3133000.00        | $752249.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2216 | 2053-09-01      | 5.0000%  | 0.0000% | $1671596.00        | $810374.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB7778 | 2054-08-01      | 5.0000%  | 0.0000% | $1056080.00        | $1034311.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $600000.00         | $404671.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU2094 | 2051-10-01      | 3.5000%  | 0.0000% | $432128.00         | $298974.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $985000.00         | $704339.97         | Agency Mortgage-Backed Securities |
| GNII SF 770804 C     | 2041-06-20      | 5.0000%  | 0.0000% | $101219.00         | $9389.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1597 | 2055-05-01      | 5.5000%  | 0.0000% | $300000.00         | $265181.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4532 | 2044-12-01      | 5.0000%  | 0.0000% | $23117728.00       | $23248136.85       | Agency Mortgage-Backed Securities |
| GNMI SP 782747 X     | 2039-08-15      | 5.5000%  | 0.0000% | $4789580.00        | $83423.91          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7098 | 2043-09-01      | 4.0000%  | 0.0000% | $8517392.00        | $1476099.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  | 0.0000% | $219125500.00      | $490436.05         | Agency Mortgage-Backed Securities |
| FKAR WV9003          | 2035-08-01      | 4.2050%  | 0.0000% | $13069200.00       | $13084717.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $3590948.00        | $2445092.95        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0859 | 2050-05-01      | 3.5000%  | 0.0000% | $833000.00         | $445121.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6352 | 2045-12-01      | 4.0000%  | 0.0000% | $9599824.00        | $1057852.23        | Agency Mortgage-Backed Securities |

### Security 304: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.660000%
- **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: ARP1HCF35, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1HCF35
- **C.18 - Value (incl. sponsor support):** $2645000000.00
- **C.18.a - Value (excl. sponsor support):** $2645000000.00
- **C.19 - Percentage of Net Assets:** 2.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? 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 CLCB4924 | 2052-10-01      | 6.0000%  | 0.0000% | $1381330.00        | $881244.37         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 U3BF0447 | 2043-06-01      | 2.5000%  | 0.0000% | $9367424.00        | $3167201.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-10-25      | 1.6250%  | 0.0000% | $49809728.00       | $26747602.32       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA3751 | 2050-10-01      | 2.0000%  | 0.0000% | $2689736.00        | $1557262.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTCA9111 | 2040-05-01      | 4.0000%  | 0.0000% | $1518050.00        | $633533.06         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTQK0215 | 2040-03-01      | 3.0000%  | 0.0000% | $2238424.00        | $1012938.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3319 | 2052-04-01      | 4.0000%  | 0.0000% | $5258560.00        | $3425404.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2622 | 2054-08-01      | 6.0000%  | 0.0000% | $1038038.00        | $742032.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3983 | 2040-08-01      | 5.5000%  | 0.0000% | $1444244.00        | $1355591.98        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SZT2057 | 2047-10-01      | 4.0000%  | 0.0000% | $4171016.00        | $771830.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6149 | 2052-08-01      | 4.5000%  | 0.0000% | $70278144.00       | $60777626.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4158 | 2053-10-01      | 6.0000%  | 0.0000% | $17818816.00       | $11501738.91       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  | 0.0000% | $4878864.00        | $524017.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7251 | 2052-05-01      | 3.0000%  | 0.0000% | $6368000.00        | $4594526.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2425 | 2052-05-01      | 3.5000%  | 0.0000% | $415000.00         | $283176.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2030 | 2053-07-01      | 5.5000%  | 0.0000% | $31485664.00       | $29580481.38       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2321 | 2055-08-01      | 5.0000%  | 0.0000% | $50000000.00       | $46664515.62       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2049-01-25      | 2.2500%  | 0.0000% | $2000000.00        | $517346.78         | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CTMA2961 | 2037-04-01      | 3.0000%  | 0.0000% | $30957696.00       | $6525301.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7677 | 2055-06-01      | 6.0000%  | 0.0000% | $1314900.00        | $1342571.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7667 | 2054-11-01      | 5.0000%  | 0.0000% | $1062374.00        | $1032981.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4330 | 2055-10-01      | 6.0000%  | 0.0000% | $1891000.00        | $1885960.52        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4310 | 2056-02-01      | 6.5000%  | 0.0000% | $1063362.00        | $857707.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  | 0.0000% | $1018396.00        | $904024.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $11500000.00       | $3743633.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107 | 2056-06-01      | 4.5000%  | 0.0000% | $3090000.00        | $713339.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1487 | 2055-04-01      | 5.0000%  | 0.0000% | $2561228.00        | $2048617.79        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99139 G | 2046-02-01      | 4.0000%  | 0.0000% | $29621344.00       | $8134873.27        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $6350000.00        | $4728711.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9218 | 2045-03-01      | 3.5000%  | 0.0000% | $1546628.00        | $300443.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1966 | 2048-12-01      | 5.0000%  | 0.0000% | $1691490.00        | $323976.53         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM0906 | 2046-03-01      | 4.5000%  | 0.0000% | $7100000.00        | $1437864.81        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5478 | 2048-01-01      | 3.5000%  | 0.0000% | $4584936.00        | $1769599.72        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0120 | 2049-10-01      | 3.0000%  | 0.0000% | $22024000.00       | $8386510.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2363 | 2053-02-01      | 6.0000%  | 0.0000% | $322087000.00      | $224993068.85      | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9443 | 2045-04-01      | 3.0000%  | 0.0000% | $1497126.00        | $368243.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $3985000.00        | $807791.69         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9309 | 2033-03-01      | 3.5000%  | 0.0000% | $2006064.00        | $399777.78         | Agency Mortgage-Backed Securities         |
| GNRM 2023-156 PT     | 2039-10-16      | 2.0000%  | 0.0000% | $128142848.00      | $102826566.95      | Agency Collateralized Mortgage Obligation |
| GNMI SF 733989 X     | 2040-10-15      | 4.0000%  | 0.0000% | $2000000.00        | $113981.29         | Agency Mortgage-Backed Securities         |
| GNII SF DM8432 C     | 2055-10-20      | 6.0000%  | 0.0000% | $4839976.00        | $4947839.20        | Agency Mortgage-Backed Securities         |
| GNII SF DM3570 C     | 2055-10-20      | 6.0000%  | 0.0000% | $7646672.00        | $7941879.08        | Agency Mortgage-Backed Securities         |
| GNII SF DM8883 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1097904.00        | $1096559.99        | Agency Mortgage-Backed Securities         |
| GNMI SF 738123 X     | 2041-03-15      | 4.0000%  | 0.0000% | $3170000.00        | $176416.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5651 | 2056-02-01      | 5.5000%  | 0.0000% | $3035140.00        | $3079520.45        | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $50000000.00       | $5859038.53        | Agency Mortgage-Backed Securities         |
| GNII SF DG6786 C     | 2055-02-20      | 6.5000%  | 0.0000% | $876398.00         | $654483.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  | 0.0000% | $403000.00         | $356005.08         | Agency Mortgage-Backed Securities         |
| GNRA 2025-178 FP     | 2055-10-20      | 4.4401%  | 0.0000% | $846229.00         | $830464.87         | Agency Collateralized Mortgage Obligation |
| GNII SF DP2327 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1101224.00        | $1145890.01        | Agency Mortgage-Backed Securities         |
| GNII SF DP4393 C     | 2056-02-20      | 6.0000%  | 0.0000% | $6599656.00        | $6829149.81        | Agency Mortgage-Backed Securities         |
| GNII SF MB0870 M     | 2055-12-20      | 4.5000%  | 0.0000% | $20000000.00       | $19222447.03       | Agency Mortgage-Backed Securities         |
| GNII SF DR3871 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1847002.00        | $1958141.86        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2418 C     | 2056-03-20      | 5.5000%  | 0.0000% | $5666840.00        | $5763911.90        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0551 | 2052-02-01      | 2.5000%  | 0.0000% | $600000.00         | $367292.35         | Agency Mortgage-Backed Securities         |
| GNPL PN CS2714       | 2058-04-15      | 4.6700%  | 0.0000% | $5995807.00        | $5765944.58        | Agency Mortgage-Backed Securities         |
| GNMI SF AM1086 X     | 2041-09-15      | 4.0000%  | 0.0000% | $4598808.00        | $565404.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5719 | 2052-05-01      | 3.0000%  | 0.0000% | $3471000.00        | $2415337.93        | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C     | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $512958.13         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB3432 | 2037-04-01      | 2.0000%  | 0.0000% | $6884128.00        | $3799504.96        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8889 | 2054-07-01      | 7.0000%  | 0.0000% | $10389000.00       | $6925757.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTCB8911 | 2044-07-01      | 5.0000%  | 0.0000% | $2103324.00        | $1685813.34        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7991 | 2033-04-01      | 4.3900%  | 0.0000% | $7000000.00        | $6976895.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4967 | 2054-09-01      | 5.5000%  | 0.0000% | $17667424.00       | $13640265.62       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $513000.00         | $380836.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $1780521.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4113 | 2055-11-01      | 5.5000%  | 0.0000% | $6665568.00        | $6685140.12        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-08-25      | 1.5000%  | 0.0000% | $2000000.00        | $876212.82         | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQF4577 | 2052-12-01      | 4.5000%  | 0.0000% | $4755336.00        | $3759625.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA1341 | 2049-07-01      | 4.5000%  | 0.0000% | $6562528.00        | $648525.97         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0791 | 2047-12-01      | 4.0000%  | 0.0000% | $5358616.00        | $1329430.03        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $117614208.00      | $13017234.61       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T69068 G | 2045-08-01      | 3.5000%  | 0.0000% | $6357624.00        | $906798.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5073 | 2054-09-01      | 5.5000%  | 0.0000% | $2557560.00        | $2532796.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT983063 | 2028-05-01      | 5.0000%  | 0.0000% | $87742848.00       | $391985.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU8667 | 2052-05-01      | 4.0000%  | 0.0000% | $3075000.00        | $2012454.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1559 | 2055-08-01      | 6.5000%  | 0.0000% | $2440892.00        | $2343635.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0700 | 2052-06-01      | 5.0000%  | 0.0000% | $5080250.00        | $3376057.68        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4025 | 2052-07-01      | 4.5000%  | 0.0000% | $2749000.00        | $1957598.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7811 | 2053-07-01      | 6.0000%  | 0.0000% | $2269120.00        | $1955366.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $27667328.00       | $10263805.87       | Agency Mortgage-Backed Securities         |
| GNII SF DF4903 C     | 2054-11-20      | 6.5000%  | 0.0000% | $494516.00         | $376377.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB0897 | 2056-04-01      | 6.0000%  | 0.0000% | $2401484.00        | $2506280.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $896116.00         | $387768.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M     | 2050-10-20      | 3.5000%  | 0.0000% | $176649984.00      | $52960511.61       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA6051 | 2056-04-01      | 4.0000%  | 0.0000% | $268085.00         | $252142.58         | Agency Mortgage-Backed Securities         |
| GNII SF DP7209 C     | 2056-02-20      | 5.5000%  | 0.0000% | $7070040.00        | $7328824.30        | Agency Mortgage-Backed Securities         |
| GNII SF DQ0546 C     | 2056-03-20      | 6.0000%  | 0.0000% | $2250212.00        | $2345150.23        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4724 | 2055-08-01      | 7.0000%  | 0.0000% | $84665088.00       | $72400495.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4168 | 2053-06-01      | 5.0000%  | 0.0000% | $11421152.00       | $11171738.50       | Agency Mortgage-Backed Securities         |
| GNII SF DP1469 C     | 2056-02-20      | 6.0000%  | 0.0000% | $5023448.00        | $5200287.46        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5964 C     | 2056-02-20      | 6.0000%  | 0.0000% | $7677344.00        | $7947352.91        | Agency Mortgage-Backed Securities         |
| GNII SF DQ6387 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1061414.00        | $1097408.72        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2413 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1429802.00        | $1476512.38        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3175 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1664302.00        | $1724672.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA1733 | 2055-12-01      | 6.0000%  | 0.0000% | $1269200.00        | $1299506.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3171 | 2056-01-01      | 5.5000%  | 0.0000% | $15631664.00       | $15725231.07       | Agency Mortgage-Backed Securities         |
| GNII SF DQ2384 C     | 2056-03-20      | 5.0000%  | 0.0000% | $47430208.00       | $47373185.48       | Agency Mortgage-Backed Securities         |
| GNII SF DP3103 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1170848.00        | $1275084.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CR890905 | 2047-01-01      | 3.0000%  | 0.0000% | $7838376.00        | $2600814.75        | Agency Mortgage-Backed Securities         |
| GNII SF DG7461 C     | 2055-06-20      | 6.5000%  | 0.0000% | $406485.00         | $428775.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $100000000.00      | $48172267.25       | Agency Mortgage-Backed Securities         |
| GNII SF DL9867 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2585736.00        | $2677700.79        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2068 C     | 2055-03-20      | 6.5000%  | 0.0000% | $642377.00         | $535020.17         | Agency Mortgage-Backed Securities         |
| GNII SF DQ8018 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1585202.00        | $1596835.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA3227 | 2047-11-01      | 4.5000%  | 0.0000% | $1057734.00        | $501720.16         | Agency Mortgage-Backed Securities         |
| GNII SF DI3588 C     | 2055-05-20      | 6.5000%  | 0.0000% | $400830.00         | $300624.29         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3638 | 2049-04-01      | 4.0000%  | 0.0000% | $61741360.00       | $5017355.37        | Agency Mortgage-Backed Securities         |
| GNII SF DK3192 C     | 2055-08-20      | 6.5000%  | 0.0000% | $879258.00         | $918262.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1233 | 2055-10-01      | 5.5000%  | 0.0000% | $87319040.00       | $83339636.33       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2732 | 2053-11-01      | 6.0000%  | 0.0000% | $48347840.00       | $45596820.90       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB2709 | 2054-04-01      | 6.5000%  | 0.0000% | $3214640.00        | $2632022.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1547 | 2043-07-01      | 4.0000%  | 0.0000% | $2248732.00        | $375641.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH9769 | 2041-04-01      | 4.0000%  | 0.0000% | $2046510.00        | $285268.34         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH1465 | 2040-12-01      | 4.5000%  | 0.0000% | $9189110.00        | $493494.76         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9211 | 2054-08-01      | 6.0000%  | 0.0000% | $1001030.00        | $842577.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 ZLFP0040 | 2050-10-25      | 2.0000%  | 0.0000% | $72952000.00       | $50164271.52       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3791 | 2056-03-01      | 6.0000%  | 0.0000% | $1018032.00        | $1058596.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1887 | 2055-07-01      | 6.0000%  | 0.0000% | $32581696.00       | $31031926.52       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9041 | 2056-04-01      | 5.5000%  | 0.0000% | $7290048.00        | $7419542.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $75978.00          | $56620.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $374000.00         | $215888.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2079 | 2054-05-01      | 6.5000%  | 0.0000% | $31421600.00       | $29506792.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7512 | 2054-03-01      | 5.0000%  | 0.0000% | $1294414.00        | $1082069.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7550 | 2054-07-01      | 5.5000%  | 0.0000% | $1237942.00        | $1217997.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $50013040.00       | $42027621.42       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4426 | 2047-10-01      | 3.5000%  | 0.0000% | $11046240.00       | $2640151.49        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9444 | 2043-12-01      | 3.5000%  | 0.0000% | $80148864.00       | $17478473.66       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2009 | 2052-10-01      | 4.5000%  | 0.0000% | $1742416.00        | $853450.04         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0742 | 2051-11-01      | 2.5000%  | 0.0000% | $702000.00         | $426054.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6569 | 2054-10-01      | 5.5000%  | 0.0000% | $544613.00         | $472069.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7515 | 2050-05-01      | 3.0000%  | 0.0000% | $1775000.00        | $718699.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6420 | 2054-09-01      | 6.0000%  | 0.0000% | $773000.00         | $651993.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $1961000.00        | $1461985.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  | 0.0000% | $54796736.00       | $48064698.03       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0499 | 2048-08-01      | 4.0000%  | 0.0000% | $2370000.00        | $277221.35         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6353 | 2048-04-01      | 3.5000%  | 0.0000% | $1142384.00        | $460539.02         | Agency Mortgage-Backed Securities         |
| GNII SF DN6555 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1219612.00        | $1294126.80        | Agency Mortgage-Backed Securities         |
| GNMI SF 748382 X     | 2042-02-15      | 4.0000%  | 0.0000% | $1590292.00        | $111782.35         | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $26000000.00       | $25737849.72       | Agency Mortgage-Backed Securities         |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $156819712.00      | $154724950.54      | Agency Mortgage-Backed Securities         |
| GNII SF DP1440 C     | 2056-01-20      | 6.5000%  | 0.0000% | $547267.00         | $576606.60         | Agency Mortgage-Backed Securities         |
| GNII SF DH7689 C     | 2055-02-20      | 6.5000%  | 0.0000% | $640849.00         | $579190.63         | Agency Mortgage-Backed Securities         |
| GNII SF DQ7442 C     | 2056-03-20      | 5.5000%  | 0.0000% | $15607080.00       | $15857206.25       | Agency Mortgage-Backed Securities         |
| GNII SF DQ4363 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1525250.00        | $1580041.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3885 | 2055-01-01      | 5.5000%  | 0.0000% | $1408046.00        | $1409331.78        | Agency Mortgage-Backed Securities         |
| GNII SF DQ6296 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1683818.00        | $1738603.87        | Agency Mortgage-Backed Securities         |
| GNRA 2024-036 A      | 2054-07-16      | 4.5000%  | 0.0000% | $4467984.00        | $4055218.27        | Agency Collateralized Mortgage Obligation |
| GNII SF DQ6391 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1186188.00        | $1234742.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA7954 | 2056-03-01      | 6.5000%  | 0.0000% | $1005052.00        | $1061108.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8032 | 2056-03-01      | 5.5000%  | 0.0000% | $2737436.00        | $2781804.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6920 | 2056-01-01      | 5.5000%  | 0.0000% | $6598112.00        | $6672571.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1313 | 2056-04-01      | 5.5000%  | 0.0000% | $4303392.00        | $4372679.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $47742848.00       | $31503154.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $241000.00         | $98340.20          | Agency Mortgage-Backed Securities         |
| GNII SF DP1351 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1001296.00        | $1056299.70        | Agency Mortgage-Backed Securities         |
| GNII SF DP3836 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2014252.00        | $2085112.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  | 0.0000% | $213610496.00      | $128335367.99      | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  | 0.0000% | $1935000.00        | $1071284.48        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF4390 | 2052-12-01      | 4.5000%  | 0.0000% | $1145924.00        | $764806.49         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6617 | 2054-10-01      | 6.0000%  | 0.0000% | $4891216.00        | $4424963.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3391 | 2037-08-01      | 3.5000%  | 0.0000% | $18203072.00       | $805319.03         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0101 | 2056-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $314469.83         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ8033 | 2051-05-01      | 2.5000%  | 0.0000% | $10000000.00       | $5914673.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  | 0.0000% | $2180610.00        | $582371.78         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3780 | 2046-01-01      | 3.5000%  | 0.0000% | $3920000.00        | $905436.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3WSF6001 | 2034-10-01      | 4.5000%  | 0.0000% | $9046500.00        | $2160196.36        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3119 | 2051-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $2764858.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0797 | 2056-02-01      | 5.5000%  | 0.0000% | $4245952.00        | $4299466.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2819 | 2048-12-01      | 5.0000%  | 0.0000% | $60196864.00       | $12776668.66       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4143 | 2048-08-01      | 3.5000%  | 0.0000% | $181276416.00      | $164863217.86      | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7648 | 2055-05-01      | 6.5000%  | 0.0000% | $1058270.00        | $1093915.55        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA4227 | 2030-12-01      | 2.5000%  | 0.0000% | $4285008.00        | $875351.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3890 | 2052-06-01      | 3.0000%  | 0.0000% | $647281.00         | $446720.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1315 | 2056-04-01      | 5.5000%  | 0.0000% | $2539900.00        | $2581962.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCA9342 | 2041-02-01      | 3.0000%  | 0.0000% | $1336492.00        | $500895.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $2832808.00        | $2265686.65        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2733 | 2054-09-01      | 6.0000%  | 0.0000% | $19965056.00       | $17952340.52       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662 | 2055-03-01      | 6.0000%  | 0.0000% | $41000000.00       | $31587119.81       | Agency Mortgage-Backed Securities         |
| GNII SF DH7967 C     | 2055-03-20      | 6.5000%  | 0.0000% | $627066.00         | $475519.23         | Agency Mortgage-Backed Securities         |
| GNII SF DM9333 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2152132.00        | $2266238.42        | Agency Mortgage-Backed Securities         |
| GNII SF DP1482 C     | 2056-02-20      | 6.5000%  | 0.0000% | $531291.00         | $562247.83         | Agency Mortgage-Backed Securities         |
| GNII SF DN8992 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1351104.00        | $1397707.74        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB2085 | 2041-01-01      | 4.0000%  | 0.0000% | $42000000.00       | $1523578.04        | Agency Mortgage-Backed Securities         |
| GNII SF DN7128 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1888888.00        | $1862864.98        | Agency Mortgage-Backed Securities         |
| GNII ET DL8336 C     | 2065-08-20      | 2.0000%  | 0.0000% | $1108302.00        | $849028.72         | Agency Mortgage-Backed Securities         |
| GNII SF DP6930 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3753976.00        | $3944971.24        | Agency Mortgage-Backed Securities         |
| GNII SF DP1441 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1042238.00        | $1126026.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $32179636.21       | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M     | 2051-03-20      | 3.5000%  | 0.0000% | $51199000.00       | $19218502.43       | Agency Mortgage-Backed Securities         |
| GNII SF DL5104 C     | 2055-10-20      | 6.0000%  | 0.0000% | $8097232.00        | $8234166.68        | Agency Mortgage-Backed Securities         |
| GNII SF BL4662 C     | 2049-05-20      | 5.0000%  | 0.0000% | $18779296.00       | $2615627.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1322 | 2056-04-01      | 5.5000%  | 0.0000% | $2367584.00        | $2416954.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1319 | 2056-04-01      | 5.5000%  | 0.0000% | $3193260.00        | $3257890.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6057 | 2056-02-01      | 5.5000%  | 0.0000% | $1949786.00        | $1342846.21        | Agency Mortgage-Backed Securities         |
| GNRM 2026-026 DM     | 2054-03-20      | 4.5000%  | 0.0000% | $19166656.00       | $18440393.07       | Agency Collateralized Mortgage Obligation |
| GNII SF DR3865 C     | 2056-04-20      | 6.5000%  | 0.0000% | $2150152.00        | $2291995.62        | Agency Mortgage-Backed Securities         |
| GNII SF DI3431 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1029092.00        | $988235.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB9043 | 2044-08-01      | 5.5000%  | 0.0000% | $23703456.00       | $16819535.82       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6530 | 2053-06-01      | 5.5000%  | 0.0000% | $10400000.00       | $7567195.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7437 | 2053-11-01      | 5.5000%  | 0.0000% | $84427392.00       | $74243899.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | 0.0000% | $10900000.00       | $6620958.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3840 | 2029-11-01      | 3.0000%  | 0.0000% | $6000000.00        | $333810.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN2005 | 2048-12-01      | 5.0000%  | 0.0000% | $3118484.00        | $509957.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0461 | 2055-12-01      | 5.5000%  | 0.0000% | $10970000.00       | $11032497.83       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1115 | 2055-08-01      | 6.0000%  | 0.0000% | $6801120.00        | $5077876.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCB9758 | 2045-01-01      | 6.5000%  | 0.0000% | $4404672.00        | $3759664.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7581 | 2051-06-01      | 2.0000%  | 0.0000% | $6143680.00        | $3773045.57        | Agency Mortgage-Backed Securities         |
| GNII SF BR5939 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1469998.00        | $639088.29         | Agency Mortgage-Backed Securities         |
| GNII SF DM6148 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2089052.00        | $2172469.77        | Agency Mortgage-Backed Securities         |
| GNII SF DM7311 C     | 2055-09-20      | 6.0000%  | 0.0000% | $20429728.00       | $20709736.29       | Agency Mortgage-Backed Securities         |
| GNII SF DN0713 C     | 2055-09-20      | 6.0000%  | 0.0000% | $8023424.00        | $8401206.63        | Agency Mortgage-Backed Securities         |
| GNRM 2019-01 KD      | 2049-01-20      | 3.5000%  | 0.0000% | $400000.00         | $361978.58         | Agency Collateralized Mortgage Obligation |
| GNII SF DI8730 C     | 2055-07-20      | 6.5000%  | 0.0000% | $814447.00         | $752221.46         | Agency Mortgage-Backed Securities         |
| GNII SF DI0784 C     | 2055-03-20      | 6.5000%  | 0.0000% | $561793.00         | $307439.91         | Agency Mortgage-Backed Securities         |
| GNII SF DI3444 C     | 2055-04-20      | 6.5000%  | 0.0000% | $365685.00         | $319419.95         | Agency Mortgage-Backed Securities         |
| GNII SF DL0534 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6452760.00        | $6694618.16        | Agency Mortgage-Backed Securities         |
| GNRA 2024-073 A      | 2056-10-16      | 3.5000%  | 0.0000% | $12497280.00       | $11112526.08       | Agency Collateralized Mortgage Obligation |
| GNII SF DI3647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $505540.00         | $530841.44         | Agency Mortgage-Backed Securities         |
| GNII SF DO3422 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1058470.00        | $1119925.54        | Agency Mortgage-Backed Securities         |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $100000.00         | $51654.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | 0.0000% | $1189000.00        | $242529.92         | Agency Mortgage-Backed Securities         |
| GNMI SF AO7289 X     | 2045-08-15      | 3.0000%  | 0.0000% | $447883.00         | $61041.12          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9788 | 2051-12-01      | 3.0000%  | 0.0000% | $30400600.00       | $19036096.06       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $523000.00         | $364824.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9933 | 2051-11-01      | 3.0000%  | 0.0000% | $15000000.00       | $9565058.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2948 | 2054-09-01      | 5.5000%  | 0.0000% | $20488192.00       | $19280663.09       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059 | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $46686806.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $5609000.00        | $3715421.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $2775504.00        | $2237278.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS0837 | 2043-10-01      | 5.0000%  | 0.0000% | $29453888.00       | $1347043.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9069 | 2041-04-01      | 4.5000%  | 0.0000% | $40000000.00       | $2718322.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8010 | 2054-07-01      | 6.5000%  | 0.0000% | $2018936.00        | $1735545.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2967 | 2053-05-01      | 5.5000%  | 0.0000% | $3850000.00        | $2721811.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  | 0.0000% | $5168408.00        | $2381528.37        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5764 | 2051-09-01      | 2.0000%  | 0.0000% | $650000.00         | $378600.36         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4510 | 2044-11-01      | 4.0000%  | 0.0000% | $4999440.00        | $377156.93         | Agency Mortgage-Backed Securities         |
| GNII SF DQ8029 C     | 2056-03-20      | 6.0000%  | 0.0000% | $2329060.00        | $2420740.89        | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X     | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $496412.47         | Agency Mortgage-Backed Securities         |
| GNMI SF 604389 X     | 2033-06-15      | 5.0000%  | 0.0000% | $11131614.00       | $219657.41         | Agency Mortgage-Backed Securities         |
| GNII SF DR0688 C     | 2056-03-20      | 6.0000%  | 0.0000% | $2835956.00        | $2967406.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  | 0.0000% | $14215000.00       | $10352401.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $32030000.00       | $3896603.80        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7900 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1288118.00        | $1363392.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  | 0.0000% | $977800.00         | $659601.34         | Agency Mortgage-Backed Securities         |
| GNII SF DL5314 C     | 2055-11-20      | 6.0000%  | 0.0000% | $10113424.00       | $10115622.40       | Agency Mortgage-Backed Securities         |
| GNII SF DM6512 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2226740.00        | $2327994.41        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7857 | 2036-07-01      | 2.0000%  | 0.0000% | $1478706.00        | $780223.55         | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $53000.00          | $23905.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $15016000.00       | $10433778.77       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $48966144.00       | $29697417.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3990 | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $640590.60         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0559 | 2036-10-01      | 1.5000%  | 0.0000% | $25000000.00       | $13087826.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9075 | 2053-03-01      | 5.0000%  | 0.0000% | $563471.00         | $395718.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0855 | 2054-08-01      | 6.0000%  | 0.0000% | $1126040.00        | $1017002.05        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  | 0.0000% | $50000000.00       | $27104664.12       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $1170272.00        | $816198.88         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2049-08-25      | 3.0000%  | 0.0000% | $15196368.00       | $4247824.54        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $1300000.00        | $717336.55         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 ZL310035 | 2035-01-01      | 7.0000%  | 0.0000% | $47700608.00       | $1110405.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $37032000.00       | $18030957.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH5936 | 2053-12-01      | 6.0000%  | 0.0000% | $3948000.00        | $2878021.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2558 | 2052-01-01      | 2.5000%  | 0.0000% | $579697.00         | $345078.15         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2755 | 2052-02-01      | 3.0000%  | 0.0000% | $810000.00         | $513356.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $9990000.00        | $1112407.92        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $1838514.00        | $532261.63         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0483 | 2046-11-01      | 4.5000%  | 0.0000% | $2252000.00        | $412162.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3SZN0117 | 2042-12-01      | 3.5000%  | 0.0000% | $33363072.00       | $3962388.46        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0063 | 2047-03-01      | 4.5000%  | 0.0000% | $8356656.00        | $1495438.51        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2314 | 2033-09-01      | 3.5000%  | 0.0000% | $6300000.00        | $601582.10         | Agency Mortgage-Backed Securities         |
| GNII SF DL5371 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1770138.00        | $1865516.89        | Agency Mortgage-Backed Securities         |
| GNII SF DK7925 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1460952.00        | $1521459.91        | Agency Mortgage-Backed Securities         |
| GNII SF DO5660 C     | 2056-02-20      | 6.5000%  | 0.0000% | $620416.00         | $657330.09         | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1430164.00        | $1321526.41        | Agency Mortgage-Backed Securities         |
| GNII SF DM4808 C     | 2056-02-20      | 5.5000%  | 0.0000% | $9942736.00        | $10113210.62       | Agency Mortgage-Backed Securities         |
| GNII SF DI6924 C     | 2055-03-20      | 6.5000%  | 0.0000% | $947408.00         | $936758.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9635 | 2053-08-01      | 6.0000%  | 0.0000% | $782709.00         | $674920.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  | 0.0000% | $1394000.00        | $1022716.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1058 | 2052-10-01      | 4.0000%  | 0.0000% | $18547936.00       | $16128732.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8046 | 2056-02-01      | 5.5000%  | 0.0000% | $2615000.00        | $2638627.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3562 | 2055-10-01      | 5.5000%  | 0.0000% | $3843000.00        | $3528765.44        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2302 | 2033-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $1598958.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $1300130.00        | $984390.67         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0616 | 2052-04-01      | 3.0000%  | 0.0000% | $2003100.00        | $1553331.49        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6604 | 2052-01-01      | 3.0000%  | 0.0000% | $920000.00         | $567120.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1240324.30        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $2343000.00        | $1674544.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3603 | 2053-10-01      | 6.0000%  | 0.0000% | $8769792.00        | $5691867.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC5637 | 2051-08-01      | 2.0000%  | 0.0000% | $18048064.00       | $10625102.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9578 | 2055-01-01      | 4.5000%  | 0.0000% | $1508788.00        | $1435455.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU0475 | 2051-10-01      | 5.0000%  | 0.0000% | $2850176.00        | $800018.54         | Agency Mortgage-Backed Securities         |
| GNII SF DQ4125 C     | 2056-04-20      | 6.0000%  | 0.0000% | $2881432.00        | $2999171.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1721 | 2037-07-01      | 6.0000%  | 0.0000% | $22403000.00       | $262955.38         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2718 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3173750.00        | $3291432.72        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8028 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1695614.00        | $1762976.09        | Agency Mortgage-Backed Securities         |
| GNMI SF AE8170 X     | 2044-02-15      | 4.0000%  | 0.0000% | $7000000.00        | $780597.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $163149.00         | $66983.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7934 | 2056-02-01      | 5.5000%  | 0.0000% | $1442750.00        | $1470621.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA7783 | 2056-03-01      | 6.0000%  | 0.0000% | $1048890.00        | $1083555.65        | Agency Mortgage-Backed Securities         |
| GNMI SF 711633 X     | 2042-02-15      | 4.0000%  | 0.0000% | $30000.00          | $6535.88           | Agency Mortgage-Backed Securities         |
| GNMI SF 762412 X     | 2041-11-15      | 4.0000%  | 0.0000% | $2800000.00        | $165088.56         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $1638918.00        | $510219.03         | Agency Mortgage-Backed Securities         |
| GNII SF DP2405 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1068374.00        | $1087660.88        | Agency Mortgage-Backed Securities         |
| GNII SF DP7069 C     | 2056-01-20      | 6.0000%  | 0.0000% | $21981536.00       | $22734309.45       | Agency Mortgage-Backed Securities         |
| GNII SF DQ5948 C     | 2056-02-20      | 6.5000%  | 0.0000% | $930653.00         | $984626.89         | Agency Mortgage-Backed Securities         |
| GNII SF DQ4247 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1639676.00        | $1700715.12        | Agency Mortgage-Backed Securities         |
| GNII SF 625497 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1105340.00        | $779362.03         | Agency Mortgage-Backed Securities         |
| GNMI SF 724289 X     | 2039-08-15      | 5.0000%  | 0.0000% | $3020700.00        | $364625.65         | Agency Mortgage-Backed Securities         |

### Security 305: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCFB7, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1HCFB7
- **C.18 - Value (incl. sponsor support):** $646000000.00
- **C.18.a - Value (excl. sponsor support):** $646000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2027-07-15      | 0.3750%  | 0.0000% | $1249600.00        | $1672720.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $257900.00         | $258638.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $500000.00         | $497995.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $33530000.00       | $33302063.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $1382600.00        | $1377581.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $382300.00         | $275355.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $4368300.00        | $4425397.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $193900.00         | $194494.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $4098000.00        | $4869423.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $401300.00         | $406316.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $109300000.00      | $108800233.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $600.00            | $688.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $2000.00           | $1981.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $800.00            | $533.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $18124000.00       | $18408652.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $10782600.00       | $14060655.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $16094000.00       | $16685202.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $5400000.00        | $5742166.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $4999800.00        | $5141799.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $5000100.00        | $5443079.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $97000.00          | $103391.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $56234700.00       | $57949600.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50849970.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $600.00            | $591.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $948900.00         | $938152.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $5066000.00        | $7563945.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $1200000.00        | $1210874.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $54800000.00       | $51523113.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $5800000.00        | $5839371.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $19500000.00       | $19862231.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $184200.00         | $180462.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $20393800.00       | $17721605.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $4086600.00        | $4084985.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $59758500.00       | $60950257.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $7899800.00        | $7967827.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $8419000.00        | $8508726.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $2000000.00        | $1982784.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $5079300.00        | $4428353.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $3805400.00        | $5019670.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $6214200.00        | $6258697.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $13621000.00       | $13817918.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $102948900.00      | $109142929.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $79900.00          | $79914.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $348900.00         | $336374.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $980700.00         | $860316.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $198300.00         | $172338.89         | U.S. Treasuries (including strips) |

### Security 306: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 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: ARP1HCFU5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1HCFU5
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-04-15      | 1.2500%  | 0.0000% | $9214800.00        | $9180976.97        | U.S. Treasuries (including strips) |

### Security 307: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 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: ARP1HCKH8, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1HCKH8
- **C.18 - Value (incl. sponsor support):** $835000000.00
- **C.18.a - Value (excl. sponsor support):** $835000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $401157222.00      | $184877834.83      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 BD     | 2050-11-20      | 1.0000%  | 0.0000% | $7188434.00        | $2995909.36        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2042-12-15      | 4.7684%  | 0.0000% | $32391312.00       | $1096590.40        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 HA     | 2050-10-20      | 1.0000%  | 0.0000% | $60251761.00       | $26264705.52       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA     | 2050-10-20      | 1.0000%  | 0.0000% | $168839821.00      | $73652096.41       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC     | 2050-10-20      | 1.2500%  | 0.0000% | $1766531.00        | $772649.53         | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $396676715.00      | $200024725.35      | Agency Mortgage-Backed Securities         |
| GNRM 2020-101 AG     | 2050-07-20      | 1.5000%  | 0.0000% | $3945003.00        | $1415955.02        | Agency Collateralized Mortgage Obligation |
| FNRM CL003GA R21F003 | 2051-02-25      | 1.5000%  | 0.0000% | $67884000.00       | $34731057.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $332793579.00      | $201190201.77      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC     | 2050-10-20      | 1.2500%  | 0.0000% | $210561321.00      | $93146745.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2042-10-15      | 4.7543%  | 0.0000% | $19232100.00       | $1745328.98        | Agency Collateralized Mortgage Obligation |
| FNRM CL003EA R21F003 | 2051-02-25      | 1.2500%  | 0.0000% | $60413000.00       | $33975962.12       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2044-04-15      | 4.7867%  | 0.0000% | $13084335.00       | $2244818.02        | Agency Collateralized Mortgage Obligation |
| FNRM RC102AB R20F102 | 2051-01-25      | 1.2500%  | 0.0000% | $20896754.00       | $10287975.37       | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-05-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO