# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-022288
**Filing Date:** 2026-3
**Character Count:** 1192410
**Document Hash:** 8b907be83f7725267679e406bfd1176d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022288.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022288

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26730168

**BUSINESS ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124
- **BUSINESS PHONE:** 1-800-648-5300

**MAIL ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124

**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):** 2026-02-28

**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:** 43 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $91624164321.80

- **Amortized Cost of Portfolio Securities:** $91619666180.64

- **Cash:** $0.64

- **Total Other Assets:** $205269820.29

- **Total Liabilities:** $586291567.59

- **Net Assets of Series:** $91238644433.98

- **Number of Shares Outstanding (Series):** 91238262032.7900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $45166394904.35           | $61179597117.64            | 49.5000%                  | 67.0400%                   |
| 2026-02-03 | $49985334779.49           | $61808649317.00            | 54.3200%                  | 67.1600%                   |
| 2026-02-04 | $41319704582.11           | $61729105068.67            | 44.7300%                  | 66.8300%                   |
| 2026-02-05 | $43098626683.62           | $60864300762.69            | 47.1000%                  | 66.5100%                   |
| 2026-02-06 | $40057906171.52           | $61293971581.11            | 43.7400%                  | 66.9300%                   |
| 2026-02-09 | $44407953515.83           | $62105665254.58            | 48.5100%                  | 67.8400%                   |
| 2026-02-10 | $47958532297.56           | $61783326083.24            | 52.4100%                  | 67.5200%                   |
| 2026-02-11 | $38577674630.63           | $62566106913.21            | 41.9500%                  | 68.0400%                   |
| 2026-02-12 | $41916635714.22           | $62215441060.80            | 45.6300%                  | 67.7300%                   |
| 2026-02-13 | $42052639874.59           | $62668720103.28            | 45.8800%                  | 68.3800%                   |
| 2026-02-17 | $48307819732.22           | $63061206586.35            | 53.0100%                  | 69.2000%                   |
| 2026-02-18 | $45534547279.15           | $64037320000.95            | 49.3200%                  | 69.3600%                   |
| 2026-02-19 | $48062107549.40           | $63376876789.66            | 52.3600%                  | 69.0400%                   |
| 2026-02-20 | $44635989658.08           | $64230775755.92            | 48.4200%                  | 69.6700%                   |
| 2026-02-23 | $48039439566.93           | $64181340156.99            | 52.2900%                  | 69.8600%                   |
| 2026-02-24 | $49544115197.30           | $64128697808.02            | 53.9300%                  | 69.8100%                   |
| 2026-02-25 | $45455370481.44           | $64461065597.38            | 49.1600%                  | 69.7200%                   |
| 2026-02-26 | $49585473807.29           | $64044534735.28            | 54.0000%                  | 69.7500%                   |
| 2026-02-27 | $45209238056.31           | $63783870295.46            | 49.2300%                  | 69.4600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7400%             |
| 2026-02-03 | 3.7400%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7500%             |
| 2026-02-09 | 3.7400%             |
| 2026-02-10 | 3.7400%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7400%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7500%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7400%             |
| 2026-02-27 | 3.7300%             |

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

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24244341187.05

- **Number of Shares Outstanding:** 24244159094.2200

- **Expense Reimbursement/Waiver:** 121134.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $42062285.01              | $0.00                   |
| 2026-02-03 | $464394738.81             | $0.00                   |
| 2026-02-04 | $17482396.39              | $0.00                   |
| 2026-02-05 | $0.00                     | $274891414.04           |
| 2026-02-06 | $20216579.47              | $0.00                   |
| 2026-02-09 | $0.00                     | $87573934.40            |
| 2026-02-10 | $0.00                     | $91257378.70            |
| 2026-02-11 | $0.00                     | $12621084.57            |
| 2026-02-12 | $0.00                     | $29501573.44            |
| 2026-02-13 | $182639100.27             | $0.00                   |
| 2026-02-17 | $0.00                     | $225738688.89           |
| 2026-02-18 | $759367418.17             | $0.00                   |
| 2026-02-19 | $0.00                     | $199550608.54           |
| 2026-02-20 | $201089551.72             | $0.00                   |
| 2026-02-23 | $0.00                     | $530998248.18           |
| 2026-02-24 | $104588586.41             | $0.00                   |
| 2026-02-25 | $0.00                     | $24640747.44            |
| 2026-02-26 | $0.00                     | $67682915.88            |
| 2026-02-27 | $140934591.37             | $0.00                   |

**Total Gross Subscriptions (Month):** $1932775247.62

**Total Gross Redemptions (Month):** $1544456594.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3000%           |
| 2026-02-03 | 3.3000%           |
| 2026-02-04 | 3.3100%           |
| 2026-02-05 | 3.3100%           |
| 2026-02-06 | 3.3100%           |
| 2026-02-09 | 3.3000%           |
| 2026-02-10 | 3.3000%           |
| 2026-02-11 | 3.3000%           |
| 2026-02-12 | 3.3000%           |
| 2026-02-13 | 3.3000%           |
| 2026-02-17 | 3.3000%           |
| 2026-02-18 | 3.3100%           |
| 2026-02-19 | 3.3100%           |
| 2026-02-20 | 3.3100%           |
| 2026-02-23 | 3.3000%           |
| 2026-02-24 | 3.3000%           |
| 2026-02-25 | 3.3000%           |
| 2026-02-26 | 3.3000%           |
| 2026-02-27 | 3.2900%           |

**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:** $32318154705.10

- **Number of Shares Outstanding:** 32317986882.6100

- **Expense Reimbursement/Waiver:** 162450.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $201022598.46             | $170164815.68           |
| 2026-02-03 | $250998024.84             | $219581661.16           |
| 2026-02-04 | $277486889.07             | $401478396.10           |
| 2026-02-05 | $197166677.92             | $212594482.67           |
| 2026-02-06 | $247084818.66             | $179310937.24           |
| 2026-02-09 | $211043077.89             | $137967139.60           |
| 2026-02-10 | $208743766.76             | $255711466.08           |
| 2026-02-11 | $138180711.13             | $200601906.85           |
| 2026-02-12 | $160123250.54             | $160841474.46           |
| 2026-02-13 | $147322284.72             | $137270330.23           |
| 2026-02-17 | $158999008.13             | $177561186.10           |
| 2026-02-18 | $249116464.86             | $205716243.52           |
| 2026-02-19 | $174646529.57             | $232705473.56           |
| 2026-02-20 | $217062117.75             | $225580771.04           |
| 2026-02-23 | $189974817.94             | $152003674.04           |
| 2026-02-24 | $180055630.07             | $204783784.62           |
| 2026-02-25 | $155825687.22             | $154744290.42           |
| 2026-02-26 | $141758430.01             | $177698838.47           |
| 2026-02-27 | $123353522.89             | $196415479.15           |

**Total Gross Subscriptions (Month):** $3629964308.43

**Total Gross Redemptions (Month):** $3802732350.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4000%           |
| 2026-02-03 | 3.4000%           |
| 2026-02-04 | 3.4100%           |
| 2026-02-05 | 3.4100%           |
| 2026-02-06 | 3.4100%           |
| 2026-02-09 | 3.4000%           |
| 2026-02-10 | 3.4000%           |
| 2026-02-11 | 3.4000%           |
| 2026-02-12 | 3.4000%           |
| 2026-02-13 | 3.4000%           |
| 2026-02-17 | 3.4000%           |
| 2026-02-18 | 3.4100%           |
| 2026-02-19 | 3.4100%           |
| 2026-02-20 | 3.4100%           |
| 2026-02-23 | 3.4000%           |
| 2026-02-24 | 3.4000%           |
| 2026-02-25 | 3.4000%           |
| 2026-02-26 | 3.4000%           |
| 2026-02-27 | 3.3900%           |

**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:** $34676148541.83

- **Number of Shares Outstanding:** 34676116055.9600

- **Expense Reimbursement/Waiver:** 173151.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $190841886.61             | $226103918.48           |
| 2026-02-03 | $306025226.76             | $181132837.45           |
| 2026-02-04 | $197808898.14             | $336912190.72           |
| 2026-02-05 | $215002231.37             | $178312517.28           |
| 2026-02-06 | $159903100.28             | $180632073.06           |
| 2026-02-09 | $134519090.31             | $231570377.61           |
| 2026-02-10 | $262835194.80             | $259518661.96           |
| 2026-02-11 | $119115191.42             | $173286081.74           |
| 2026-02-12 | $130261610.09             | $138212012.99           |
| 2026-02-13 | $273555118.45             | $199480579.40           |
| 2026-02-17 | $158481909.51             | $174839424.11           |
| 2026-02-18 | $291776098.43             | $189988077.48           |
| 2026-02-19 | $324566364.94             | $145556174.73           |
| 2026-02-20 | $335520108.96             | $155506000.67           |
| 2026-02-23 | $168485647.13             | $188435676.37           |
| 2026-02-24 | $169000095.02             | $226502377.77           |
| 2026-02-25 | $214970400.28             | $186741853.10           |
| 2026-02-26 | $61751578.92              | $164753628.68           |
| 2026-02-27 | $127636707.72             | $163860430.95           |

**Total Gross Subscriptions (Month):** $3842056459.14

**Total Gross Redemptions (Month):** $3701344894.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5500%           |
| 2026-02-03 | 3.5500%           |
| 2026-02-04 | 3.5600%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5500%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5500%           |
| 2026-02-18 | 3.5600%           |
| 2026-02-19 | 3.5600%           |
| 2026-02-20 | 3.5600%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5400%           |

**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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $11060840.36
- **C.18.a - Value (excl. sponsor support):** $11060840.36
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 0.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALHH0, C.4 - ISIN: US3130ALHH04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58736535.68
- **C.18.a - Value (excl. sponsor support):** $58736535.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALX66, C.4 - ISIN: US3130ALX667, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12404883.49
- **C.18.a - Value (excl. sponsor support):** $12404883.49
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **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 6: 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):** $8631908.41
- **C.18.a - Value (excl. sponsor support):** $8631908.41
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 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):** $4955527.05
- **C.18.a - Value (excl. sponsor support):** $4955527.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 8: 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):** $5948293.98
- **C.18.a - Value (excl. sponsor support):** $5948293.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AUU36, C.4 - ISIN: US3130AUU367, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14951636.43
- **C.18.a - Value (excl. sponsor support):** $14951636.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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 10: 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):** $35601026.44
- **C.18.a - Value (excl. sponsor support):** $35601026.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 11: 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):** $2920030.39
- **C.18.a - Value (excl. sponsor support):** $2920030.39
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0ZP7, C.4 - ISIN: US3130B0ZP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22597725.10
- **C.18.a - Value (excl. sponsor support):** $22597725.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48905681.69
- **C.18.a - Value (excl. sponsor support):** $48905681.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **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 14: 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: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72637604.62
- **C.18.a - Value (excl. sponsor support):** $72637604.62
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: 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):** $1819418.45
- **C.18.a - Value (excl. sponsor support):** $1819418.45
- **C.19 - Percentage of Net Assets:** 0.0000%
- **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 16: 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: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245500137.48
- **C.18.a - Value (excl. sponsor support):** $245500137.48
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: 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: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121302657.68
- **C.18.a - Value (excl. sponsor support):** $121302657.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145290780.49
- **C.18.a - Value (excl. sponsor support):** $145290780.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96788917.37
- **C.18.a - Value (excl. sponsor support):** $96788917.37
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 20: 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: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174402216.63
- **C.18.a - Value (excl. sponsor support):** $174402216.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 21: 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: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193513233.47
- **C.18.a - Value (excl. sponsor support):** $193513233.47
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **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 22: 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: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145286450.63
- **C.18.a - Value (excl. sponsor support):** $145286450.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96722304.82
- **C.18.a - Value (excl. sponsor support):** $96722304.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **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):** $266541728.57
- **C.18.a - Value (excl. sponsor support):** $266541728.57
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 25: 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: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241969131.85
- **C.18.a - Value (excl. sponsor support):** $241969131.85
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.785000%
- **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):** $193611045.78
- **C.18.a - Value (excl. sponsor support):** $193611045.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121288357.44
- **C.18.a - Value (excl. sponsor support):** $121288357.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145081310.76
- **C.18.a - Value (excl. sponsor support):** $145081310.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WL6, C.4 - ISIN: US3130B6WL65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241697916.55
- **C.18.a - Value (excl. sponsor support):** $241697916.55
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 30: 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: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86610522.77
- **C.18.a - Value (excl. sponsor support):** $86610522.77
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 31: 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: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144999140.15
- **C.18.a - Value (excl. sponsor support):** $144999140.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 32: 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: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241000026.51
- **C.18.a - Value (excl. sponsor support):** $241000026.51
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.051000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NL4, C.4 - ISIN: US3130B7NL40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217400878.30
- **C.18.a - Value (excl. sponsor support):** $217400878.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 34: 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: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145052505.95
- **C.18.a - Value (excl. sponsor support):** $145052505.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242308080.71
- **C.18.a - Value (excl. sponsor support):** $242308080.71
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **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):** $169138571.55
- **C.18.a - Value (excl. sponsor support):** $169138571.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: 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):** $241235251.74
- **C.18.a - Value (excl. sponsor support):** $241235251.74
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22200759.24
- **C.18.a - Value (excl. sponsor support):** $22200759.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.675000%
- **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):** $6000039.90
- **C.18.a - Value (excl. sponsor support):** $6000039.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **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):** $119228820.18
- **C.18.a - Value (excl. sponsor support):** $119228820.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: 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: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113201567.82
- **C.18.a - Value (excl. sponsor support):** $113201567.82
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: 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: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162599121.96
- **C.18.a - Value (excl. sponsor support):** $162599121.96
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EC2, C.4 - ISIN: US3130B8EC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236198724.52
- **C.18.a - Value (excl. sponsor support):** $236198724.52
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.380000%
- **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):** $240947887.60
- **C.18.a - Value (excl. sponsor support):** $240947887.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $241179522.01
- **C.18.a - Value (excl. sponsor support):** $241179522.01
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 46: 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: 3130B8JF0, C.4 - ISIN: US3130B8JF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244502985.35
- **C.18.a - Value (excl. sponsor support):** $244502985.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.815000%
- **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):** $216920100.13
- **C.18.a - Value (excl. sponsor support):** $216920100.13
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 48: 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):** $144557865.51
- **C.18.a - Value (excl. sponsor support):** $144557865.51
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 49: 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: 3130B8Q39, C.4 - ISIN: US3130B8Q392, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $231406766.14
- **C.18.a - Value (excl. sponsor support):** $231406766.14
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 50: 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: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134902426.85
- **C.18.a - Value (excl. sponsor support):** $134902426.85
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SW3, C.4 - ISIN: US3130B8SW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240909903.40
- **C.18.a - Value (excl. sponsor support):** $240909903.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: 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):** $120574931.48
- **C.18.a - Value (excl. sponsor support):** $120574931.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 53: 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: 3130B93C2, C.4 - ISIN: US3130B93C26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124409617.36
- **C.18.a - Value (excl. sponsor support):** $124409617.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 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 54: 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: 3130B96H8, C.4 - ISIN: US3130B96H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123909613.40
- **C.18.a - Value (excl. sponsor support):** $123909613.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL 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):** $148680189.22
- **C.18.a - Value (excl. sponsor support):** $148680189.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.785000%
- **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):** $121720630.58
- **C.18.a - Value (excl. sponsor support):** $121720630.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.785000%
- **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):** $223122086.90
- **C.18.a - Value (excl. sponsor support):** $223122086.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: 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):** $149471936.42
- **C.18.a - Value (excl. sponsor support):** $149471936.42
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313H92, C.4 - ISIN: US313313H928, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $184591346.94
- **C.18.a - Value (excl. sponsor support):** $184591346.94
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48475750.00
- **C.18.a - Value (excl. sponsor support):** $48475750.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? 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: 313313TX6, C.4 - ISIN: US313313TX66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43369620.00
- **C.18.a - Value (excl. sponsor support):** $43369620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 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: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48441800.00
- **C.18.a - Value (excl. sponsor support):** $48441800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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? 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: 313313UM8, C.4 - ISIN: US313313UM82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48298360.00
- **C.18.a - Value (excl. sponsor support):** $48298360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313V39, C.4 - ISIN: US313313V390, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42266563.59
- **C.18.a - Value (excl. sponsor support):** $42266563.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52727462.34
- **C.18.a - Value (excl. sponsor support):** $52727462.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **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? Yes, C.23 Categorized at Level 3? No

### Security 66: 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: 313313VW5, C.4 - ISIN: US313313VW55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23971306.00
- **C.18.a - Value (excl. sponsor support):** $23971306.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: 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):** $219551678.07
- **C.18.a - Value (excl. sponsor support):** $219551678.07
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 68: 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):** $206268761.97
- **C.18.a - Value (excl. sponsor support):** $206268761.97
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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):** $47640719.49
- **C.18.a - Value (excl. sponsor support):** $47640719.49
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 70: 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):** $85709288.88
- **C.18.a - Value (excl. sponsor support):** $85709288.88
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 71: 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):** $33304970.95
- **C.18.a - Value (excl. sponsor support):** $33304970.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 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: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243839398.00
- **C.18.a - Value (excl. sponsor support):** $243839398.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26446264.25
- **C.18.a - Value (excl. sponsor support):** $26446264.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97320465.00
- **C.18.a - Value (excl. sponsor support):** $97320465.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243428503.75
- **C.18.a - Value (excl. sponsor support):** $243428503.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385F84, C.4 - ISIN: US313385F847, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243050499.17
- **C.18.a - Value (excl. sponsor support):** $243050499.17
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194540292.67
- **C.18.a - Value (excl. sponsor support):** $194540292.67
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145812475.12
- **C.18.a - Value (excl. sponsor support):** $145812475.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **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 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: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192196167.98
- **C.18.a - Value (excl. sponsor support):** $192196167.98
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **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 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: 313385K62, C.4 - ISIN: US313385K623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145920915.22
- **C.18.a - Value (excl. sponsor support):** $145920915.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **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 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: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $548235480.00
- **C.18.a - Value (excl. sponsor support):** $548235480.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: 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: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120551760.00
- **C.18.a - Value (excl. sponsor support):** $120551760.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142178875.00
- **C.18.a - Value (excl. sponsor support):** $142178875.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $289626120.00
- **C.18.a - Value (excl. sponsor support):** $289626120.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240831300.00
- **C.18.a - Value (excl. sponsor support):** $240831300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 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: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97229167.00
- **C.18.a - Value (excl. sponsor support):** $97229167.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317554800.00
- **C.18.a - Value (excl. sponsor support):** $317554800.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $578099520.00
- **C.18.a - Value (excl. sponsor support):** $578099520.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216244930.00
- **C.18.a - Value (excl. sponsor support):** $216244930.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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? Yes, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384266400.00
- **C.18.a - Value (excl. sponsor support):** $384266400.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182694471.19
- **C.18.a - Value (excl. sponsor support):** $182694471.19
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240122474.52
- **C.18.a - Value (excl. sponsor support):** $240122474.52
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: 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: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $768013772.95
- **C.18.a - Value (excl. sponsor support):** $768013772.95
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: 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: 313385VU7, C.4 - ISIN: US313385VU76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123362364.72
- **C.18.a - Value (excl. sponsor support):** $123362364.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **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? Yes, C.23 Categorized at Level 3? No

### Security 95: 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: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239621789.38
- **C.18.a - Value (excl. sponsor support):** $239621789.38
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: 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):** $295740866.00
- **C.18.a - Value (excl. sponsor support):** $295740866.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 97: 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):** $215404024.28
- **C.18.a - Value (excl. sponsor support):** $215404024.28
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 98: 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):** $15828506.72
- **C.18.a - Value (excl. sponsor support):** $15828506.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 99: 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):** $211586314.29
- **C.18.a - Value (excl. sponsor support):** $211586314.29
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 100: 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):** $19733297.04
- **C.18.a - Value (excl. sponsor support):** $19733297.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 101: 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):** $245122374.16
- **C.18.a - Value (excl. sponsor support):** $245122374.16
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, C.23 Categorized at Level 3? No

### Security 102: 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):** $171379536.22
- **C.18.a - Value (excl. sponsor support):** $171379536.22
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 103: 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):** $243125604.32
- **C.18.a - Value (excl. sponsor support):** $243125604.32
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 104: 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):** $244779479.44
- **C.18.a - Value (excl. sponsor support):** $244779479.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 105: 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):** $220291217.84
- **C.18.a - Value (excl. sponsor support):** $220291217.84
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 106: 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):** $146765987.33
- **C.18.a - Value (excl. sponsor support):** $146765987.33
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 107: 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):** $244488905.28
- **C.18.a - Value (excl. sponsor support):** $244488905.28
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 108: 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):** $122220237.92
- **C.18.a - Value (excl. sponsor support):** $122220237.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL6S8, C.4 - ISIN: US3133EL6S86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25079482.01
- **C.18.a - Value (excl. sponsor support):** $25079482.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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):** $18863373.50
- **C.18.a - Value (excl. sponsor support):** $18863373.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 111: 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: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86703761.05
- **C.18.a - Value (excl. sponsor support):** $86703761.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 112: 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):** $111606678.04
- **C.18.a - Value (excl. sponsor support):** $111606678.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 113: 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):** $44435544.60
- **C.18.a - Value (excl. sponsor support):** $44435544.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 114: 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):** $38830479.30
- **C.18.a - Value (excl. sponsor support):** $38830479.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 115: 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):** $23813875.27
- **C.18.a - Value (excl. sponsor support):** $23813875.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 116: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196237948.51
- **C.18.a - Value (excl. sponsor support):** $196237948.51
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 117: 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):** $77506621.60
- **C.18.a - Value (excl. sponsor support):** $77506621.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 118: 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: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87215988.99
- **C.18.a - Value (excl. sponsor support):** $87215988.99
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 119: 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):** $169626751.01
- **C.18.a - Value (excl. sponsor support):** $169626751.01
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 120: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121222408.67
- **C.18.a - Value (excl. sponsor support):** $121222408.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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 121: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43701169.85
- **C.18.a - Value (excl. sponsor support):** $43701169.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: 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):** $174301039.57
- **C.18.a - Value (excl. sponsor support):** $174301039.57
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 123: 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: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124994061.25
- **C.18.a - Value (excl. sponsor support):** $124994061.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **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):** $72657772.18
- **C.18.a - Value (excl. sponsor support):** $72657772.18
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 125: 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: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96406615.93
- **C.18.a - Value (excl. sponsor support):** $96406615.93
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 126: 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):** $144612455.84
- **C.18.a - Value (excl. sponsor support):** $144612455.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 127: 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):** $96309871.71
- **C.18.a - Value (excl. sponsor support):** $96309871.71
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? 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 3.770000%
- **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):** $144924690.96
- **C.18.a - Value (excl. sponsor support):** $144924690.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 129: 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: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96614927.60
- **C.18.a - Value (excl. sponsor support):** $96614927.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? 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 3.790000%
- **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):** $48920071.49
- **C.18.a - Value (excl. sponsor support):** $48920071.49
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: 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):** $39924825.93
- **C.18.a - Value (excl. sponsor support):** $39924825.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 132: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **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):** $19012653.62
- **C.18.a - Value (excl. sponsor support):** $19012653.62
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 133: 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: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144155247.94
- **C.18.a - Value (excl. sponsor support):** $144155247.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **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):** $40013035.60
- **C.18.a - Value (excl. sponsor support):** $40013035.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 135: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **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):** $40058280.00
- **C.18.a - Value (excl. sponsor support):** $40058280.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 136: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17407254.23
- **C.18.a - Value (excl. sponsor support):** $17407254.23
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38800895.50
- **C.18.a - Value (excl. sponsor support):** $38800895.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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 138: 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: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145207140.94
- **C.18.a - Value (excl. sponsor support):** $145207140.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 139: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.815000%
- **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):** $58206793.10
- **C.18.a - Value (excl. sponsor support):** $58206793.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: 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):** $200086236.00
- **C.18.a - Value (excl. sponsor support):** $200086236.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: 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):** $3296762.70
- **C.18.a - Value (excl. sponsor support):** $3296762.70
- **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 142: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48401382.30
- **C.18.a - Value (excl. sponsor support):** $48401382.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121019110.74
- **C.18.a - Value (excl. sponsor support):** $121019110.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **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 144: 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):** $48261421.82
- **C.18.a - Value (excl. sponsor support):** $48261421.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 3133ET6W2, C.4 - ISIN: US3133ET6W26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84610723.90
- **C.18.a - Value (excl. sponsor support):** $84610723.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 146: 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):** $63008509.41
- **C.18.a - Value (excl. sponsor support):** $63008509.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 147: 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: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145202333.36
- **C.18.a - Value (excl. sponsor support):** $145202333.36
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 148: 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: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116104450.11
- **C.18.a - Value (excl. sponsor support):** $116104450.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 149: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280770281.66
- **C.18.a - Value (excl. sponsor support):** $280770281.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 150: 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: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241304374.77
- **C.18.a - Value (excl. sponsor support):** $241304374.77
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 151: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **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):** $96801764.66
- **C.18.a - Value (excl. sponsor support):** $96801764.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 152: 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):** $48314689.00
- **C.18.a - Value (excl. sponsor support):** $48314689.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: 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: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242073236.42
- **C.18.a - Value (excl. sponsor support):** $242073236.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 154: 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: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209513460.38
- **C.18.a - Value (excl. sponsor support):** $209513460.38
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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 155: 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):** $69711478.89
- **C.18.a - Value (excl. sponsor support):** $69711478.89
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 156: 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):** $62906925.29
- **C.18.a - Value (excl. sponsor support):** $62906925.29
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: 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: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38828458.25
- **C.18.a - Value (excl. sponsor support):** $38828458.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115035509.70
- **C.18.a - Value (excl. sponsor support):** $115035509.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 159: 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: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14500856.37
- **C.18.a - Value (excl. sponsor support):** $14500856.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 160: 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):** $96760912.43
- **C.18.a - Value (excl. sponsor support):** $96760912.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 161: 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):** $231707004.29
- **C.18.a - Value (excl. sponsor support):** $231707004.29
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 162: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **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):** $96771924.49
- **C.18.a - Value (excl. sponsor support):** $96771924.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 163: 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):** $63483805.60
- **C.18.a - Value (excl. sponsor support):** $63483805.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 164: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48358428.86
- **C.18.a - Value (excl. sponsor support):** $48358428.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 165: 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):** $433903701.95
- **C.18.a - Value (excl. sponsor support):** $433903701.95
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 166: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24117992.34
- **C.18.a - Value (excl. sponsor support):** $24117992.34
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 167: 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: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120519521.00
- **C.18.a - Value (excl. sponsor support):** $120519521.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 168: 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):** $144254074.60
- **C.18.a - Value (excl. sponsor support):** $144254074.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 169: 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):** $144952510.60
- **C.18.a - Value (excl. sponsor support):** $144952510.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 170: 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):** $20903388.52
- **C.18.a - Value (excl. sponsor support):** $20903388.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 171: 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: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21903852.65
- **C.18.a - Value (excl. sponsor support):** $21903852.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: 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: 3133EWDP2, C.4 - ISIN: US3133EWDP24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $160606377.43
- **C.18.a - Value (excl. sponsor support):** $160606377.43
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 173: 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: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $153801168.88
- **C.18.a - Value (excl. sponsor support):** $153801168.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.810000%
- **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):** $61027154.16
- **C.18.a - Value (excl. sponsor support):** $61027154.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 175: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.810000%
- **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):** $130704209.66
- **C.18.a - Value (excl. sponsor support):** $130704209.66
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **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 176: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60005224.80
- **C.18.a - Value (excl. sponsor support):** $60005224.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.810000%
- **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):** $68632315.40
- **C.18.a - Value (excl. sponsor support):** $68632315.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: 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: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $65812343.42
- **C.18.a - Value (excl. sponsor support):** $65812343.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2D2, C.4 - ISIN: US3134HB2D22, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240325962.18
- **C.18.a - Value (excl. sponsor support):** $240325962.18
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **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 180: 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):** $168742834.19
- **C.18.a - Value (excl. sponsor support):** $168742834.19
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 181: 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):** $239889557.54
- **C.18.a - Value (excl. sponsor support):** $239889557.54
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.765000%
- **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):** $100351668.54
- **C.18.a - Value (excl. sponsor support):** $100351668.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 183: 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):** $240889355.75
- **C.18.a - Value (excl. sponsor support):** $240889355.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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? No, C.23 Categorized at Level 3? No

### Security 184: 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):** $240713610.73
- **C.18.a - Value (excl. sponsor support):** $240713610.73
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.795000%
- **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):** $169441927.58
- **C.18.a - Value (excl. sponsor support):** $169441927.58
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.785000%
- **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):** $120611378.61
- **C.18.a - Value (excl. sponsor support):** $120611378.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.810000%
- **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):** $145085687.50
- **C.18.a - Value (excl. sponsor support):** $145085687.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.810000%
- **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):** $143982147.15
- **C.18.a - Value (excl. sponsor support):** $143982147.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **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):** $72579458.20
- **C.18.a - Value (excl. sponsor support):** $72579458.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 190: 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):** $241008133.67
- **C.18.a - Value (excl. sponsor support):** $241008133.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: 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):** $241020261.00
- **C.18.a - Value (excl. sponsor support):** $241020261.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: 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):** $120267555.18
- **C.18.a - Value (excl. sponsor support):** $120267555.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 193: 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):** $124501152.33
- **C.18.a - Value (excl. sponsor support):** $124501152.33
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 194: 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):** $123837167.83
- **C.18.a - Value (excl. sponsor support):** $123837167.83
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 195: 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):** $246651544.86
- **C.18.a - Value (excl. sponsor support):** $246651544.86
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 196: 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):** $148758513.07
- **C.18.a - Value (excl. sponsor support):** $148758513.07
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 197: 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):** $148736496.62
- **C.18.a - Value (excl. sponsor support):** $148736496.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 198: 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):** $148748924.40
- **C.18.a - Value (excl. sponsor support):** $148748924.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 199: 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):** $148739215.20
- **C.18.a - Value (excl. sponsor support):** $148739215.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 200: 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):** $248752437.48
- **C.18.a - Value (excl. sponsor support):** $248752437.48
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 201: 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):** $247241069.41
- **C.18.a - Value (excl. sponsor support):** $247241069.41
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 202: 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):** $123896164.88
- **C.18.a - Value (excl. sponsor support):** $123896164.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 203: 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):** $148696333.06
- **C.18.a - Value (excl. sponsor support):** $148696333.06
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 204: 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):** $247900882.52
- **C.18.a - Value (excl. sponsor support):** $247900882.52
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 205: 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: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $96629335.49
- **C.18.a - Value (excl. sponsor support):** $96629335.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $42513154.60
- **C.18.a - Value (excl. sponsor support):** $42513154.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 207: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.805000%
- **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):** $239253738.90
- **C.18.a - Value (excl. sponsor support):** $239253738.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $113051855.70
- **C.18.a - Value (excl. sponsor support):** $113051855.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 209: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $100648062.64
- **C.18.a - Value (excl. sponsor support):** $100648062.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $140731331.64
- **C.18.a - Value (excl. sponsor support):** $140731331.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 211: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $52931763.28
- **C.18.a - Value (excl. sponsor support):** $52931763.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: 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: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $59410159.77
- **C.18.a - Value (excl. sponsor support):** $59410159.77
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **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 213: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92016011.66
- **C.18.a - Value (excl. sponsor support):** $92016011.66
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: 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):** $149156858.63
- **C.18.a - Value (excl. sponsor support):** $149156858.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 215: 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):** $148718130.24
- **C.18.a - Value (excl. sponsor support):** $148718130.24
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: 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):** $148521636.86
- **C.18.a - Value (excl. sponsor support):** $148521636.86
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 217: 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:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 218: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 219: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29300000.00
- **C.18.a - Value (excl. sponsor support):** $29300000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 220: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145786586.28
- **C.18.a - Value (excl. sponsor support):** $145786586.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: 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):** $73413175.81
- **C.18.a - Value (excl. sponsor support):** $73413175.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 222: 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):** $148237961.95
- **C.18.a - Value (excl. sponsor support):** $148237961.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 223: 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):** $35454679.73
- **C.18.a - Value (excl. sponsor support):** $35454679.73
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 224: 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):** $32563609.42
- **C.18.a - Value (excl. sponsor support):** $32563609.42
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 225: 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):** $42919378.85
- **C.18.a - Value (excl. sponsor support):** $42919378.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: 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):** $67622048.00
- **C.18.a - Value (excl. sponsor support):** $67622048.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 227: 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):** $127331454.92
- **C.18.a - Value (excl. sponsor support):** $127331454.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180500000.00
- **C.18.a - Value (excl. sponsor support):** $180500000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64846631.20
- **C.18.a - Value (excl. sponsor support):** $64846631.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224310281.16
- **C.18.a - Value (excl. sponsor support):** $224310281.16
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: 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):** $492948052.72
- **C.18.a - Value (excl. sponsor support):** $492948052.72
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 232: 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):** $430321742.52
- **C.18.a - Value (excl. sponsor support):** $430321742.52
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 233: 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):** $139854890.45
- **C.18.a - Value (excl. sponsor support):** $139854890.45
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: 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):** $409029544.78
- **C.18.a - Value (excl. sponsor support):** $409029544.78
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 235: 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):** $174526224.83
- **C.18.a - Value (excl. sponsor support):** $174526224.83
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 236: 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):** $51521777.48
- **C.18.a - Value (excl. sponsor support):** $51521777.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142041784.92
- **C.18.a - Value (excl. sponsor support):** $142041784.92
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **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 238: 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):** $308293978.89
- **C.18.a - Value (excl. sponsor support):** $308293978.89
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 239: 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):** $55275492.95
- **C.18.a - Value (excl. sponsor support):** $55275492.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 240: 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):** $58002023.73
- **C.18.a - Value (excl. sponsor support):** $58002023.73
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 241: 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):** $51858526.52
- **C.18.a - Value (excl. sponsor support):** $51858526.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 242: 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):** $208397448.93
- **C.18.a - Value (excl. sponsor support):** $208397448.93
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $353900000.01
- **C.18.a - Value (excl. sponsor support):** $353900000.01
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $256947115.59
- **C.18.a - Value (excl. sponsor support):** $256947115.59
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 245: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $456555430.92
- **C.18.a - Value (excl. sponsor support):** $456555430.92
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.772900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $165828472.84
- **C.18.a - Value (excl. sponsor support):** $165828472.84
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: 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):** $573108606.66
- **C.18.a - Value (excl. sponsor support):** $573108606.66
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 248: 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):** $181579766.53
- **C.18.a - Value (excl. sponsor support):** $181579766.53
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.804900%
- **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):** $117478337.50
- **C.18.a - Value (excl. sponsor support):** $117478337.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 250: 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):** $182955750.91
- **C.18.a - Value (excl. sponsor support):** $182955750.91
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 251: 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):** $63751402.26
- **C.18.a - Value (excl. sponsor support):** $63751402.26
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 252: 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):** $85471141.33
- **C.18.a - Value (excl. sponsor support):** $85471141.33
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.827900%
- **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):** $438760740.96
- **C.18.a - Value (excl. sponsor support):** $438760740.96
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: 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):** $245684296.88
- **C.18.a - Value (excl. sponsor support):** $245684296.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: 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):** $137585531.59
- **C.18.a - Value (excl. sponsor support):** $137585531.59
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 256: 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):** $587397291.75
- **C.18.a - Value (excl. sponsor support):** $587397291.75
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.720900%
- **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):** $175568046.62
- **C.18.a - Value (excl. sponsor support):** $175568046.62
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: 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):** $171596276.70
- **C.18.a - Value (excl. sponsor support):** $171596276.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 259: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.782900%
- **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):** $560172855.55
- **C.18.a - Value (excl. sponsor support):** $560172855.55
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.781900%
- **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):** $499734196.39
- **C.18.a - Value (excl. sponsor support):** $499734196.39
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 261: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.812900%
- **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):** $102374438.03
- **C.18.a - Value (excl. sponsor support):** $102374438.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 262: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.790000%
- **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:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMCT SLSTT SERIES 2020-2     M-1    20600925 4.7 | 2060-09-25      | 4.7500%  | 0.0000% | $3000000.00        | $900214.12         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.0000%  | 0.0000% | $25000000.00       | $11788908.14       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-108 GC                                   | 2052-06-20      | 5.5000%  | 0.0000% | $53249408.00       | $31077952.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 DF                                   | 2053-09-20      | 5.0115%  | 0.0000% | $20000000.00       | $15411530.95       | Agency Collateralized Mortgage Obligation |
| FNRM CL061BA R25F061                               | 2052-06-25      | 4.5000%  | 0.0000% | $10433504.00       | $9169318.02        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-096       A-2    20290725 2.5 | 2029-07-25      | 2.5190%  | 0.0000% | $2955000.00        | $2849235.46        | Agency Collateralized Mortgage Obligation |
| MNRM CL050A2 R20M050                               | 2030-10-25      | 1.2000%  | 0.0000% | $8000000.00        | $6175475.00        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-02-15      | 3.0000%  | 0.0000% | $4236000.00        | $3727297.35        | Agency Collateralized Mortgage Obligation |
| FNRM CL033P R25F033                                | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $42419149.41       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-06-25      | 5.0172%  | 0.0000% | $6750000.00        | $4995827.40        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.3672%  | 0.0000% | $38190464.00       | $25701750.21       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-02-25      | 5.5000%  | 0.0000% | $2000000.00        | $1768989.18        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-09-25      | 5.5000%  | 0.0000% | $5000000.00        | $1543223.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-028 PF                                   | 2056-02-20      | 4.6996%  | 0.0000% | $125098495.00      | $126223005.37      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $19978397.00       | $11755802.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 MJ                                   | 2051-10-20      | 3.0000%  | 0.0000% | $55799744.00       | $52052805.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-10-25      | 4.5000%  | 0.0000% | $2343450.00        | $2302341.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 4.4585%  | 0.0000% | $2595456.00        | $2604284.95        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-03-25      | 4.5079%  | 0.0000% | $47350528.00       | $47624566.16       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $75000000.00       | $39993879.14       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $2768464.62        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-S14      AL     20300425 FLT | 2030-04-25      | 4.1337%  | 0.0000% | $10000000.00       | $5615054.56        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 4.3672%  | 0.0000% | $26114944.00       | $26154184.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 LF                                   | 2055-04-20      | 5.3615%  | 0.0000% | $20000000.00       | $14256341.38       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $33226000.00       | $25656295.38       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-09-15      | 2.5000%  | 0.0000% | $28286591.00       | $1817407.11        | Agency Collateralized Mortgage Obligation |

### Security 263: 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: ARP1ETJF0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1ETJF0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSD6764   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.88            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5792%  | 0.0000% | $18576068.00       | $18698045.93       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLBP5462   | 2050-06-01      | 2.5000%  | 0.0000% | $102000.00         | $35409.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5623   | 2045-02-01      | 5.5000%  | 0.0000% | $1000.00           | $741.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4512   | 2050-04-01      | 3.5000%  | 0.0000% | $87000.00          | $33520.06          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $1035790.00        | $1036032.75        | Agency Mortgage-Backed Securities         |
| GNII JM MA0312 M       | 2042-08-20      | 3.5000%  | 0.0000% | $1000.00           | $36.81             | Agency Mortgage-Backed Securities         |
| GNRA 2024-187 FD       | 2054-11-20      | 4.7115%  | 0.0000% | $105704.00         | $77227.00          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $79400.00          | $81321.26          | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLCB9427   | 2054-11-01      | 4.5000%  | 0.0000% | $28000.00          | $26512.46          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8485   | 2054-05-01      | 5.5000%  | 0.0000% | $264999.00         | $235679.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9443   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $899.99            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8686   | 2053-07-01      | 2.5000%  | 0.0000% | $55000.00          | $43241.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497   | 2044-10-01      | 5.5000%  | 0.0000% | $112000.00         | $96110.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF9336   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $49463.00          | $40158.92          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9141   | 2054-09-01      | 5.5000%  | 0.0000% | $66363264.00       | $60070822.34       | Agency Mortgage-Backed Securities         |
| GNAR AF MB0567 M       | 2055-08-20      | 5.5000%  | 0.0000% | $15202512.00       | $15070951.39       | Agency Mortgage-Backed Securities         |
| GNII SF DP6010 C       | 2056-02-20      | 6.0000%  | 0.0000% | $17011039.00       | $17619104.25       | Agency Mortgage-Backed Securities         |
| GNII SF MB0814 M       | 2055-10-20      | 5.5000%  | 0.0000% | $154408085.00      | $156642144.43      | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $4000.00           | $4035.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $822.15            | Agency Mortgage-Backed Securities         |
| GNII SP 786347 C       | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $773.20            | Agency Mortgage-Backed Securities         |
| GNII SP 785259 C       | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $572.98            | Agency Mortgage-Backed Securities         |
| GNII SP 786095 C       | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $616.99            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $1000.00           | $1020.50           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1000.00           | $1017.27           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $79.20             | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLRA7779   | 2052-08-01      | 4.5000%  | 0.0000% | $10318.00          | $7343.68           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G01704 G   | 2033-07-01      | 5.5000%  | 0.0000% | $6051.00           | $25.27             | Agency Mortgage-Backed Securities         |
| 06.050 FGPC T31195 G   | 2038-04-01      | 6.0500%  | 0.0000% | $1614.00           | $48.41             | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6622%  | 0.0000% | $54415367.00       | $54943305.53       | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC U90879 G   | 2043-02-01      | 3.5000%  | 0.0000% | $554070.00         | $140328.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890897   | 2034-04-01      | 4.5000%  | 0.0000% | $1041000.00        | $157862.12         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4917   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $808.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $6130701.00        | $3249726.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4212   | 2052-07-01      | 4.5000%  | 0.0000% | $286200.00         | $223767.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3190   | 2055-10-01      | 6.0000%  | 0.0000% | $5173024.00        | $5280395.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $5627970.00        | $5216075.38        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1014   | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $31375.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3880   | 2052-06-01      | 5.0000%  | 0.0000% | $498000.00         | $332636.25         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0957   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $683.94            | Agency Mortgage-Backed Securities         |
| GNII SF DO3684 C       | 2055-11-20      | 6.0000%  | 0.0000% | $5000.00           | $5209.27           | Agency Mortgage-Backed Securities         |
| GNII SF DO3640 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1016.00           | $1058.85           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $134600.00         | $141307.11         | U.S. Treasuries (including strips)        |
| GNRA 2023-068 FA       | 2053-05-20      | 4.6615%  | 0.0000% | $1099.00           | $430.35            | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQC3242   | 2051-06-01      | 3.0000%  | 0.0000% | $500000.00         | $273500.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2159   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $935.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6380   | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $60758.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0492   | 2052-09-01      | 5.5000%  | 0.0000% | $66479.00          | $40607.58          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $8105.00           | $83.86             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9175   | 2054-09-01      | 7.0000%  | 0.0000% | $2589303.00        | $2230181.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596   | 2055-05-01      | 5.5000%  | 0.0000% | $13138.00          | $12123.86          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1712   | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $945.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5617   | 2040-02-01      | 5.0000%  | 0.0000% | $50000.00          | $34837.45          | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 FA       | 2053-02-20      | 4.4615%  | 0.0000% | $49998146.00       | $17457768.29       | Agency Collateralized Mortgage Obligation |
| GNII SP 785241 C       | 2050-12-20      | 3.5000%  | 0.0000% | $4134173.00        | $1674551.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5991   | 2053-01-01      | 5.5000%  | 0.0000% | $368802.00         | $265129.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3292   | 2052-04-01      | 2.5000%  | 0.0000% | $167000.00         | $103352.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6668   | 2053-12-01      | 5.5000%  | 0.0000% | $55001.00          | $47890.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $37000.00          | $28046.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691   | 2048-05-01      | 4.0000%  | 0.0000% | $24353.00          | $5150.64           | Agency Mortgage-Backed Securities         |
| GNII SF DL5023 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4000.00           | $4309.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0086   | 2056-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1007.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0864   | 2031-10-01      | 4.5000%  | 0.0000% | $1001.00           | $47.07             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699   | 2055-05-01      | 5.0000%  | 0.0000% | $26380.00          | $25203.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3694   | 2049-07-01      | 4.5000%  | 0.0000% | $430246.00         | $44719.77          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.35             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $306100.00         | $311713.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $400.00            | $494.95            | U.S. Treasuries (including strips)        |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $150774.00         | $21116.08          | Agency Mortgage-Backed Securities         |
| GNII SF DN4481 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3999.00           | $4118.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2142   | 2052-06-01      | 3.5000%  | 0.0000% | $46000.00          | $32288.62          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $763.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5585   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $927.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6639   | 2053-12-01      | 4.5000%  | 0.0000% | $316288.00         | $268897.41         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $352807.00         | $200137.47         | Agency Mortgage-Backed Securities         |
| GNII SF DN6400 C       | 2056-02-20      | 5.5000%  | 0.0000% | $5003.00           | $5139.11           | Agency Mortgage-Backed Securities         |
| GNII SF DP0269 C       | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1086.44           | Agency Mortgage-Backed Securities         |
| GNII SF DP4517 C       | 2056-01-20      | 5.5000%  | 0.0000% | $4998.00           | $5153.18           | Agency Mortgage-Backed Securities         |
| GNII JM 004215 M       | 2038-08-20      | 5.5000%  | 0.0000% | $1991.00           | $7.80              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6402   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6086   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $797.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0137   | 2055-01-25      | 6.5000%  | 0.0000% | $1000.00           | $805.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5897   | 2053-03-01      | 5.0000%  | 0.0000% | $45000.00          | $37709.72          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0896   | 2051-12-01      | 3.0000%  | 0.0000% | $182496.00         | $108998.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0995   | 2048-01-01      | 3.5000%  | 0.0000% | $166001.00         | $48015.60          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $19000.00          | $12342.98          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4258   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $378.65            | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X       | 2041-03-15      | 4.0000%  | 0.0000% | $2163.00           | $83.43             | Agency Mortgage-Backed Securities         |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $1948.00           | $319.69            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3870   | 2049-12-01      | 2.5000%  | 0.0000% | $650000.00         | $152158.76         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4095   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $316.81            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $768.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1697   | 2055-12-01      | 5.5000%  | 0.0000% | $3821400.00        | $3886476.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3763   | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $98.96             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7711   | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $797.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5294   | 2052-11-01      | 5.5000%  | 0.0000% | $141088.00         | $106810.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6730   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $528.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1949   | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $37809.96          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8256   | 2050-12-01      | 2.5000%  | 0.0000% | $399000.00         | $214595.60         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4142   | 2052-03-01      | 3.0000%  | 0.0000% | $99000.00          | $56338.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0353   | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $94650.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $778.10            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $48276880.00       | $33887416.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $956.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $76332062.00       | $62672669.04       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3UZM9957   | 2028-09-01      | 3.0000%  | 0.0000% | $2000.00           | $39.84             | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $7124800.00        | $2607903.45        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129   | 2052-07-01      | 4.5000%  | 0.0000% | $55000.00          | $40524.38          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1962   | 2033-02-01      | 3.5000%  | 0.0000% | $4300.00           | $666.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8916   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $780.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725690   | 2034-08-01      | 6.0000%  | 0.0000% | $23004061.00       | $157419.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0776   | 2031-06-01      | 4.5000%  | 0.0000% | $9287.00           | $260.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $770.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3813   | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $209245.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388   | 2051-12-01      | 2.5000%  | 0.0000% | $77750.00          | $47580.08          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $758.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL4141   | 2043-09-01      | 6.0000%  | 0.0000% | $1200000.00        | $67750.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4941   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $726.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $549.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $704.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $836.21            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8251   | 2050-12-01      | 2.5000%  | 0.0000% | $155000.00         | $91508.94          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1959   | 2047-10-01      | 3.5000%  | 0.0000% | $197000.00         | $54343.73          | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $49999087.00       | $50337716.38       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $820.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $390014.00         | $295177.11         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4229   | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $432.72            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $120135.00         | $93031.04          | Agency Mortgage-Backed Securities         |

### Security 264: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.700000%
- **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: ARP1FBBB5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FBBB5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae               | 2030-09-18      | 3.8750%  | 0.0000% | $3459000.00        | $3507521.41        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-10-21      | 3.8500%  | 0.0000% | $1265000.00        | $1279423.53        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-09-24      | 1.8750%  | 0.0000% | $914000.00         | $912755.82         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-11-24      | 3.6500%  | 0.0000% | $950000.00         | $950122.71         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-01-07      | 3.5500%  | 0.0000% | $9080000.00        | $9112735.92        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-08-05      | 0.8750%  | 0.0000% | $35000.00          | $31238.47          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-02-25      | 3.6500%  | 0.0000% | $8000000.00        | $7997734.22        | Agency Debentures and Agency Strips |
| 4.625 TVBD 60 A          | 2060-09-15      | 4.6250%  | 0.0000% | $475000.00         | $448491.44         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-03-17      | 0.9000%  | 0.0000% | $1250000.00        | $1253560.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-06-28      | 4.0000%  | 0.0000% | $2364000.00        | $2371316.58        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-21      | 3.6500%  | 0.0000% | $2500000.00        | $2506012.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-05-23      | 3.8900%  | 0.0000% | $1000000.00        | $1002751.67        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-02-04      | 3.6700%  | 0.0000% | $715000.00         | $715980.07         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-10-06      | 3.8100%  | 0.0000% | $938000.00         | $944195.49         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-01-21      | 3.8750%  | 0.0000% | $14000000.00       | $14050050.00       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-03-15      | 0.0000%  | 0.0000% | $16000.00          | $15970.30          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-10-14      | 3.8100%  | 0.0000% | $302000.00         | $303374.85         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-01-22      | 3.7500%  | 0.0000% | $1050000.00        | $1054748.97        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-07      | 3.7500%  | 0.0000% | $50000.00          | $50211.55          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-03-15      | 6.7500%  | 0.0000% | $577000.00         | $678040.20         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-12-28      | 3.8000%  | 0.0000% | $4700000.00        | $4727277.23        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-02-26      | 3.6500%  | 0.0000% | $3400000.00        | $3400705.12        | Agency Debentures and Agency Strips |
| 5.250 TVBD 55 A          | 2055-02-01      | 5.2500%  | 0.0000% | $694000.00         | $719479.98         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-06-20      | 1.7500%  | 0.0000% | $40065000.00       | $36538115.89       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-01-27      | 1.6000%  | 0.0000% | $25000000.00       | $24603158.33       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-02-19      | 3.8000%  | 0.0000% | $440000.00         | $440089.96         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-02-26      | 3.8500%  | 0.0000% | $575000.00         | $574594.59         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-09-24      | 3.6950%  | 0.0000% | $1000000.00        | $1000297.67        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-01-13      | 4.0100%  | 0.0000% | $7395000.00        | $7432367.76        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-01-09      | 3.7500%  | 0.0000% | $5900000.00        | $5920835.85        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $20077000.00       | $23104327.18       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-09-22      | 3.8100%  | 0.0000% | $3000000.00        | $3026792.50        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2030-12-02      | 2.0800%  | 0.0000% | $25000.00          | $23453.65          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4915.51           | Agency Debentures and Agency Strips |
| Fannie Mae               | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $91517.07          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $19263.59          | Agency Debentures and Agency Strips |
| TVIN 01/15/28            | 2028-01-15      | 0.0000%  | 0.0000% | $2065000.00        | $1926589.25        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-06      | 3.6250%  | 0.0000% | $170000.00         | $170971.62         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-12-30      | 4.0000%  | 0.0000% | $123320000.00      | $124373070.59      | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-02-05      | 3.7500%  | 0.0000% | $1710000.00        | $1713555.95        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-10-09      | 3.8500%  | 0.0000% | $12625000.00       | $12672615.19       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-02-27      | 4.0000%  | 0.0000% | $4000000.00        | $3999004.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-07-10      | 3.6900%  | 0.0000% | $1000000.00        | $1007994.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-09-24      | 3.8400%  | 0.0000% | $1000000.00        | $1007564.17        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-03-23      | 1.0000%  | 0.0000% | $6500000.00        | $6352708.59        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-07-22      | 3.8100%  | 0.0000% | $30000000.00       | $2510001.39        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-10-26      | 3.8750%  | 0.0000% | $8000000.00        | $8022114.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-07-15      | 6.2500%  | 0.0000% | $104000.00         | $119468.61         | Agency Debentures and Agency Strips |
| 1.500 TVBD 31 A          | 2031-09-15      | 1.5000%  | 0.0000% | $629000.00         | $564658.33         | Agency Debentures and Agency Strips |
| 3.875 TVBD 30 C          | 2030-08-01      | 3.8750%  | 0.0000% | $8000.00           | $8109.56           | Agency Debentures and Agency Strips |
| 5.25 TVBD 39 C           | 2039-09-15      | 5.2500%  | 0.0000% | $250000.00         | $277067.50         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-09-21      | 3.8500%  | 0.0000% | $3000000.00        | $3024155.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-09-30      | 1.0000%  | 0.0000% | $485000.00         | $479470.68         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-03-26      | 4.5000%  | 0.0000% | $10000000.00       | $10193760.00       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-11-26      | 4.0000%  | 0.0000% | $2500000.00        | $2497615.28        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-02-24      | 2.0500%  | 0.0000% | $3995000.00        | $3938278.32        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-01-28      | 1.7500%  | 0.0000% | $25000000.00       | $24652193.06       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-02-26      | 0.9000%  | 0.0000% | $250000.00         | $243597.75         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-01-28      | 1.7000%  | 0.0000% | $53075000.00       | $52184372.01       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-12-30      | 5.8000%  | 0.0000% | $18000.00          | $18504.11          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $11021000.00       | $9138337.68        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4133283.21        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-02-10      | 4.0000%  | 0.0000% | $69600000.00       | $70115101.87       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-10-16      | 3.8100%  | 0.0000% | $32000.00          | $32154.95          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-06-30      | 3.7000%  | 0.0000% | $11346000.00       | $11345625.58       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-01-22      | 3.8200%  | 0.0000% | $830000.00         | $832373.62         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-09-03      | 3.8750%  | 0.0000% | $2210000.00        | $2245853.75        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-04-26      | 3.5800%  | 0.0000% | $1000000.00        | $999591.44         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-12-17      | 0.0000%  | 0.0000% | $7028000.00        | $6148178.74        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4433.53           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-09-28      | 0.9400%  | 0.0000% | $115000.00         | $113692.74         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2033-11-28      | 3.0700%  | 0.0000% | $31000.00          | $29348.75          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14834.92          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2031-05-02      | 4.7500%  | 0.0000% | $27432000.00       | $29352311.63       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-02-11      | 3.5700%  | 0.0000% | $60500000.00       | $60509115.33       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2029-02-12      | 3.7200%  | 0.0000% | $3475000.00        | $3476577.65        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2029-02-05      | 3.5000%  | 0.0000% | $41834000.00       | $41921763.08       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $29210000.00       | $28073638.50       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-06-29      | 3.8750%  | 0.0000% | $11800000.00       | $11834007.60       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20314.06          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-12-23      | 4.0000%  | 0.0000% | $3140000.00        | $3168982.55        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-10      | 1.6700%  | 0.0000% | $1210000.00        | $958024.69         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-11-08      | 3.6500%  | 0.0000% | $2000000.00        | $2019361.22        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-12-05      | 3.7500%  | 0.0000% | $2456000.00        | $2477147.80        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $10437000.00       | $11500972.13       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-01-15      | 0.0000%  | 0.0000% | $600000.00         | $522089.40         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-08-13      | 4.0500%  | 0.0000% | $750000.00         | $750798.00         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-08-25      | 0.7000%  | 0.0000% | $115000.00         | $113359.51         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-07-26      | 3.6100%  | 0.0000% | $9500000.00        | $9496022.14        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-03-30      | 3.7600%  | 0.0000% | $7000000.00        | $7043368.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-12-30      | 3.6500%  | 0.0000% | $3890000.00        | $3891915.61        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $835353.81         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-08-06      | 4.0500%  | 0.0000% | $1000000.00        | $1001801.50        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $50555.29          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-09-03      | 3.8200%  | 0.0000% | $2750000.00        | $2775341.25        | Agency Debentures and Agency Strips |
| 5.880 TVBD 36 C          | 2036-04-01      | 5.8800%  | 0.0000% | $6284000.00        | $7319400.02        | Agency Debentures and Agency Strips |
| 4.250 TVBD 65 A          | 2065-09-15      | 4.2500%  | 0.0000% | $50000.00          | $43750.15          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-07-23      | 4.0000%  | 0.0000% | $14750000.00       | $14791163.97       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-09-15      | 3.3750%  | 0.0000% | $40000.00          | $40538.54          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2041-05-20      | 2.8000%  | 0.0000% | $739000.00         | $589267.84         | Agency Debentures and Agency Strips |

### Security 265: 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: ARP1FBBX7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FBBX7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $129135872.00      | $44941464.69       | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1009.00           | $721.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $429.29            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $274882850.00      | $250000000.04      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8380   | 2056-02-01      | 5.5000%  | 0.0000% | $278772.00         | $284336.76         | Agency Mortgage-Backed Securities         |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $11081583.00       | $11233937.35       | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $1931.00           | $1652.77           | Agency Mortgage-Backed Securities         |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7615%  | 0.0000% | $1000.00           | $961.45            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 4.7915%  | 0.0000% | $1019.00           | $881.78            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $113100.00         | $114474.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.59             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1434700.00        | $853696.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $668700.00         | $639060.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $367300.00         | $375911.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $900.00            | $922.76            | U.S. Treasuries (including strips)        |
| GNRA 2025-193 FE       | 2055-11-20      | 5.1115%  | 0.0000% | $5654492.00        | $5207808.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8615%  | 0.0000% | $297800.00         | $280838.40         | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCB4064   | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1493.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $642.41            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $400.00            | $409.29            | U.S. Treasuries (including strips)        |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $13372.00          | $134.26            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6622%  | 0.0000% | $33298691.00       | $33621755.29       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1007.00           | $175.01            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $1273.00           | $170.13            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $7345019.00        | $1565809.65        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0761   | 2051-11-01      | 2.0000%  | 0.0000% | $7430400.00        | $4065898.20        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5009   | 2051-04-01      | 2.0000%  | 0.0000% | $26616.00          | $17234.72          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $13384499.00       | $8001847.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $45258618.00       | $35767757.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5549   | 2050-04-01      | 3.0000%  | 0.0000% | $3011.00           | $881.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5409   | 2054-05-01      | 6.0000%  | 0.0000% | $5607924.00        | $4909758.95        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $1016.00           | $564.62            | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $554360.00         | $322810.93         | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1242.00           | $901.28            | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $74368152.00       | $69057923.11       | Agency Mortgage-Backed Securities         |
| GNII SF MB0814 M       | 2055-10-20      | 5.5000%  | 0.0000% | $92026368.00       | $93357855.11       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1418.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $900.87            | Agency Mortgage-Backed Securities         |
| 05.700 FGPC T30075 G   | 2037-03-01      | 5.7000%  | 0.0000% | $11633.00          | $317.34            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8098   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $512.45            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $236200.00         | $250797.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $1900.00           | $1938.95           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1014.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $818300.00         | $1013410.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.06             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $12400.00          | $12322.15          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.86             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $1013.62           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.59             | U.S. Treasuries (including strips)        |
| FNMS 07.000 CLDG1986   | 2056-02-01      | 7.0000%  | 0.0000% | $3001.00           | $3188.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $2048.00           | $1702.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $1020.00           | $945.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4589   | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $450.03            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2613.67           | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1004.00           | $107.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $865.24            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $5048.00           | $52.23             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $917.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.11             | U.S. Treasuries (including strips)        |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $335140929.00      | $249932855.25      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7083   | 2053-09-01      | 4.5000%  | 0.0000% | $2048.00           | $1842.82           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $162500001.00      | $43558028.98       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6905   | 2054-11-01      | 6.0000%  | 0.0000% | $1961.00           | $1697.71           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $104.08            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $960900.00         | $1002488.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $752600.00         | $749103.62         | U.S. Treasuries (including strips)        |
| GNII SF MA8346 M       | 2052-10-20      | 4.0000%  | 0.0000% | $60903492.00       | $45693144.26       | Agency Mortgage-Backed Securities         |
| GNII SF MA7139 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3000.00           | $982.76            | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $2021.00           | $2034.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2933   | 2055-09-01      | 6.0000%  | 0.0000% | $60505554.00       | $61433495.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8331   | 2054-04-01      | 5.5000%  | 0.0000% | $331000.00         | $282324.67         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA2668   | 2055-05-01      | 7.0000%  | 0.0000% | $24304.00          | $25493.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1753   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $891.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7895   | 2054-05-01      | 6.5000%  | 0.0000% | $21758.00          | $13240.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $228641792.00      | $175718194.91      | Agency Mortgage-Backed Securities         |
| GNII SF MA9782 M       | 2054-05-20      | 7.0000%  | 0.0000% | $3646.00           | $1475.85           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6858         | 2060-10-15      | 5.6600%  | 0.0000% | $4916.00           | $5249.67           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $914.85            | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8615%  | 0.0000% | $1900.00           | $1260.12           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $63000.00          | $64368.29          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $72600.00          | $72015.05          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $330300.00         | $324850.12         | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLCA5684   | 2050-05-01      | 2.5000%  | 0.0000% | $3071.00           | $1380.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1867.77           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5795   | 2055-08-01      | 7.0000%  | 0.0000% | $774204.00         | $674293.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3346   | 2052-01-01      | 2.5000%  | 0.0000% | $64607500.00       | $43478943.44       | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $733050.00         | $509159.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1033.00           | $156.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1023.00           | $902.28            | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $488010.00         | $222853.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $577.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $28813478.00       | $20689176.13       | Agency Mortgage-Backed Securities         |
| GNII SF DO3640 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1002.00           | $1044.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $10772864.00       | $10248356.98       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $3400.00           | $3286.17           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $400.00            | $400.04            | U.S. Treasuries (including strips)        |
| GNII SF MB0938 M       | 2056-01-20      | 6.0000%  | 0.0000% | $242877928.00      | $249936770.10      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $2896000.00        | $3094120.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $323900.00         | $347593.62         | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $10665825.00       | $7809582.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2716   | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $2010.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5295   | 2048-04-01      | 3.5000%  | 0.0000% | $4000.00           | $1651.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1164.00           | $88.37             | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $746.45            | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1060.00           | $885.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2037   | 2056-01-01      | 6.0000%  | 0.0000% | $5137741.00        | $5283094.64        | Agency Mortgage-Backed Securities         |
| GNRA 2025-062 FE       | 2055-04-20      | 4.7115%  | 0.0000% | $16885711.00       | $11955487.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 AF       | 2055-08-20      | 4.9115%  | 0.0000% | $1000.00           | $965.45            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRQ0086   | 2056-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1007.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1260   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.34           | Agency Mortgage-Backed Securities         |
| GNII SF MB0427 M       | 2055-06-20      | 7.0000%  | 0.0000% | $27390031.00       | $23426233.95       | Agency Mortgage-Backed Securities         |
| GNII SF MB0939 M       | 2056-01-20      | 6.5000%  | 0.0000% | $26656810.00       | $27934189.51       | Agency Mortgage-Backed Securities         |

### Security 266: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.800000%
- **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:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **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 2025-070 FG                                   | 2055-04-20      | 4.7115%  | 0.0000% | $100000000.00      | $88984855.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 VF                                   | 2054-07-20      | 5.3115%  | 0.0000% | $100000000.00      | $62770078.75       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $11090800.00       | $11225221.73       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.9 | 2029-06-25      | 2.9030%  | 0.0000% | $2232000.00        | $2179835.06        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $45434806.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20 EF                                    | 2049-02-20      | 4.4917%  | 0.0000% | $100000000.00      | $18599295.89       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-11-25      | 5.0000%  | 0.0000% | $40172032.00       | $33369332.75       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       A-1    20340225 4.5 | 2034-02-25      | 4.5960%  | 0.0000% | $13316000.00       | $13547760.11       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-07-25      | 1.5000%  | 0.0000% | $3000000.00        | $1752643.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 EF                                   | 2053-06-20      | 4.6615%  | 0.0000% | $100000000.00      | $36698422.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                    | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $80655074.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                   | 2055-07-20      | 5.1815%  | 0.0000% | $100000000.00      | $91463722.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-028 PL                                   | 2055-02-20      | 5.2500%  | 0.0000% | $3161328.00        | $3232728.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 G                                    | 2048-04-20      | 3.0000%  | 0.0000% | $33407296.00       | $28298695.32       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2376566.35        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.0000%  | 0.0000% | $20647104.00       | $19938918.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                   | 2053-05-20      | 4.6115%  | 0.0000% | $100000000.00      | $53098225.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 NF                                   | 2053-04-20      | 4.4415%  | 0.0000% | $26000000.00       | $19946218.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 TF                                   | 2053-05-20      | 4.6615%  | 0.0000% | $100000000.00      | $36566935.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN                                   | 2054-06-20      | 4.9115%  | 0.0000% | $100000000.00      | $31082330.33       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-10-25      | 2.5000%  | 0.0000% | $10473168.00       | $2482306.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $100000000.00      | $50242379.91       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-545       A-2    20300725 FLT | 2030-07-25      | 4.2900%  | 0.0000% | $10430000.00       | $10638822.51       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-11-25      | 2.0000%  | 0.0000% | $100000.00         | $57732.76          | Agency Collateralized Mortgage Obligation |
| MNRA CL006A2 R23M006                               | 2028-07-25      | 4.1814%  | 0.0000% | $180000.00         | $166823.94         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-12-25      | 3.5000%  | 0.0000% | $1299960.00        | $209228.11         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-069 WA                                   | 2051-04-20      | 2.0000%  | 0.0000% | $4000000.00        | $2232228.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-35 EF                                    | 2049-03-20      | 4.4917%  | 0.0000% | $100000000.00      | $21564870.61       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 4.6072%  | 0.0000% | $800000.00         | $608498.21         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                   | 2055-06-20      | 5.3615%  | 0.0000% | $100000000.00      | $91432147.82       | Agency Collateralized Mortgage Obligation |
| FNRM CL004ME R06F004                               | 2036-02-25      | 6.0000%  | 0.0000% | $4192000.00        | $902793.42         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.3672%  | 0.0000% | $27750000.00       | $18675436.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 YF                                   | 2055-06-20      | 5.4115%  | 0.0000% | $100000000.00      | $91491780.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-088 LA                                   | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $19931962.22       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-098 DB                                   | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10428990.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-182 AL                                   | 2053-12-20      | 5.5000%  | 0.0000% | $4054591.00        | $4219974.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $1017567.86        | Agency Collateralized Mortgage Obligation |
| FNRM CL068BA R20F068                               | 2060-10-25      | 1.5000%  | 0.0000% | $7000000.00        | $2435399.07        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2026-12-25      | 2.4705%  | 0.0000% | $24880000.00       | $14020474.09       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $114380640.00      | $111592694.32      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-08-25      | 1.5000%  | 0.0000% | $148075008.00      | $128404032.92      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.0472%  | 0.0000% | $25080200.00       | $19318988.92       | Agency Collateralized Mortgage Obligation |

### Security 267: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FF6Q9, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1FF6Q9
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-06-25      | 0.0000%  | 0.0000% | $109800.00         | $108551.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $2000.00           | $2086.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $400.00            | $412.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $284000.00         | $317630.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $429300.00         | $459810.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-14      | 0.0000%  | 0.0000% | $5997200.00        | $5971250.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $18800.00          | $19750.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $300.00            | $296.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $762000.00         | $1200549.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $105.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $200.00            | $217.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $89.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $400.00            | $395.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $25268100.00       | $25768859.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $459000.00         | $501327.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $8923100.00        | $14590760.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $434.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $204.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $106.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $4700.00           | $3655.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $19523100.00       | $21364226.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $29831900.00       | $30593652.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $300.00            | $305.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $214.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $500.00            | $399.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $119.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $500.00            | $499.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $2700.00           | $2727.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1000.00           | $989.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $4200.00           | $4187.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $19008800.00       | $19040257.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1100.00           | $1455.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1700.00           | $1770.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $67255100.00       | $68920355.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $900.00            | $897.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $500.00            | $646.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $300.00            | $297.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $256.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $496.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $28155100.00       | $29983991.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $2100.00           | $2182.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $201.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $3700.00           | $3731.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1800.00           | $1891.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $800.00            | $815.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $204500.00         | $210041.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $334900.00         | $268325.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $600.00            | $591.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $13900.00          | $13566.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $6605200.00        | $6935579.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $41100.00          | $40815.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $4100.00           | $4163.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $95400.00          | $98414.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $300.00            | $306.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $8000.00           | $8152.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $161.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $7698800.00        | $9287856.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $8600.00           | $8613.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $209800.00         | $218739.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $4586700.00        | $4631201.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $3995000.00        | $4119937.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $2000.00           | $2031.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $141200.00         | $160822.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7829%  | 0.0000% | $532000.00         | $534111.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $229300.00         | $161942.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $7900.00           | $8150.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $394000.00         | $404618.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $999700.00         | $759632.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $5908000.00        | $5981426.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $200000.00         | $203630.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $101.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8129%  | 0.0000% | $22300.00          | $22398.61          | U.S. Treasuries (including strips) |

### Security 268: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1FF770, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FF770
- **C.18 - Value (incl. sponsor support):** $1487000000.00
- **C.18.a - Value (excl. sponsor support):** $1487000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 03.950 WNWN1777 | 2030-09-01      | 3.9500%  | 0.0000% | $24542000.00       | $24645365.46       | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.5370%  | 0.0000% | $795000.00         | $9426.54           | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 5.9970%  | 0.0000% | $2700000.00        | $13446.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4960 | 2032-01-01      | 2.7100%  | 0.0000% | $20273400.00       | $19018338.06       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $100000.00         | $89879.12          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8639 | 2033-06-01      | 4.5500%  | 0.0000% | $1000000.00        | $1029436.11        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS8528 | 2032-10-01      | 4.3100%  | 0.0000% | $3380000.00        | $3422033.14        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9584 | 2028-09-01      | 4.8150%  | 0.0000% | $30000.00          | $30832.42          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5761 | 2030-12-01      | 3.9300%  | 0.0000% | $18622000.00       | $18719008.20       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6926 | 2032-10-01      | 4.5100%  | 0.0000% | $295000.00         | $302774.96         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7320 | 2032-12-01      | 4.8800%  | 0.0000% | $600000.00         | $629796.27         | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.1920%  | 0.0000% | $1184360.00        | $1078061.73        | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.1210%  | 0.0000% | $11095295.00       | $8095815.77        | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $688010.86         | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1750%  | 0.0000% | $1501254.00        | $1313666.57        | Agency Mortgage-Backed Securities |
| FKAR 04.750 WNWN5213 | 2030-01-01      | 4.7500%  | 0.0000% | $200000.00         | $204681.34         | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 5.9780%  | 0.0000% | $13676523.00       | $97164.59          | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.7430%  | 0.0000% | $254700.00         | $545.12            | Agency Mortgage-Backed Securities |
| FMAR 842074 G        | 2055-12-01      | 5.1400%  | 0.0000% | $157800031.00      | $155224814.68      | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.3210%  | 0.0000% | $15800000.00       | $884767.20         | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 6.0970%  | 0.0000% | $10647613.00       | $329629.31         | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 5.8580%  | 0.0000% | $4780000.00        | $46521.61          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9452 | 2032-12-01      | 5.3100%  | 0.0000% | $1070000.00        | $1143910.25        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0181 | 2028-12-01      | 4.9200%  | 0.0000% | $8700000.00        | $8966597.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9841 | 2028-11-01      | 5.0600%  | 0.0000% | $5006000.00        | $5174013.59        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9749 | 2028-11-01      | 5.1400%  | 0.0000% | $25000000.00       | $25891955.55       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0122 | 2029-01-01      | 4.6850%  | 0.0000% | $1100000.00        | $1129283.77        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4544 | 2030-08-01      | 4.5600%  | 0.0000% | $3000000.00        | $3090088.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5550 | 2032-12-01      | 4.3000%  | 0.0000% | $2500000.00        | $2538538.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4731 | 2030-08-01      | 4.4200%  | 0.0000% | $3672000.00        | $3758693.06        | Agency Mortgage-Backed Securities |
| FKAR 03.950 WNWN5371 | 2030-10-01      | 3.9500%  | 0.0000% | $119775000.00      | $120165320.13      | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $915891.88         | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 5.9360%  | 0.0000% | $70334541.00       | $150320.87         | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $96977.89          | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $2454700.00        | $23764.99          | Agency Mortgage-Backed Securities |
| FMAR 842044 G        | 2055-10-01      | 5.1450%  | 0.0000% | $20255322.00       | $20585392.37       | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $31978.62          | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.1970%  | 0.0000% | $6250000.00        | $30835.45          | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 6.4180%  | 0.0000% | $20408134.00       | $144864.38         | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $305190.35         | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 6.5750%  | 0.0000% | $9995224.00        | $267591.73         | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 6.5030%  | 0.0000% | $3262376.00        | $818.54            | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.2090%  | 0.0000% | $5231621.00        | $343759.38         | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.1450%  | 0.0000% | $925000.00         | $11372.48          | Agency Mortgage-Backed Securities |
| FMAR 8B0490 G        | 2055-10-01      | 4.9500%  | 0.0000% | $1445062.00        | $1468929.24        | Agency Mortgage-Backed Securities |
| FKAR 03.950 WRWR2016 | 2030-10-01      | 3.9500%  | 0.0000% | $22842000.00       | $22910223.98       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6233 | 2031-02-01      | 3.8300%  | 0.0000% | $20280000.00       | $20276270.73       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6033 | 2031-01-01      | 3.8400%  | 0.0000% | $40846000.00       | $40887799.06       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ6393 | 2036-02-01      | 4.5500%  | 0.0000% | $18124000.00       | $18514175.48       | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $538621.35         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5878 | 2032-12-01      | 3.9900%  | 0.0000% | $46500000.00       | $46373783.52       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1178 | 2031-06-01      | 5.8100%  | 0.0000% | $4300000.00        | $4489613.28        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5608 | 2030-12-01      | 3.8350%  | 0.0000% | $38228000.00       | $38264955.85       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3867 | 2030-07-01      | 4.6800%  | 0.0000% | $6796000.00        | $6962631.12        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6264 | 2033-01-01      | 4.5350%  | 0.0000% | $4317000.00        | $4441680.48        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4190 | 2032-06-01      | 4.8000%  | 0.0000% | $7474000.00        | $7799774.22        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5605 | 2030-12-01      | 3.7600%  | 0.0000% | $79849000.00       | $79658764.23       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6316 | 2033-01-01      | 4.3300%  | 0.0000% | $15500000.00       | $15759938.44       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4924 | 2032-09-01      | 4.5600%  | 0.0000% | $11632000.00       | $11986605.39       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0281 | 2029-01-01      | 4.9100%  | 0.0000% | $950000.00         | $981010.96         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $582840.12         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4980 | 2030-09-01      | 4.0800%  | 0.0000% | $26068000.00       | $26381823.97       | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $5727.81           | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 5.9140%  | 0.0000% | $500000.00         | $2540.04           | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.4810%  | 0.0000% | $3000000.00        | $13556.33          | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN2751 | 2032-12-01      | 4.4500%  | 0.0000% | $9100000.00        | $9230265.49        | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $24991.73          | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN4129 | 2035-05-01      | 4.4500%  | 0.0000% | $1000000.00        | $1009593.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2331 | 2030-08-01      | 4.8600%  | 0.0000% | $13088000.00       | $13601821.79       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4283 | 2032-07-01      | 4.6100%  | 0.0000% | $4601000.00        | $4754974.51        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4901 | 2030-09-01      | 4.5100%  | 0.0000% | $17569000.00       | $18050517.48       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0301 | 2029-01-01      | 4.7300%  | 0.0000% | $6016000.00        | $6177458.08        | Agency Mortgage-Backed Securities |
| FKAR 04.400 WNWN1675 | 2035-08-01      | 4.4000%  | 0.0000% | $58575000.00       | $58917357.87       | Agency Mortgage-Backed Securities |
| FKAR 04.300 WNWN2754 | 2032-11-01      | 4.3000%  | 0.0000% | $9620000.00        | $9689327.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $519304.72         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8213 | 2033-05-01      | 4.2200%  | 0.0000% | $610000.00         | $592453.80         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5167 | 2032-11-01      | 4.3000%  | 0.0000% | $36750000.00       | $37331846.43       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1075 | 2031-06-01      | 4.7300%  | 0.0000% | $11577000.00       | $12020840.31       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4305 | 2032-07-01      | 4.4800%  | 0.0000% | $9200000.00        | $9377136.84        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0254 | 2029-01-01      | 4.6600%  | 0.0000% | $1800000.00        | $1844797.60        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $889163.35         | Agency Mortgage-Backed Securities |
| FKAR 04.050 WNWN1770 | 2032-11-01      | 4.0500%  | 0.0000% | $78736000.00       | $78670019.23       | Agency Mortgage-Backed Securities |
| FKAR 04.200 WNWN2753 | 2032-11-01      | 4.2000%  | 0.0000% | $1593000.00        | $1602410.38        | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.1860%  | 0.0000% | $610000.00         | $11510.22          | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.0110%  | 0.0000% | $513000.00         | $769.35            | Agency Mortgage-Backed Securities |
| FMAR 8B0572 G        | 2056-02-01      | 4.7870%  | 0.0000% | $26148091.00       | $26643813.78       | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7370%  | 0.0000% | $6974865.00        | $5503395.96        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6112 | 2031-01-01      | 4.5300%  | 0.0000% | $5277000.00        | $5424301.79        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5868 | 2031-02-01      | 4.0800%  | 0.0000% | $21042000.00       | $21283765.57       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6296 | 2031-02-01      | 3.9050%  | 0.0000% | $7631000.00        | $7648324.49        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4153 | 2030-06-01      | 4.8000%  | 0.0000% | $7425000.00        | $7709471.55        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5489 | 2030-12-01      | 3.8500%  | 0.0000% | $55650000.00       | $55741074.34       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6111 | 2031-01-01      | 4.0300%  | 0.0000% | $3031000.00        | $3056210.51        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0037 | 2028-12-01      | 4.9200%  | 0.0000% | $950000.00         | $980659.67         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6219 | 2033-01-01      | 4.1100%  | 0.0000% | $11325000.00       | $11392104.40       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $528847.85         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS8334 | 2033-03-01      | 4.7100%  | 0.0000% | $490752.00         | $508580.86         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0814 | 2031-04-01      | 4.6200%  | 0.0000% | $4194000.00        | $4333939.80        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  | 0.0000% | $925000.00         | $962194.56         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8256 | 2033-04-01      | 4.5300%  | 0.0000% | $600000.00         | $613823.80         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0982 | 2031-05-01      | 4.8600%  | 0.0000% | $5581000.00        | $5825006.90        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS8335 | 2033-02-01      | 4.6200%  | 0.0000% | $515000.00         | $531097.18         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM7145 | 2033-02-01      | 4.9887%  | 0.0000% | $9000000.00        | $9187321.40        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9377 | 2028-09-01      | 4.6400%  | 0.0000% | $229304.00         | $234617.23         | Agency Mortgage-Backed Securities |
| FKAR 04.750 WSWS1001 | 2043-01-01      | 4.7500%  | 0.0000% | $2461100.00        | $2456260.38        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6230 | 2033-01-01      | 4.0300%  | 0.0000% | $20629000.00       | $20633797.40       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9575 | 2033-09-01      | 4.7600%  | 0.0000% | $15339000.00       | $15970457.21       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $353089.71         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9244 | 2028-08-01      | 4.4300%  | 0.0000% | $3000000.00        | $3046942.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9748 | 2028-10-01      | 4.6800%  | 0.0000% | $7000000.00        | $7157752.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9270 | 2028-08-01      | 4.5400%  | 0.0000% | $10000000.00       | $10183038.89       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS1688 | 2028-04-01      | 1.4900%  | 0.0000% | $4000000.00        | $3692554.90        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $943000.00         | $976593.85         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $385745.28         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XXBM7771 | 2032-08-01      | 4.7769%  | 0.0000% | $36006000.00       | $37444657.75       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5204 | 2030-11-01      | 3.7800%  | 0.0000% | $88100000.00       | $87994280.00       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4198 | 2032-06-01      | 4.6900%  | 0.0000% | $20000000.00       | $20794324.44       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6468 | 2033-02-01      | 4.0100%  | 0.0000% | $52662000.00       | $52501492.07       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0305 | 2029-02-01      | 4.7900%  | 0.0000% | $30000.00          | $30903.64          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9041 | 2028-08-01      | 4.6500%  | 0.0000% | $5975000.00        | $6100226.04        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL3537 | 2026-08-01      | 2.6050%  | 0.0000% | $1400000.00        | $1391726.54        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5820 | 2030-12-01      | 3.8900%  | 0.0000% | $63777000.00       | $63995273.21       | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.5130%  | 0.0000% | $1385000.00        | $2665.02           | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 6.5250%  | 0.0000% | $95000.00          | $667.63            | Agency Mortgage-Backed Securities |

### Security 269: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 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: ARP1FF796, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1FF796
- **C.18 - Value (incl. sponsor support):** $744000000.00
- **C.18.a - Value (excl. sponsor support):** $744000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2024-064 FM | 2054-04-20      | 4.7115%  | 0.0000% | $38750000.00       | $25461038.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-023 F  | 2053-02-20      | 4.4615%  | 0.0000% | $100000000.00      | $49074395.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA | 2054-01-20      | 4.7615%  | 0.0000% | $100000000.00      | $38182199.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FY | 2055-02-20      | 4.8115%  | 0.0000% | $30000000.00       | $24703031.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-027 AF | 2056-02-20      | 4.6996%  | 0.0000% | $247548572.00      | $249999999.71      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-160 NF | 2052-09-20      | 4.1615%  | 0.0000% | $8006953.00        | $5569027.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB | 2055-09-20      | 4.7315%  | 0.0000% | $100000000.00      | $98947084.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD | 2053-12-20      | 4.9115%  | 0.0000% | $47141614.00       | $17734038.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FG | 2050-09-20      | 4.6115%  | 0.0000% | $7735469.00        | $5941363.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF | 2055-04-20      | 4.7115%  | 0.0000% | $150000000.00      | $134292715.26      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA | 2055-06-20      | 5.4615%  | 0.0000% | $85873221.00       | $68747762.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 UF | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $62547344.74       | Agency Collateralized Mortgage Obligation |

### Security 270: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 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: ARP1FFCU3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FFCU3
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CL588942 | 2031-06-01      | 6.0000%  | 0.0000% | $3973812.00        | $7218.27           | Agency Mortgage-Backed Securities         |
| GNRA 2025-192 FN     | 2055-11-20      | 4.7115%  | 0.0000% | $5279112.00        | $5264983.59        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 EM     | 2052-05-20      | 5.0000%  | 0.0000% | $9918320.00        | $10070378.86       | Agency Collateralized Mortgage Obligation |
| GNII SF 003261 M     | 2032-07-20      | 6.5000%  | 0.0000% | $4499632.00        | $12472.08          | Agency Mortgage-Backed Securities         |
| GNII SF DO1079 C     | 2056-02-20      | 6.0000%  | 0.0000% | $2276332.00        | $2366334.37        | Agency Mortgage-Backed Securities         |
| GNII SF DD8677 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1275956.00        | $1107472.44        | Agency Mortgage-Backed Securities         |
| GNII SF DO1082 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3048916.00        | $3157894.42        | Agency Mortgage-Backed Securities         |
| GNII SF DP1482 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1012560.00        | $1066275.75        | Agency Mortgage-Backed Securities         |
| GNII SF DP1508 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1032632.00        | $1075403.96        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5889 | 2048-11-01      | 4.0000%  | 0.0000% | $5113000.00        | $579580.59         | Agency Mortgage-Backed Securities         |
| GNRM 2022-008 AB     | 2062-07-16      | 1.7500%  | 0.0000% | $19500000.00       | $13773514.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-76 B       | 2056-12-16      | 2.6000%  | 0.0000% | $500000.00         | $293080.48         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  | 0.0000% | $900000.00         | $17420.57          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1145 | 2052-02-01      | 2.0000%  | 0.0000% | $16894720.00       | $10888212.20       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9875 | 2040-04-01      | 5.0000%  | 0.0000% | $443359.00         | $31234.11          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08795 G | 2048-01-01      | 3.0000%  | 0.0000% | $113678464.00      | $17114541.89       | Agency Mortgage-Backed Securities         |
| GNRM 2020-126 AK     | 2050-08-20      | 1.3750%  | 0.0000% | $125000000.00      | $54356028.52       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLAR2465 | 2043-01-01      | 2.5000%  | 0.0000% | $216659.00         | $37309.80          | Agency Mortgage-Backed Securities         |
| GNRM 2012-126 BC     | 2041-02-20      | 1.7500%  | 0.0000% | $1306000.00        | $71287.87          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FH     | 2054-09-20      | 4.6815%  | 0.0000% | $100000000.00      | $67128326.08       | Agency Collateralized Mortgage Obligation |
| GNII SF DP1511 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1598220.00        | $1655348.91        | Agency Mortgage-Backed Securities         |
| GNRA 2025-215 FA     | 2055-12-20      | 4.6615%  | 0.0000% | $251585000.00      | $249999316.05      | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDD7199 | 2055-04-01      | 5.5000%  | 0.0000% | $1394998.00        | $1228520.18        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM6599 | 2031-04-01      | 1.7306%  | 0.0000% | $9003300.00        | $6548469.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5130 | 2052-11-01      | 5.0000%  | 0.0000% | $72791440.00       | $60768307.69       | Agency Mortgage-Backed Securities         |
| GNII RG CF4599 C     | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $658790.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  | 0.0000% | $441000.00         | $441103.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL995246 | 2035-12-01      | 5.0000%  | 0.0000% | $8481248.00        | $93959.41          | Agency Mortgage-Backed Securities         |

### Security 271: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1FGGJ2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FGGJ2
- **C.18 - Value (incl. sponsor support):** $1487000000.00
- **C.18.a - Value (excl. sponsor support):** $1487000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1239.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0893 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $16645.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9873 | 2040-01-01      | 5.0000%  | 0.0000% | $2702664.00        | $2418634.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9682 | 2056-01-01      | 6.0000%  | 0.0000% | $2703587.00        | $2801524.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $53000.00          | $38803.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL922585 | 2036-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $29038.99          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $5943997.00        | $3415982.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1841 | 2056-01-01      | 5.0000%  | 0.0000% | $122446232.00      | $122988825.72      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $149485.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9024 | 2056-01-01      | 5.0000%  | 0.0000% | $13275618.00       | $13352446.30       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $3000.00           | $2553.97           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $7000.00           | $4966.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $42614371.00       | $28552787.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $175000.00         | $35515.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3639 | 2049-06-01      | 4.0000%  | 0.0000% | $450000.00         | $85809.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $257000.00         | $65686.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  | 0.0000% | $11626287.00       | $10000299.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $2670.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1467 | 2056-02-01      | 5.0000%  | 0.0000% | $4000288.00        | $4031464.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0355 | 2040-09-01      | 6.0000%  | 0.0000% | $1045492.00        | $1066164.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7702 | 2046-09-01      | 3.5000%  | 0.0000% | $400000.00         | $113814.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0406 | 2055-10-01      | 4.5000%  | 0.0000% | $4278678.00        | $4224884.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW1014 | 2044-05-01      | 4.5000%  | 0.0000% | $564000.00         | $40086.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $13689942.37       | Agency Mortgage-Backed Securities |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $56605.39          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL602314 | 2031-09-01      | 7.5000%  | 0.0000% | $2128377.00        | $2036.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD0683 | 2055-09-01      | 4.5000%  | 0.0000% | $1872348.00        | $1844497.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6553 | 2041-07-01      | 4.5000%  | 0.0000% | $20000.00          | $525.99            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $109615.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3799 | 2056-03-01      | 6.5000%  | 0.0000% | $460228.00         | $485260.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $76242343.00       | $63167769.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9780 | 2055-08-01      | 6.0000%  | 0.0000% | $1666755.00        | $1369485.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $1201000.00        | $207899.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8512 | 2039-12-01      | 4.5000%  | 0.0000% | $2648000.00        | $52911.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $15672.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $5000.00           | $4580.04           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $263118.00         | $5951.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1314 | 2040-10-01      | 5.0000%  | 0.0000% | $2516706.00        | $2491636.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4094 | 2052-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $951029.57         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6294 | 2053-11-01      | 6.5000%  | 0.0000% | $223000.00         | $168908.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5982 | 2046-02-01      | 5.0000%  | 0.0000% | $65970891.00       | $66574309.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $16000.00          | $12501.82          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0613 | 2040-07-01      | 5.0000%  | 0.0000% | $18916026.00       | $15338899.71       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4784 | 2052-10-01      | 5.0000%  | 0.0000% | $41000.00          | $30376.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $373129.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $20397568.00       | $3072759.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4609.92           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7442 | 2040-04-01      | 5.0000%  | 0.0000% | $814561.00         | $734492.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1742 | 2055-10-01      | 4.5000%  | 0.0000% | $600231.00         | $593194.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $92361138.00       | $85670586.27       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1554085.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1118088.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA2738 | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1759079.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9671 | 2047-05-01      | 4.0000%  | 0.0000% | $317241.00         | $25239.57          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6307 | 2050-07-01      | 2.5000%  | 0.0000% | $25000.00          | $10321.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2354507.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9762 | 2053-05-01      | 5.5000%  | 0.0000% | $20554607.00       | $14560143.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6421 | 2055-11-01      | 5.5000%  | 0.0000% | $2424736.00        | $2402187.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1924 | 2056-01-01      | 4.5000%  | 0.0000% | $1769885.00        | $1702594.20        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $21818998.00       | $4069937.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $43222.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $2689000.00        | $371072.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $135000.00         | $104879.32         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5573 | 2055-03-01      | 6.5000%  | 0.0000% | $1583041.00        | $442723.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6397 | 2055-09-01      | 4.5000%  | 0.0000% | $3147550.00        | $3102228.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6263 | 2055-11-01      | 4.5000%  | 0.0000% | $2737177.00        | $2700150.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $806.01            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7458 | 2043-01-01      | 3.0000%  | 0.0000% | $40391.00          | $6657.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $55000.00          | $38358.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0138 | 2056-01-01      | 5.5000%  | 0.0000% | $3051452.00        | $3158737.97        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $2319112.00        | $47148.93          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8461 | 2036-07-01      | 2.0000%  | 0.0000% | $400000.00         | $193413.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL994004 | 2039-08-01      | 5.0000%  | 0.0000% | $12188873.00       | $1775742.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9141 | 2049-06-01      | 4.5000%  | 0.0000% | $32000.00          | $17018.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9515 | 2046-07-01      | 3.5000%  | 0.0000% | $545000.00         | $120437.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  | 0.0000% | $326033.00         | $32071.44          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3481 | 2055-02-01      | 4.5000%  | 0.0000% | $8987048.00        | $8814920.34        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2759 | 2052-02-01      | 3.0000%  | 0.0000% | $1560000.00        | $1003345.80        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $440770.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $72025626.04       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  | 0.0000% | $575000.00         | $361920.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1240 | 2052-10-01      | 5.5000%  | 0.0000% | $4318602.00        | $3828010.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  | 0.0000% | $450000.00         | $84234.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5119 | 2047-08-01      | 3.5000%  | 0.0000% | $24000.00          | $3305.04           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE3880 | 2040-12-01      | 4.5000%  | 0.0000% | $981011.00         | $945826.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8131 | 2055-08-01      | 5.0000%  | 0.0000% | $1194088.00        | $1208405.44        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4559 | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1390908.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1730532.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7543 | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $10322813.20       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $660077.00         | $444480.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4632 | 2040-08-01      | 5.5000%  | 0.0000% | $1644372.00        | $1659005.60        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ6658 | 2051-10-01      | 3.0000%  | 0.0000% | $10960263.00       | $6349718.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $577790.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $4914691.00        | $3094617.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3930 | 2056-03-01      | 6.5000%  | 0.0000% | $1403837.00        | $1498930.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1040 | 2049-06-01      | 3.5000%  | 0.0000% | $40000.00          | $24212.64          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3587 | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $14685958.68       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $2783708.00        | $1860099.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872884 | 2036-06-01      | 6.0000%  | 0.0000% | $2200000.00        | $12666.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0302 | 2043-08-01      | 3.0000%  | 0.0000% | $2026468.00        | $348390.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAP8879 | 2042-10-01      | 4.5000%  | 0.0000% | $809987.00         | $83028.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1326 | 2055-10-01      | 6.0000%  | 0.0000% | $1703275.00        | $1770095.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4431 | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $44060.31          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $670634.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT4138 | 2043-05-01      | 3.5000%  | 0.0000% | $6800000.00        | $1587340.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9600 | 2047-02-01      | 4.0000%  | 0.0000% | $126570.00         | $11395.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7672 | 2055-12-01      | 4.5000%  | 0.0000% | $7676985.00        | $7594066.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0647 | 2040-09-01      | 5.0000%  | 0.0000% | $713597.00         | $682265.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE8983 | 2055-10-01      | 4.5000%  | 0.0000% | $1220000.00        | $1203725.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3499 | 2047-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1131.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4404 | 2048-12-01      | 5.0000%  | 0.0000% | $703767.00         | $44567.70          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3520 | 2055-10-01      | 4.5000%  | 0.0000% | $2320853.00        | $2290147.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  | 0.0000% | $18000.00          | $13116.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3765 | 2055-09-01      | 6.0000%  | 0.0000% | $57820473.00       | $59314393.22       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4672 | 2052-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $1095484.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5020 | 2052-11-01      | 4.5000%  | 0.0000% | $60000.00          | $50204.72          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  | 0.0000% | $32284814.00       | $23474118.02       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $115000.00         | $92405.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $3980224.00        | $3022893.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1621 | 2051-07-01      | 2.0000%  | 0.0000% | $219240.00         | $138129.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $72423.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2253 | 2050-04-01      | 3.5000%  | 0.0000% | $12630000.00       | $8253677.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1475 | 2055-05-01      | 5.0000%  | 0.0000% | $675000.00         | $653222.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1948 | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3024.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3941 | 2055-12-01      | 5.0000%  | 0.0000% | $21300960.00       | $21278578.97       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFA0168 | 2039-12-01      | 4.5000%  | 0.0000% | $229093.00         | $188419.29         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $191377.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB3505 | 2041-09-01      | 4.0000%  | 0.0000% | $510000.00         | $37485.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $16054794.00       | $15282541.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  | 0.0000% | $232700.00         | $3502.14           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $4000.00           | $2765.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9081 | 2055-09-01      | 5.5000%  | 0.0000% | $3162210.00        | $3233008.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $127364.00         | $82405.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8061 | 2040-08-01      | 5.0000%  | 0.0000% | $1397047.00        | $1287689.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0327 | 2049-11-01      | 3.5000%  | 0.0000% | $4106742.00        | $1567024.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3628 | 2048-03-01      | 3.5000%  | 0.0000% | $22818420.00       | $6197685.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5429 | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $663846.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4556 | 2052-09-01      | 4.5000%  | 0.0000% | $17500000.00       | $14011386.03       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4953 | 2055-11-01      | 5.5000%  | 0.0000% | $2178632.00        | $2028171.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1673909.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF7547 | 2056-01-01      | 6.5000%  | 0.0000% | $1115482.00        | $1181732.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7265 | 2056-02-01      | 5.0000%  | 0.0000% | $1247700.00        | $1264786.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9757 | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1085113.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7444 | 2040-08-01      | 5.5000%  | 0.0000% | $1114401.00        | $1128420.16        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3065 | 2047-12-01      | 3.5000%  | 0.0000% | $345000.00         | $41078.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0204 | 2055-09-01      | 6.0000%  | 0.0000% | $1799969.00        | $1876644.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF0959 | 2040-10-01      | 5.5000%  | 0.0000% | $1752376.00        | $1768680.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $302380.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4202 | 2029-12-01      | 3.5000%  | 0.0000% | $1576000.00        | $162973.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9498 | 2055-09-01      | 5.5000%  | 0.0000% | $2211239.00        | $2261075.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1430.65           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4793 | 2041-02-01      | 4.0000%  | 0.0000% | $1400000.00        | $179619.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $1943627.00        | $253044.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5271 | 2054-06-01      | 5.5000%  | 0.0000% | $247806.00         | $188040.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0815 | 2055-10-01      | 5.0000%  | 0.0000% | $2599350.00        | $2616088.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9918 | 2055-08-01      | 5.5000%  | 0.0000% | $1042096.00        | $1066322.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0863 | 2055-11-01      | 5.0000%  | 0.0000% | $1565099.00        | $1569510.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $24613052.00       | $24597358.56       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE7530 | 2040-09-01      | 4.5000%  | 0.0000% | $1366760.00        | $1340340.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $182000.00         | $1007.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3966 | 2050-09-01      | 4.5000%  | 0.0000% | $7618518.00        | $7585438.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3922 | 2055-09-01      | 6.5000%  | 0.0000% | $136818245.00      | $143606902.35      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8752 | 2054-06-01      | 5.0000%  | 0.0000% | $1200000.00        | $1116165.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  | 0.0000% | $4000.00           | $671.07            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $38514.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0852 | 2056-01-01      | 5.5000%  | 0.0000% | $4643558.00        | $4769621.49        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3641 | 2049-06-01      | 4.0000%  | 0.0000% | $55916.00          | $6293.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8525 | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $272351.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $145832.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6672 | 2053-02-01      | 5.0000%  | 0.0000% | $156645.00         | $150664.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $109000.00         | $66101.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $277000.00         | $151284.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $3587000.00        | $3297928.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1740 | 2055-10-01      | 4.5000%  | 0.0000% | $1174516.00        | $1143924.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4679 | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $434190.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1511 | 2050-07-01      | 5.0000%  | 0.0000% | $1871331.00        | $1060825.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4184 | 2050-07-01      | 2.5000%  | 0.0000% | $110000.00         | $51682.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2694 | 2055-10-01      | 5.5000%  | 0.0000% | $1178146.00        | $1213677.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2275 | 2055-10-01      | 5.5000%  | 0.0000% | $8304442.00        | $8536089.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB2874 | 2038-11-01      | 6.0000%  | 0.0000% | $1900906.00        | $26283.38          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA6046 | 2056-02-01      | 7.0000%  | 0.0000% | $1219917.00        | $1288716.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $5048000.00        | $636228.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $5373276.00        | $604444.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB1803 | 2040-11-01      | 4.0000%  | 0.0000% | $510000.00         | $55933.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | 0.0000% | $23177835.00       | $22924450.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $390000.00         | $280571.53         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8743 | 2055-10-01      | 7.5000%  | 0.0000% | $3523085.00        | $3124440.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9540 | 2055-10-01      | 5.5000%  | 0.0000% | $5249941.00        | $5377186.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1353593.00        | $1356446.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $1456000.00        | $422410.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  | 0.0000% | $149728.00         | $99658.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5496 | 2050-04-01      | 3.0000%  | 0.0000% | $352000.00         | $145651.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8127 | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $37256410.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5341 | 2049-03-01      | 4.5000%  | 0.0000% | $1195000.00        | $122411.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ4046 | 2041-10-01      | 4.0000%  | 0.0000% | $145000.00         | $13711.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8502 | 2046-12-01      | 4.0000%  | 0.0000% | $5600000.00        | $921152.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2510031.00        | $2520239.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $43803688.00       | $43501640.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  | 0.0000% | $2375722.00        | $2323943.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA5078 | 2038-11-01      | 6.0000%  | 0.0000% | $842815.00         | $311549.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $8621153.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO7262 | 2035-01-01      | 3.0000%  | 0.0000% | $200000.00         | $51671.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO1967 | 2034-10-01      | 2.5000%  | 0.0000% | $50000.00          | $9465.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  | 0.0000% | $5973777.00        | $5003108.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $1000.00           | $812.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5556 | 2050-04-01      | 3.5000%  | 0.0000% | $28482000.00       | $7643979.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3943 | 2049-08-01      | 4.0000%  | 0.0000% | $4687287.00        | $1284645.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3334 | 2049-04-01      | 4.0000%  | 0.0000% | $536324.00         | $42324.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  | 0.0000% | $127000.00         | $18925.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5906 | 2055-12-01      | 6.0000%  | 0.0000% | $2633739.00        | $2737732.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  | 0.0000% | $57405.00          | $7264.10           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $58422000.00       | $39821502.39       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4783 | 2051-08-01      | 4.0000%  | 0.0000% | $18780848.00       | $14095787.41       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1100617.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $2307690.00        | $2202868.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $8000.00           | $5018.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7586 | 2056-01-01      | 5.0000%  | 0.0000% | $1213819.00        | $1226434.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5119 | 2055-12-01      | 5.0000%  | 0.0000% | $1067660.00        | $1075652.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1226 | 2055-10-01      | 6.0000%  | 0.0000% | $5498667.00        | $5606521.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $400000.00         | $70546.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0906 | 2055-11-01      | 5.5000%  | 0.0000% | $1705857.00        | $1736686.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  | 0.0000% | $105000.00         | $18686.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $890852.01         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $12000.00          | $1554.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8874 | 2055-09-01      | 5.5000%  | 0.0000% | $1029001.00        | $1020311.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3237 | 2050-02-01      | 4.0000%  | 0.0000% | $154083.00         | $110094.88         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  | 0.0000% | $5000000.00        | $2533395.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $1000.00           | $929.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $105000.00         | $74553.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $1456652.00        | $930049.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2840 | 2053-11-01      | 3.0000%  | 0.0000% | $38000.00          | $33518.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3141 | 2050-04-01      | 4.0000%  | 0.0000% | $31856591.00       | $20932223.99       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $85000.00          | $58459.97          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4598 | 2053-05-01      | 6.0000%  | 0.0000% | $302000.00         | $210350.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $202495.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9504 | 2054-10-01      | 5.5000%  | 0.0000% | $715000.00         | $661162.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $433890.00         | $383420.83         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8003 | 2053-08-01      | 5.0000%  | 0.0000% | $20000.00          | $17233.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6879 | 2054-01-01      | 6.0000%  | 0.0000% | $41900965.00       | $31662020.19       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8336 | 2052-03-01      | 2.0000%  | 0.0000% | $712919.00         | $521833.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7044 | 2053-09-01      | 5.0000%  | 0.0000% | $771000.00         | $645132.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7520 | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $45488047.53       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $16000.00          | $3976.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9507 | 2054-02-01      | 4.5000%  | 0.0000% | $1280692.00        | $1146067.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9801 | 2054-11-01      | 5.5000%  | 0.0000% | $875000.00         | $747929.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $545000.00         | $394373.08         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $82861.00          | $639.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  | 0.0000% | $75000.00          | $596.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7118 | 2047-04-01      | 3.5000%  | 0.0000% | $310000.00         | $56145.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $1420000.00        | $193597.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6545 | 2055-12-01      | 6.0000%  | 0.0000% | $2602165.00        | $2686755.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV5859 | 2045-07-01      | 6.0000%  | 0.0000% | $2563548.00        | $2605691.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3142191.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5960 | 2050-06-01      | 2.5000%  | 0.0000% | $30000.00          | $14332.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $10000.00          | $1862.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8287 | 2055-04-01      | 6.5000%  | 0.0000% | $6736988.00        | $5974492.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO4712 | 2034-11-01      | 3.0000%  | 0.0000% | $19315148.00       | $5108770.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3238 | 2047-08-01      | 3.5000%  | 0.0000% | $45000.00          | $9493.46           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  | 0.0000% | $269537.00         | $181703.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1494 | 2032-01-01      | 3.5000%  | 0.0000% | $10000000.00       | $1226819.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $836000.00         | $488191.98         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8902 | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $309802.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1456 | 2055-11-01      | 6.0000%  | 0.0000% | $26819000.00       | $26731007.34       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $16814.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2116 | 2052-06-01      | 4.5000%  | 0.0000% | $480000.00         | $351859.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $796144.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $300000.00         | $219615.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7044 | 2050-09-01      | 3.0000%  | 0.0000% | $9415000.00        | $4770901.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  | 0.0000% | $7739653.00        | $5712445.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $158336.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8021 | 2054-02-01      | 6.5000%  | 0.0000% | $1026000.00        | $750567.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1587 | 2052-04-01      | 3.0000%  | 0.0000% | $1495000.00        | $1025096.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2486 | 2052-07-01      | 4.0000%  | 0.0000% | $20000.00          | $14184.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1938 | 2052-02-01      | 2.5000%  | 0.0000% | $500000.00         | $321381.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2462 | 2052-02-01      | 3.0000%  | 0.0000% | $280000.00         | $190377.98         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0706 | 2047-11-01      | 4.0000%  | 0.0000% | $7650000.00        | $760695.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3597 | 2049-02-01      | 3.5000%  | 0.0000% | $25000.00          | $1901.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3745 | 2055-11-01      | 4.5000%  | 0.0000% | $9232797.00        | $9114592.80        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBM7882 | 2049-11-01      | 3.0000%  | 0.0000% | $1488614.00        | $1333130.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $268143.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  | 0.0000% | $200000.00         | $131368.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  | 0.0000% | $545205.00         | $4486.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $6874430.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2031 | 2056-02-01      | 5.5000%  | 0.0000% | $70072306.00       | $72124323.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  | 0.0000% | $70000.00          | $5595.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7534 | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5559647.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $1400000.00        | $1082495.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4149 | 2049-09-01      | 3.0000%  | 0.0000% | $1130000.00        | $527586.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  | 0.0000% | $332133.00         | $67567.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3686 | 2049-06-01      | 4.5000%  | 0.0000% | $110000.00         | $10890.44          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL509503 | 2029-11-01      | 7.0000%  | 0.0000% | $635000.00         | $1177.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | 0.0000% | $3616000.00        | $1618192.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $238350.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $53749.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1067 | 2037-04-01      | 2.5000%  | 0.0000% | $500000.00         | $317829.65         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0880 | 2052-05-01      | 2.5000%  | 0.0000% | $8909752.00        | $7140887.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0644 | 2052-02-01      | 3.0000%  | 0.0000% | $2628000.00        | $1786841.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0898 | 2052-02-01      | 3.0000%  | 0.0000% | $50000.00          | $32520.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $4000.00           | $1495.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4023 | 2053-03-01      | 5.5000%  | 0.0000% | $38911281.00       | $28672388.16       | Agency Mortgage-Backed Securities |

### Security 272: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 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: ARP1FGGS2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FGGS2
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? 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 | 2028-07-31      | 1.0000%  | 0.0000% | $43300.00          | $40941.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $107708300.00      | $106475151.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $129.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1791700.00        | $1803379.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $800.00            | $815.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $138451300.00      | $144639677.64      | U.S. Treasuries (including strips) |

### Security 273: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 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: ARP1FGHJ1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1FGHJ1
- **C.18 - Value (incl. sponsor support):** $283000000.00
- **C.18.a - Value (excl. sponsor support):** $283000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CICA7163 | 2035-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $2001557.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $16688.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $120810390.00      | $9631217.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1999 | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $2463740.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $50241000.00       | $44929688.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  | 0.0000% | $183653957.00      | $187123029.48      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $37171489.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $16927899.00       | $10982588.74       | Agency Mortgage-Backed Securities |

### Security 274: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 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: ARP1FGTW9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FGTW9
- **C.18 - Value (incl. sponsor support):** $2643000000.00
- **C.18.a - Value (excl. sponsor support):** $2643000000.00
- **C.19 - Percentage of Net Assets:** 2.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? 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 CL963734   | 2038-06-01      | 6.0000%  | 0.0000% | $1007262.00        | $11154.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3656   | 2029-05-01      | 3.5000%  | 0.0000% | $344000.00         | $18799.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3747   | 2049-08-01      | 4.5000%  | 0.0000% | $398000.00         | $37957.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3906   | 2050-01-01      | 3.5000%  | 0.0000% | $154000.00         | $21021.75          | Agency Mortgage-Backed Securities         |
| GNII JM MA3303 M       | 2045-12-20      | 4.0000%  | 0.0000% | $2400464.00        | $98466.67          | Agency Mortgage-Backed Securities         |
| GNII SF DL7672 C       | 2055-09-20      | 6.5000%  | 0.0000% | $889346.00         | $944265.82         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7764 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2945152.00        | $2851583.43        | Agency Mortgage-Backed Securities         |
| GNII SF DM1525 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1067710.00        | $1117135.22        | Agency Mortgage-Backed Securities         |
| GNMI SF 541629 X       | 2034-06-15      | 5.5000%  | 0.0000% | $359884.00         | $5723.88           | Agency Mortgage-Backed Securities         |
| GNMI SF 755958 X       | 2041-01-15      | 4.0000%  | 0.0000% | $120524.00         | $10787.65          | Agency Mortgage-Backed Securities         |
| GNMI SF 684721 X       | 2038-03-15      | 5.5000%  | 0.0000% | $1019566.00        | $69984.85          | Agency Mortgage-Backed Securities         |
| GNMI SF 752072 X       | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $68106.01          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3872   | 2049-07-01      | 3.5000%  | 0.0000% | $422000.00         | $41192.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6815   | 2053-05-01      | 5.0000%  | 0.0000% | $211197.00         | $141850.51         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY9403   | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $189744.44         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3846   | 2048-04-01      | 4.5000%  | 0.0000% | $1602130.00        | $481735.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5261   | 2048-01-01      | 4.0000%  | 0.0000% | $9571000.00        | $1388635.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0879   | 2053-04-01      | 5.0000%  | 0.0000% | $473183.00         | $456356.77         | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083   | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $674.76            | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $47553088.00       | $43437201.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL826305   | 2035-07-01      | 5.0000%  | 0.0000% | $37372928.00       | $379231.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL832244   | 2035-08-01      | 5.0000%  | 0.0000% | $10759168.00       | $62535.99          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3995   | 2048-02-01      | 3.5000%  | 0.0000% | $18534272.00       | $1106558.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $386.87            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAO6710   | 2042-06-01      | 4.0000%  | 0.0000% | $8699616.00        | $1500208.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190342   | 2033-10-01      | 6.0000%  | 0.0000% | $95773696.00       | $416225.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0601   | 2054-06-01      | 6.0000%  | 0.0000% | $1157702.00        | $991091.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0851   | 2032-09-01      | 6.0000%  | 0.0000% | $21814400.00       | $45560.69          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZN2382   | 2049-01-01      | 5.5000%  | 0.0000% | $1450252.00        | $137938.25         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4823   | 2047-03-01      | 4.0000%  | 0.0000% | $100000000.00      | $14836455.99       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK8130   | 2031-06-01      | 2.5000%  | 0.0000% | $210000.00         | $23033.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0168   | 2047-10-01      | 3.5000%  | 0.0000% | $305000.00         | $92369.05          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4437   | 2044-02-01      | 4.0000%  | 0.0000% | $35300000.00       | $4208816.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7860   | 2040-06-01      | 5.0000%  | 0.0000% | $171600.00         | $5972.82           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1033   | 2054-12-01      | 5.0000%  | 0.0000% | $2091204.00        | $2028708.95        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9510   | 2055-04-01      | 6.5000%  | 0.0000% | $1259100.00        | $1310973.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2671   | 2046-07-01      | 3.5000%  | 0.0000% | $87000.00          | $10568.93          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4406   | 2055-06-01      | 6.5000%  | 0.0000% | $104438784.00      | $92215113.83       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3074   | 2032-07-01      | 3.5000%  | 0.0000% | $3255000.00        | $278999.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ971841   | 2048-01-01      | 5.5000%  | 0.0000% | $1822912.00        | $60746.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $642000.00         | $482243.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676   | 2052-06-01      | 3.0000%  | 0.0000% | $62000.00          | $44864.46          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3954   | 2030-03-01      | 3.0000%  | 0.0000% | $1020000.00        | $106816.00         | Agency Mortgage-Backed Securities         |
| GNII SF DH7691 C       | 2055-02-20      | 6.5000%  | 0.0000% | $5087520.00        | $4723619.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA1754   | 2047-12-01      | 3.0000%  | 0.0000% | $1010172.00        | $262915.46         | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3280904.00        | $3101255.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $50000000.00       | $27458964.15       | Agency Mortgage-Backed Securities         |
| GNII SF MA5301 M       | 2033-07-20      | 4.0000%  | 0.0000% | $62678.00          | $5995.43           | Agency Mortgage-Backed Securities         |
| GNMI SF AA0172 X       | 2042-05-15      | 3.7000%  | 0.0000% | $260000.00         | $43991.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA1892 M       | 2029-04-20      | 4.0000%  | 0.0000% | $3262450.00        | $108242.36         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3955   | 2035-03-01      | 2.5000%  | 0.0000% | $83196.00          | $14068.74          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2047-06-15      | 4.0000%  | 0.0000% | $1210000.00        | $3673.25           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB6326   | 2053-05-01      | 5.5000%  | 0.0000% | $160000.00         | $118323.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7015   | 2053-09-01      | 5.5000%  | 0.0000% | $3996328.00        | $3142786.12        | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061   | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $266.36            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBU4046   | 2053-07-01      | 5.0000%  | 0.0000% | $1386870.00        | $1146498.56        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG5099   | 2053-06-01      | 5.5000%  | 0.0000% | $3473212.00        | $2664149.76        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0249   | 2058-01-01      | 3.5000%  | 0.0000% | $11500000.00       | $3927550.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6172   | 2053-07-01      | 5.5000%  | 0.0000% | $2080976.00        | $1513375.28        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC9077   | 2046-12-01      | 3.5000%  | 0.0000% | $400000.00         | $97737.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810403   | 2035-01-01      | 6.0000%  | 0.0000% | $1050508.00        | $16562.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL702340   | 2033-05-01      | 5.0000%  | 0.0000% | $8047056.00        | $18996.67          | Agency Mortgage-Backed Securities         |
| GNMI SF AV1853 X       | 2047-12-15      | 3.5000%  | 0.0000% | $267096.00         | $56157.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5679   | 2053-08-01      | 5.5000%  | 0.0000% | $1346882.00        | $1125661.99        | Agency Mortgage-Backed Securities         |
| GNRM 2021-048 BA       | 2059-10-16      | 1.2500%  | 0.0000% | $12000000.00       | $6736820.47        | Agency Collateralized Mortgage Obligation |
| GNMI SF 733167 X       | 2040-05-15      | 5.0000%  | 0.0000% | $1616458.00        | $69089.22          | Agency Mortgage-Backed Securities         |
| GNII JM 004489 M       | 2039-07-20      | 5.0000%  | 0.0000% | $34644479.00       | $89973.98          | Agency Mortgage-Backed Securities         |
| GNMI SF 676935 X       | 2038-04-15      | 5.5000%  | 0.0000% | $4267992.00        | $82118.07          | Agency Mortgage-Backed Securities         |
| GNII SF DL5169 C       | 2055-10-20      | 6.0000%  | 0.0000% | $931909.00         | $961517.41         | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1737200.08        | Agency Mortgage-Backed Securities         |
| GNII SF DM3571 C       | 2055-10-20      | 6.0000%  | 0.0000% | $11932816.00       | $12320846.00       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3302   | 2055-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $998605.66         | Agency Mortgage-Backed Securities         |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $189196288.00      | $191972438.72      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9221   | 2053-04-01      | 5.5000%  | 0.0000% | $5219840.00        | $4715741.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5000   | 2053-04-01      | 3.5000%  | 0.0000% | $927000.00         | $779191.63         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8312   | 2055-03-01      | 6.5000%  | 0.0000% | $4055072.00        | $3897947.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7398   | 2056-03-01      | 5.5000%  | 0.0000% | $12674528.00       | $13020406.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8036   | 2056-01-01      | 6.0000%  | 0.0000% | $1644914.00        | $1698587.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5648   | 2055-03-01      | 6.5000%  | 0.0000% | $23372256.00       | $15410044.42       | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $200000000.00      | $143077525.84      | Agency Mortgage-Backed Securities         |
| GNII SF DJ4350 C       | 2055-09-20      | 6.5000%  | 0.0000% | $779659.00         | $817355.01         | Agency Mortgage-Backed Securities         |
| GNPL PN CH2693         | 2057-07-15      | 2.9900%  | 0.0000% | $5191160.00        | $4551931.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $11331620.00       | $7643179.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $4496000.00        | $2777129.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $64155000.00       | $55230582.18       | Agency Mortgage-Backed Securities         |
| GNRM 2021-142 CD       | 2051-08-20      | 1.5000%  | 0.0000% | $82000000.00       | $43732152.54       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $140936800.00      | $112700593.12      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9074   | 2052-06-01      | 3.0000%  | 0.0000% | $27668000.00       | $22399273.86       | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C       | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5656255.29        | Agency Mortgage-Backed Securities         |
| GNMI SF 697851 X       | 2039-02-15      | 5.0000%  | 0.0000% | $2406690.00        | $12654.50          | Agency Mortgage-Backed Securities         |
| GNII SP 783418 C       | 2040-06-20      | 5.0000%  | 0.0000% | $1577064.00        | $107280.76         | Agency Mortgage-Backed Securities         |
| GNII SF DN7964 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1723446.00        | $1811296.95        | Agency Mortgage-Backed Securities         |
| GNII SF DP9718 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1145344.00        | $1176502.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8674   | 2055-02-01      | 5.5000%  | 0.0000% | $11508544.00       | $9809394.32        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G61257 G   | 2046-11-01      | 3.0000%  | 0.0000% | $2985784.00        | $557364.52         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA0249   | 2049-06-01      | 4.5000%  | 0.0000% | $11447344.00       | $1451514.18        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62962 G   | 2049-04-01      | 4.5000%  | 0.0000% | $11943408.00       | $4016977.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7679   | 2053-12-01      | 5.5000%  | 0.0000% | $11563360.00       | $9795169.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7614   | 2053-12-01      | 5.5000%  | 0.0000% | $250019584.00      | $195815638.64      | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4507   | 2043-01-01      | 2.5000%  | 0.0000% | $2000000.00        | $340455.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0720   | 2033-04-01      | 6.0000%  | 0.0000% | $79360256.00       | $159082.53         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18544 G   | 2030-03-01      | 2.5000%  | 0.0000% | $2000000.00        | $132538.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2723   | 2053-03-01      | 5.5000%  | 0.0000% | $800000.00         | $685322.70         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2235   | 2031-12-01      | 4.0000%  | 0.0000% | $24799296.00       | $1046650.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1799   | 2034-03-01      | 3.5000%  | 0.0000% | $125000.00         | $10000.05          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3446   | 2039-08-01      | 6.0000%  | 0.0000% | $637354.00         | $17852.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX8350   | 2053-04-01      | 4.5000%  | 0.0000% | $1291206.00        | $1141025.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY6162   | 2053-07-01      | 5.0000%  | 0.0000% | $14376624.00       | $10551172.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB6288   | 2043-05-01      | 5.5000%  | 0.0000% | $1305172.00        | $851035.47         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3517   | 2033-11-01      | 3.5000%  | 0.0000% | $570000.00         | $38265.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0443   | 2030-05-01      | 5.0000%  | 0.0000% | $3800000.00        | $56403.90          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQMA2481   | 2045-12-01      | 4.0000%  | 0.0000% | $10295680.00       | $2084915.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $2813000.00        | $366243.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3508   | 2048-09-01      | 3.0000%  | 0.0000% | $997000.00         | $140911.27         | Agency Mortgage-Backed Securities         |
| GNII JM MA3793 M       | 2046-07-20      | 3.5000%  | 0.0000% | $55105000.00       | $2985524.66        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1687   | 2047-01-01      | 4.0000%  | 0.0000% | $342000.00         | $57750.43          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $35409856.00       | $26275477.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX9807   | 2055-04-01      | 5.0000%  | 0.0000% | $3443592.00        | $3402775.06        | Agency Mortgage-Backed Securities         |
| GNII SF DH7690 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2818064.00        | $2334578.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2314   | 2053-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $969723.08         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3177         | 2057-08-15      | 3.8500%  | 0.0000% | $237314.00         | $220300.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6857   | 2053-06-01      | 5.5000%  | 0.0000% | $5052040.00        | $4556579.30        | Agency Mortgage-Backed Securities         |
| GNMI SF 698163 X       | 2040-07-15      | 5.0000%  | 0.0000% | $50203.00          | $10518.80          | Agency Mortgage-Backed Securities         |
| GNII SF DO5448 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1390944.00        | $1428783.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1092   | 2052-04-01      | 3.5000%  | 0.0000% | $400000.00         | $275723.17         | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB       | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1764.48           | Agency Collateralized Mortgage Obligation |
| GNII SF DJ6568 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1413690.00        | $1476543.70        | Agency Mortgage-Backed Securities         |
| GNMI SF 756851 X       | 2041-01-15      | 5.0000%  | 0.0000% | $1803202.00        | $249968.60         | Agency Mortgage-Backed Securities         |
| GNII SF DJ1636 C       | 2055-04-20      | 6.5000%  | 0.0000% | $743077.00         | $640344.66         | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051   | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $441.27            | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4278.02           | Agency Collateralized Mortgage Obligation |
| FNRM CL083BJ R21F083   | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $729.87            | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $3577.93           | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZI1702   | 2034-04-01      | 5.0000%  | 0.0000% | $1417994.00        | $26564.34          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8256   | 2052-10-01      | 4.0000%  | 0.0000% | $133000.00         | $104458.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310229   | 2043-08-25      | 3.5000%  | 0.0000% | $7229720.00        | $5701605.59        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $562.99            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBW1502   | 2052-07-01      | 4.5000%  | 0.0000% | $309521.00         | $233766.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5666   | 2053-01-01      | 6.0000%  | 0.0000% | $6890224.00        | $4485786.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1679   | 2034-04-01      | 5.0000%  | 0.0000% | $122000000.00      | $701701.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL8773   | 2044-11-01      | 4.5000%  | 0.0000% | $200000.00         | $17163.24          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL995149   | 2038-10-01      | 6.5000%  | 0.0000% | $3255000.00        | $28139.05          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8156   | 2046-10-01      | 4.5000%  | 0.0000% | $420000.00         | $37166.94          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3732 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1400214.00        | $938962.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1877   | 2054-03-01      | 5.5000%  | 0.0000% | $139952.00         | $118810.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120   | 2047-09-01      | 3.5000%  | 0.0000% | $1222000.00        | $150375.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3466   | 2048-09-01      | 3.5000%  | 0.0000% | $382000.00         | $36010.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3986   | 2035-04-01      | 3.5000%  | 0.0000% | $125000.00         | $16996.77          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986369   | 2038-07-01      | 6.0000%  | 0.0000% | $925909.00         | $15482.97          | Agency Mortgage-Backed Securities         |
| GNII SF DM0712 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1735180.00        | $1796411.41        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2232 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1331000.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0092   | 2053-05-01      | 5.0000%  | 0.0000% | $7662300.00        | $5796979.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2986   | 2045-04-01      | 4.0000%  | 0.0000% | $40027584.00       | $10320479.76       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6147   | 2036-02-01      | 2.0000%  | 0.0000% | $65999.00          | $23514.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY3600   | 2053-06-01      | 5.0000%  | 0.0000% | $461602.00         | $316774.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9827   | 2053-05-01      | 5.0000%  | 0.0000% | $3170000.00        | $2571728.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2022   | 2053-05-01      | 5.0000%  | 0.0000% | $8083184.00        | $6171857.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6475   | 2053-06-01      | 5.0000%  | 0.0000% | $175000.00         | $152472.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH2623   | 2047-08-01      | 4.0000%  | 0.0000% | $2825364.00        | $371010.01         | Agency Mortgage-Backed Securities         |
| GNII SF DM3568 C       | 2055-10-20      | 6.0000%  | 0.0000% | $3922144.00        | $4067780.79        | Agency Mortgage-Backed Securities         |
| GNII SF DM7181 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2372720.00        | $2486067.53        | Agency Mortgage-Backed Securities         |
| GNMI SF 697924 X       | 2039-03-15      | 5.0000%  | 0.0000% | $49711552.00       | $1325216.25        | Agency Mortgage-Backed Securities         |
| GNII SF DM7109 C       | 2055-10-20      | 6.0000%  | 0.0000% | $18919648.00       | $19468288.25       | Agency Mortgage-Backed Securities         |
| GNII SF DM6150 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1999836.00        | $2075266.41        | Agency Mortgage-Backed Securities         |
| FNRM RC064QH R01F064   | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $4324.14           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDA6019   | 2054-04-01      | 5.5000%  | 0.0000% | $19180580.00       | $15682723.74       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB3703   | 2050-09-01      | 2.5000%  | 0.0000% | $2019268.00        | $874549.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1389   | 2052-07-01      | 3.0000%  | 0.0000% | $11000.00          | $7861.61           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $563.34            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRA8631   | 2053-01-01      | 6.5000%  | 0.0000% | $641000.00         | $413347.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1479   | 2035-01-01      | 5.0000%  | 0.0000% | $1050000.00        | $9414.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI6726   | 2035-02-01      | 4.5000%  | 0.0000% | $1077590.00        | $26316.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI7336   | 2038-04-01      | 5.0000%  | 0.0000% | $1054690.00        | $40548.33          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5702   | 2054-04-01      | 6.5000%  | 0.0000% | $400000.00         | $270551.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7324   | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $438443.67         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1395   | 2041-05-01      | 4.5000%  | 0.0000% | $873000.00         | $24745.29          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6016   | 2043-05-01      | 4.0000%  | 0.0000% | $248479.00         | $45344.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL6521   | 2041-04-01      | 5.0000%  | 0.0000% | $952000.00         | $122221.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1236   | 2052-10-01      | 4.5000%  | 0.0000% | $24979000.00       | $20170233.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545993   | 2032-11-01      | 6.0000%  | 0.0000% | $96415360.00       | $195678.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $1334000.00        | $1026888.86        | Agency Mortgage-Backed Securities         |
| GNMI SF 615958 X       | 2033-09-15      | 5.0000%  | 0.0000% | $25511936.00       | $185047.78         | Agency Mortgage-Backed Securities         |
| GNMI SF 636168 X       | 2035-02-15      | 5.0000%  | 0.0000% | $10034992.00       | $155110.55         | Agency Mortgage-Backed Securities         |
| GNII SF DK4926 C       | 2051-06-20      | 6.5000%  | 0.0000% | $2995632.00        | $2745942.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6879   | 2053-08-01      | 6.0000%  | 0.0000% | $111779968.00      | $77888917.95       | Agency Mortgage-Backed Securities         |
| GNII SF DP1379 C       | 2056-01-20      | 6.0000%  | 0.0000% | $4371440.00        | $4600326.57        | Agency Mortgage-Backed Securities         |
| GNII SF DN8095 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1991962.00        | $2095902.35        | Agency Mortgage-Backed Securities         |
| GNII SF DM3456 C       | 2055-09-20      | 6.0000%  | 0.0000% | $8696288.00        | $8810449.61        | Agency Mortgage-Backed Securities         |
| GNII SF DL7679 C       | 2055-09-20      | 6.5000%  | 0.0000% | $5261632.00        | $5511386.37        | Agency Mortgage-Backed Securities         |
| GNRM 2017-35 AB        | 2049-05-16      | 2.2000%  | 0.0000% | $30405000.00       | $8350574.49        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIMA3319   | 2033-01-01      | 4.0000%  | 0.0000% | $3557896.00        | $709171.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0349   | 2040-04-01      | 6.0000%  | 0.0000% | $16066944.00       | $231062.73         | Agency Mortgage-Backed Securities         |
| GNII SF DL5154 C       | 2055-10-20      | 6.0000%  | 0.0000% | $6017576.00        | $6208763.96        | Agency Mortgage-Backed Securities         |
| GNMI SP 782087 X       | 2036-04-15      | 6.0000%  | 0.0000% | $45562752.00       | $2215806.62        | Agency Mortgage-Backed Securities         |
| GNMI SF 672676 X       | 2038-04-15      | 5.5000%  | 0.0000% | $2246104.00        | $14263.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2157   | 2046-12-01      | 3.0000%  | 0.0000% | $1434968.00        | $383596.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3SZT0937   | 2044-05-01      | 5.0000%  | 0.0000% | $7160320.00        | $972470.22         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0378   | 2034-04-01      | 3.5000%  | 0.0000% | $1168000.00        | $234604.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626293   | 2032-05-01      | 6.0000%  | 0.0000% | $12055376.00       | $28518.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745885   | 2036-10-01      | 6.0000%  | 0.0000% | $5840248.00        | $27490.11          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7772   | 2052-08-01      | 4.0000%  | 0.0000% | $314000.00         | $246004.44         | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014   | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $115.21            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8289   | 2053-01-01      | 5.5000%  | 0.0000% | $272458240.00      | $200502864.76      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5629   | 2045-08-01      | 3.5000%  | 0.0000% | $328000.00         | $41859.14          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9568   | 2045-05-01      | 3.5000%  | 0.0000% | $3602624.00        | $519411.17         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0671   | 2040-11-01      | 4.0000%  | 0.0000% | $175000.00         | $14575.56          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2018   | 2027-08-01      | 6.0000%  | 0.0000% | $4171072.00        | $9352.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4306   | 2036-03-01      | 5.0000%  | 0.0000% | $1111152.00        | $40925.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6369   | 2037-08-01      | 6.0000%  | 0.0000% | $2868304.00        | $43829.80          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3240   | 2053-06-01      | 6.0000%  | 0.0000% | $17609000.00       | $12123351.23       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4533   | 2047-10-01      | 4.5000%  | 0.0000% | $2401000.00        | $327055.62         | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090   | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $4098.34           | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $110880.00         | $101729.67         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0531   | 2036-06-01      | 2.5000%  | 0.0000% | $16150000.00       | $7786995.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4896   | 2053-04-01      | 5.0000%  | 0.0000% | $20790688.00       | $14868315.46       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV5379   | 2052-04-01      | 3.0000%  | 0.0000% | $40198.00          | $26017.00          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3191   | 2047-11-01      | 4.0000%  | 0.0000% | $45228.00          | $5028.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW9975   | 2052-08-01      | 3.0000%  | 0.0000% | $408738.00         | $346169.29         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW3031   | 2052-08-01      | 4.5000%  | 0.0000% | $1323500.00        | $976014.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1884   | 2053-07-01      | 5.0000%  | 0.0000% | $1012694.00        | $759072.53         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2845   | 2054-02-01      | 4.5000%  | 0.0000% | $967000.00         | $929682.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0952   | 2032-01-01      | 4.0000%  | 0.0000% | $25298240.00       | $1105116.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1671   | 2052-05-01      | 4.0000%  | 0.0000% | $4500000.00        | $3062419.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL889990   | 2038-09-01      | 5.5000%  | 0.0000% | $100000000.00      | $1245462.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA5966   | 2041-01-01      | 3.0000%  | 0.0000% | $322867.00         | $309135.37         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA4041   | 2030-06-01      | 3.0000%  | 0.0000% | $132364.00         | $16793.53          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4979   | 2053-04-01      | 5.5000%  | 0.0000% | $24938200.00       | $18308517.76       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $177000.00         | $137436.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK5925   | 2048-06-01      | 5.0000%  | 0.0000% | $625000.00         | $70922.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $6973840.00        | $5591723.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7394   | 2056-03-01      | 5.5000%  | 0.0000% | $20219296.00       | $20693180.13       | Agency Mortgage-Backed Securities         |
| GNII SF BL7755 C       | 2049-05-20      | 4.0000%  | 0.0000% | $64000.00          | $15868.96          | Agency Mortgage-Backed Securities         |
| GNII RG CF2629 C       | 2050-05-20      | 2.5000%  | 0.0000% | $1822292.00        | $521601.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3603   | 2053-06-01      | 5.5000%  | 0.0000% | $3807056.00        | $2677173.01        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $77371136.00       | $53918053.02       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3805   | 2041-11-01      | 3.5000%  | 0.0000% | $7890208.00        | $958884.20         | Agency Mortgage-Backed Securities         |
| GNII SF 763451 C       | 2041-05-20      | 5.0000%  | 0.0000% | $400000.00         | $42141.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD9170   | 2040-08-01      | 5.5000%  | 0.0000% | $6929032.00        | $379867.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $76879.82          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3508   | 2056-03-01      | 5.5000%  | 0.0000% | $14031648.00       | $14527473.43       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS7471   | 2038-03-01      | 2.0000%  | 0.0000% | $3980136.00        | $2890381.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $10740032.00       | $7484465.72        | Agency Mortgage-Backed Securities         |
| FNRM CL095KA R10F095   | 2040-07-25      | 2.5000%  | 0.0000% | $14631663.00       | $1832.27           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CL725231   | 2034-02-01      | 5.0000%  | 0.0000% | $1004202.00        | $8270.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTCA9581   | 2040-06-01      | 4.0000%  | 0.0000% | $1116964.00        | $836374.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254868   | 2033-09-01      | 5.0000%  | 0.0000% | $701000.00         | $5169.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB2624   | 2054-04-01      | 4.5000%  | 0.0000% | $965061.00         | $921310.95         | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051   | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1654.06           | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA5152   | 2051-05-01      | 3.0000%  | 0.0000% | $14000.00          | $8652.70           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $74.13             | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBY4139   | 2053-06-01      | 5.5000%  | 0.0000% | $27989.00          | $13826.60          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU7912   | 2051-12-01      | 2.0000%  | 0.0000% | $42292.00          | $24951.56          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY8612   | 2053-09-01      | 5.5000%  | 0.0000% | $1069592.00        | $780876.25         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0427   | 2054-10-01      | 6.5000%  | 0.0000% | $11164032.00       | $10494902.24       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4803   | 2052-11-01      | 3.5000%  | 0.0000% | $134000.00         | $106250.38         | Agency Mortgage-Backed Securities         |
| GNII SF BD6172 C       | 2047-10-20      | 4.0000%  | 0.0000% | $3300000.00        | $291319.04         | Agency Mortgage-Backed Securities         |
| GNII SF DC6665 C       | 2054-07-20      | 6.5000%  | 0.0000% | $3356400.00        | $2291618.15        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5561   | 2050-04-01      | 3.5000%  | 0.0000% | $1245016.00        | $350827.76         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369   | 2050-10-01      | 2.5000%  | 0.0000% | $50055.00          | $20213.56          | Agency Mortgage-Backed Securities         |
| GNPL PN CM4396         | 2057-10-15      | 3.8000%  | 0.0000% | $3665392.00        | $3397410.03        | Agency Mortgage-Backed Securities         |
| GNII SF AQ3441 C       | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $24417.10          | Agency Mortgage-Backed Securities         |
| GNII SF AJ4687 C       | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $7000.47           | Agency Mortgage-Backed Securities         |
| GNII SF DN7926 C       | 2055-11-20      | 6.0000%  | 0.0000% | $758844.00         | $788609.94         | Agency Mortgage-Backed Securities         |
| GNII SF DL5235 C       | 2055-11-20      | 6.0000%  | 0.0000% | $6955536.00        | $7209814.44        | Agency Mortgage-Backed Securities         |
| GNII SF DN5014 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1297400.00        | $1368105.73        | Agency Mortgage-Backed Securities         |
| GNII SF MB0846 M       | 2041-01-20      | 5.0000%  | 0.0000% | $256598.00         | $259186.78         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225   | 2052-07-01      | 3.0000%  | 0.0000% | $1823000.00        | $1348241.87        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL1542   | 2041-06-01      | 4.0000%  | 0.0000% | $14650000.00       | $232863.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $840490.00         | $694666.40         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7363   | 2054-11-01      | 4.5000%  | 0.0000% | $270000.00         | $249391.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZM8804   | 2048-09-01      | 5.5000%  | 0.0000% | $2347536.00        | $498882.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1210   | 2036-12-01      | 6.0000%  | 0.0000% | $11127760.00       | $47719.30          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49504 G   | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $9901735.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8560   | 2053-02-01      | 6.0000%  | 0.0000% | $1709146.00        | $1225780.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0087   | 2049-06-01      | 3.5000%  | 0.0000% | $4199520.00        | $827015.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZS8866   | 2028-04-01      | 4.5000%  | 0.0000% | $12485216.00       | $15306.52          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5353   | 2054-05-01      | 5.5000%  | 0.0000% | $295810560.00      | $236994288.27      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1040   | 2055-09-01      | 6.0000%  | 0.0000% | $232944640.00      | $206574610.94      | Agency Mortgage-Backed Securities         |
| GNII SF 565271 C       | 2041-08-20      | 5.0000%  | 0.0000% | $2486120.00        | $234983.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686   | 2049-06-01      | 3.5000%  | 0.0000% | $6264784.00        | $536348.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL790820   | 2034-09-01      | 6.0000%  | 0.0000% | $14555020.00       | $54812.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5443   | 2054-08-01      | 5.0000%  | 0.0000% | $63000.00          | $58146.74          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939   | 2050-02-01      | 3.5000%  | 0.0000% | $50000.00          | $6899.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0996   | 2055-09-01      | 5.0000%  | 0.0000% | $35322240.00       | $34961649.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5253   | 2055-10-01      | 6.0000%  | 0.0000% | $162370.00         | $168657.75         | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055   | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $307.08            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS9722   | 2054-09-01      | 6.0000%  | 0.0000% | $25717120.00       | $22799551.64       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC1659   | 2055-12-01      | 4.5000%  | 0.0000% | $40822016.00       | $40294729.74       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $45378304.00       | $37386285.95       | Agency Mortgage-Backed Securities         |
| GNII SF 770803 C       | 2041-06-20      | 5.0000%  | 0.0000% | $5254624.00        | $416625.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $54000.00          | $41601.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA0539 M       | 2039-01-20      | 6.0000%  | 0.0000% | $5161864.00        | $169191.58         | Agency Mortgage-Backed Securities         |
| GNII SF BA1458 C       | 2047-05-20      | 5.0000%  | 0.0000% | $2765364.00        | $305212.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1548   | 2053-07-01      | 5.5000%  | 0.0000% | $3567880.00        | $3227584.38        | Agency Mortgage-Backed Securities         |
| GNII SF BM9078 C       | 2049-08-20      | 4.0000%  | 0.0000% | $5024592.00        | $1261029.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6501   | 2054-11-01      | 5.0000%  | 0.0000% | $350000.00         | $325888.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555219   | 2033-02-01      | 6.0000%  | 0.0000% | $130632192.00      | $278916.45         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA6933   | 2050-02-01      | 4.5000%  | 0.0000% | $1201284.00        | $144863.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2545   | 2050-08-01      | 2.0000%  | 0.0000% | $500000.00         | $256450.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7106   | 2053-09-01      | 5.5000%  | 0.0000% | $105000.00         | $89526.56          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7381   | 2050-10-01      | 3.0000%  | 0.0000% | $198115.00         | $67970.50          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT2222   | 2037-03-01      | 2.0000%  | 0.0000% | $485099.00         | $295636.12         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5494   | 2054-10-01      | 4.0000%  | 0.0000% | $67000.00          | $61729.57          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3107 C       | 2055-08-20      | 6.0000%  | 0.0000% | $19512480.00       | $20231402.17       | Agency Mortgage-Backed Securities         |
| GNMI SF 604389 X       | 2033-06-15      | 5.0000%  | 0.0000% | $11131616.00       | $228307.44         | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $12745900.00       | $11909333.77       | Agency Mortgage-Backed Securities         |
| GNMI SF 616409 X       | 2034-05-15      | 4.0000%  | 0.0000% | $1185400.00        | $57076.27          | Agency Mortgage-Backed Securities         |
| GNMI SP 781319 X       | 2031-07-15      | 7.0000%  | 0.0000% | $64999424.00       | $62216.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 648417 X       | 2035-12-15      | 5.5000%  | 0.0000% | $7923272.00        | $148403.75         | Agency Mortgage-Backed Securities         |
| GNII SF DD8679 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1906748.00        | $1888878.92        | Agency Mortgage-Backed Securities         |
| GNII SF DF2434 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1327112.00        | $1321692.57        | Agency Mortgage-Backed Securities         |
| GNII SF DM3453 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3594680.00        | $3711018.95        | Agency Mortgage-Backed Securities         |
| GNII SF DH7386 C       | 2055-04-20      | 6.5000%  | 0.0000% | $784911.00         | $704229.21         | Agency Mortgage-Backed Securities         |
| GNMI SF 701742 X       | 2039-03-15      | 5.5000%  | 0.0000% | $5850000.00        | $271877.14         | Agency Mortgage-Backed Securities         |
| GNII SF DI3561 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4047808.00        | $3115366.13        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9195   | 2051-10-01      | 2.5000%  | 0.0000% | $400000.00         | $248408.60         | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C       | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $972489.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5189   | 2053-11-01      | 5.0000%  | 0.0000% | $263000.00         | $230491.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL904868   | 2037-02-01      | 5.5000%  | 0.0000% | $775059.00         | $11948.62          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ943483   | 2047-08-01      | 6.5000%  | 0.0000% | $7129944.00        | $73775.48          | Agency Mortgage-Backed Securities         |
| GNII SF 765273 C       | 2031-04-20      | 4.5000%  | 0.0000% | $1517736.00        | $39570.03          | Agency Mortgage-Backed Securities         |
| GNII SF DE8505 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1850982.00        | $1834216.89        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $241040000.00      | $249987284.95      | U.S. Treasuries (including strips)        |
| GNII SF DE5924 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1096276.00        | $1089285.28        | Agency Mortgage-Backed Securities         |
| GNMI SF 487801 X       | 2039-03-15      | 4.0000%  | 0.0000% | $9014320.00        | $272631.38         | Agency Mortgage-Backed Securities         |

### Security 275: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJLL5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJLL5
- **C.18 - Value (incl. sponsor support):** $1421000000.00
- **C.18.a - Value (excl. sponsor support):** $1421000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-11-15      | 3.5000%  | 0.0000% | $725360100.00      | $733617149.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $50000000.00       | $50426081.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $366425600.00      | $371561457.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $145175000.00      | $150221227.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $150700000.00      | $143594083.59      | U.S. Treasuries (including strips) |

### Security 276: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJLP6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJLP6
- **C.18 - Value (incl. sponsor support):** $1795000000.00
- **C.18.a - Value (excl. sponsor support):** $1795000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-06-30      | 4.2500%  | 0.0000% | $226199100.00      | $233199973.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $509857800.00      | $532084326.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $303601600.00      | $318665652.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $720843100.00      | $746950177.31      | U.S. Treasuries (including strips) |

### Security 277: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 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: ARP1FJM67, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJM67
- **C.18 - Value (incl. sponsor support):** $1404000000.00
- **C.18.a - Value (excl. sponsor support):** $1404000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $72000.00          | $46725.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $94112471.00       | $80360881.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1491.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $78684313.00       | $60326111.02       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $15000.00          | $11573.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $45002.00          | $33744.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $986392.00         | $794650.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $853.86            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $54000.00          | $40409.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $921059.00         | $736314.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $746.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $6322.00           | $4133.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $18000.00          | $10915.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $3087.00           | $2506.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $4096.00           | $3439.10           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4688 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $688.35            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA0848 | 2047-12-01      | 3.0000%  | 0.0000% | $1539000.00        | $533100.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $51000.00          | $42476.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $389886.00         | $241274.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $1040.00           | $705.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  | 0.0000% | $7040.00           | $6041.08           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $3072.00           | $2220.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | 0.0000% | $1636882.00        | $1101280.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1781 | 2055-06-01      | 6.5000%  | 0.0000% | $3585440.00        | $2259826.94        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $31000.00          | $20359.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1153.95           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04168 G | 2038-04-01      | 6.0000%  | 0.0000% | $2426.00           | $22.57             | Agency Mortgage-Backed Securities |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $2960.00           | $8.09              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  | 0.0000% | $6002.00           | $4264.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $2044.00           | $1572.80           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $40250.00          | $28349.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | 0.0000% | $567711.00         | $493458.19         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $6249.00           | $4852.76           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $17187.00          | $17034.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $41000.00          | $22632.32          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $11003.00          | $8247.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $714.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5727 | 2055-11-01      | 5.5000%  | 0.0000% | $1390283.00        | $1413644.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $167.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0825 | 2055-10-01      | 6.5000%  | 0.0000% | $6280688.00        | $6538719.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  | 0.0000% | $20532426.00       | $16084511.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $527.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $11000.00          | $7419.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $822.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $2024.00           | $1500.35           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3980 | 2055-09-01      | 6.0000%  | 0.0000% | $506148.00         | $520876.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4752 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $542.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4813 | 2045-04-01      | 4.0000%  | 0.0000% | $1023.00           | $226.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $11322.00          | $8290.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $761.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $4179690.00        | $3455602.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $6000.00           | $5529.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $912.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1194.00           | $1108.15           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2352 | 2052-11-01      | 4.5000%  | 0.0000% | $203352.00         | $162208.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7248 | 2046-05-01      | 4.0000%  | 0.0000% | $1001.00           | $112.18            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $1000.00           | $11.30             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3000 | 2047-04-01      | 4.0000%  | 0.0000% | $4608.00           | $1005.63           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9022 | 2045-02-01      | 4.0000%  | 0.0000% | $1135.00           | $80.47             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $3000.00           | $1911.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $963.31            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  | 0.0000% | $5339081.00        | $4672765.24        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  | 0.0000% | $137476338.00      | $72763164.08       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $100552095.00      | $57161238.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $850.86            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $2032.00           | $1832.46           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $24080755.00       | $20267618.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $2064.00           | $1273.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2373.67           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $822.70            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $674.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $1020.00           | $806.43            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $710.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  | 0.0000% | $28486933.00       | $24791011.29       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $1008.00           | $899.90            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | 0.0000% | $67049.00          | $41310.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $6240.00           | $3448.47           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $6001.00           | $5051.38           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $3086.00           | $2158.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3544 | 2042-04-01      | 3.5000%  | 0.0000% | $10555070.00       | $1612121.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $377742.00         | $343556.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $860.25            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  | 0.0000% | $1273202.00        | $671675.39         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  | 0.0000% | $12415.00          | $923.46            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $3637.00           | $565.29            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $21560632.00       | $8104835.74        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  | 0.0000% | $10773168.00       | $6225660.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | 0.0000% | $152034053.00      | $81716020.32       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0429 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $944.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $75928751.00       | $67625534.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | 0.0000% | $1432847.00        | $1185284.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $172050200.00      | $76931630.68       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | 0.0000% | $4440.00           | $2790.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4760.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $887.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $3072.00           | $2620.16           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $2049.00           | $1328.27           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $1003.00           | $833.09            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6344 | 2050-07-01      | 2.5000%  | 0.0000% | $17145997.00       | $6171047.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $2305.00           | $1826.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5904 | 2053-03-01      | 5.5000%  | 0.0000% | $50000.00          | $36113.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $933.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $127089.00         | $102498.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $11052.00          | $9953.93           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $4780329.00        | $2631270.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $26188800.00       | $5097413.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  | 0.0000% | $3481730.00        | $1691053.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $76694.67          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $2510.00           | $265.96            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | 0.0000% | $1014.00           | $737.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR2014 | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $163.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $730.98            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | 0.0000% | $21264.00          | $20669.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $96920.00          | $80249.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $717799.00         | $592328.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  | 0.0000% | $159000.00         | $41809.24          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA0464 | 2053-10-01      | 6.5000%  | 0.0000% | $933271.00         | $738425.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $8000.00           | $2263.97           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBT0248 | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $563.86            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $174900.00         | $128363.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $3970769.00        | $3512179.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2619.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $1859000.00        | $1663743.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $852.18            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | 0.0000% | $67204322.00       | $28647489.32       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1628.00           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $793.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $3985654.00        | $2961334.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $62612652.00       | $31375678.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1728.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1097.00           | $952.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $718.09            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $823.47            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $5639704.00        | $3820629.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $717.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $6069.00           | $4307.88           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $7187.00           | $5183.27           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $819.21            | Agency Mortgage-Backed Securities |
| 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $3660.00           | $227.60            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $40694720.00       | $40627181.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | 0.0000% | $54000.00          | $40166.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3011.76           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5328 | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $194.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $39425503.00       | $32472699.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $793.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $3200.00           | $2403.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $86349120.00       | $68844504.12       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $2015.00           | $1281.06           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $1100.00           | $592.74            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5728 | 2053-02-01      | 5.5000%  | 0.0000% | $35000.00          | $31769.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $73899724.00       | $59704658.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $10269.00          | $8585.38           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $83783459.00       | $72123436.56       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1861.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $828.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $770.61            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $3069.00           | $2331.22           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $709.22            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  | 0.0000% | $1048.00           | $984.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $10183.00          | $4980.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8387 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $698.30            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $197219.00         | $118033.71         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $670.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7495 | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $785.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $8168.00           | $6644.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7021 | 2053-09-01      | 5.5000%  | 0.0000% | $1289098.00        | $1290083.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9834 | 2055-08-01      | 6.5000%  | 0.0000% | $2485468.00        | $2317959.40        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2152 | 2051-12-01      | 3.0000%  | 0.0000% | $2026.00           | $1475.47           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $3420.00           | $136.25            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $5635.00           | $72.09             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03134 G | 2036-08-01      | 5.5000%  | 0.0000% | $1000.00           | $11.19             | Agency Mortgage-Backed Securities |
| 05.000 FGPC D97721 G | 2028-04-01      | 5.0000%  | 0.0000% | $1268.00           | $61.14             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $3072.00           | $2201.36           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $23273.00          | $14826.95          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $939.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9119 | 2054-09-01      | 5.5000%  | 0.0000% | $28000.00          | $26448.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  | 0.0000% | $687779.00         | $398036.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $111598336.00      | $60386459.54       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | 0.0000% | $30936987.00       | $16371459.27       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9690 | 2038-07-01      | 3.0000%  | 0.0000% | $99378.00          | $74926.86          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1110060.00        | $1077393.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  | 0.0000% | $21374671.00       | $10991075.53       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | 0.0000% | $40100355.00       | $22694196.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $183380.00         | $170131.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5624 | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $433.05            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  | 0.0000% | $1000.00           | $92.39             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $1002.00           | $107.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $63261.00          | $55152.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5282 | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $871.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $6870.00           | $4979.90           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1215958.00        | $956825.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3557.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  | 0.0000% | $1135.00           | $746.83            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3361 | 2052-04-01      | 3.0000%  | 0.0000% | $451402.00         | $319408.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $22634.00          | $16638.80          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $8092103.00        | $6385073.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $95739200.00       | $82256025.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $2135748.00        | $1914709.19        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  | 0.0000% | $1301258.00        | $877736.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3352 | 2052-04-01      | 2.5000%  | 0.0000% | $54446.00          | $37733.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | 0.0000% | $5000.00           | $3732.30           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1187.54           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $14611382.00       | $7338094.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $97420107.00       | $55249876.29       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7330 | 2050-10-01      | 2.0000%  | 0.0000% | $1038242.00        | $570274.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $721.47            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $2177.00           | $1846.54           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $753.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $968.46            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $2091.00           | $1682.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $2080.00           | $1853.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $3088.00           | $2225.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $2299557.00        | $1845571.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB6366 | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $567.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2340 | 2055-10-01      | 6.0000%  | 0.0000% | $1669318.00        | $1737277.82        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $56000.00          | $32466.13          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8011 | 2049-09-01      | 3.5000%  | 0.0000% | $1080.00           | $127.21            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $6000.00           | $5141.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | 0.0000% | $1032.00           | $894.39            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $101621439.00      | $75516861.54       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $956.69            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7681 | 2052-07-01      | 5.0000%  | 0.0000% | $45139248.00       | $29442525.14       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1625.37           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $4911.00           | $58.17             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $40744.00          | $28476.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $694.31            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $164.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1698.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $2056.00           | $1594.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $82517826.00       | $71030516.21       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  | 0.0000% | $1480.00           | $980.03            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $618.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $525325.00         | $359965.55         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $39094528.00       | $30330563.68       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3499 | 2052-05-01      | 3.5000%  | 0.0000% | $10000.00          | $7118.66           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $812.26            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $60000.00          | $37408.37          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $4093.00           | $3186.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $1214507.00        | $903192.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $9829.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4678 | 2052-09-01      | 5.0000%  | 0.0000% | $54000.00          | $38556.95          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1416.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1138 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $824.97            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.36            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | 0.0000% | $1120.00           | $639.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1031.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6072 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $866.12            | Agency Mortgage-Backed Securities |

### Security 278: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJM75, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJM75
- **C.18 - Value (incl. sponsor support):** $1952000000.00
- **C.18.a - Value (excl. sponsor support):** $1952000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-07-31      | 3.8750%  | 0.0000% | $371898100.00      | $377796475.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1238797000.00     | $1267839863.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $374024600.00      | $345403687.94      | U.S. Treasuries (including strips) |

### Security 279: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJMD2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJMD2
- **C.18 - Value (incl. sponsor support):** $326000000.00
- **C.18.a - Value (excl. sponsor support):** $326000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-04-15      | 0.1250%  | 0.0000% | $268730200.00      | $332520027.34      | U.S. Treasuries (including strips) |

### Security 280: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA 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: ARP1FJNW9, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1FJNW9
- **C.18 - Value (incl. sponsor support):** $328000000.00
- **C.18.a - Value (excl. sponsor support):** $328000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $3100.00           | $4048.16           | U.S. Treasuries (including strips) |
| FNMS 05.500 CLCB6634   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $858.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $2339.00           | $2288.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2135   | 2055-06-01      | 5.0000%  | 0.0000% | $1032.00           | $1014.59           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $117.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $200.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284   | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $256.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $332.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $888.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $590.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1120.00           | $276.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6768   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.26           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $111.36            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1002.00           | $205.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $144058.00         | $126207.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $901.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $838.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3774.00           | $2971.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $763.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2157   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $861.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1952.00           | $1291.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1417   | 2047-12-01      | 3.0000%  | 0.0000% | $2008.00           | $1702.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $856.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $3066.00           | $990.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $739.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4133   | 2051-04-01      | 3.5000%  | 0.0000% | $1000.00           | $938.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9666   | 2054-12-01      | 5.5000%  | 0.0000% | $1034.00           | $988.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $610.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984   | 2045-08-01      | 4.0000%  | 0.0000% | $1050.00           | $301.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4132   | 2050-01-01      | 3.5000%  | 0.0000% | $1008.00           | $945.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4146   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA2703   | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $861.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $544.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3751   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1031.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $674.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0501   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $968.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6531   | 2049-03-01      | 4.5000%  | 0.0000% | $6431.00           | $847.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $261.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $152.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1616.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8367   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $752.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $593.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $606.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $725.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $559.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $146.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $222.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $841.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3249   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $207.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $818.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $791.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $844.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $286.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $854.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $729.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3121   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $663.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $3979.19           | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $251493967.00      | $158773952.74      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $300.00            | $322.16            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $832.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $291.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $490.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7869   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $562.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577   | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $204.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $1279.00           | $612.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $860.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $906.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $4278.00           | $1518.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $2998.00           | $534.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4905   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $190.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484   | 2047-05-01      | 4.0000%  | 0.0000% | $1023.00           | $197.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $979.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $792.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $761.51            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $661.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $844.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $782.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $873.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $322.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $245.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8966   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $617.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1407   | 2054-12-01      | 5.0000%  | 0.0000% | $1051.00           | $1037.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM7391   | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $373.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065   | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $297.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $810.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $2981.00           | $2313.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $286.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7473   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $206.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $136.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3047.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1759.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8360   | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $303.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $885.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $772.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3824   | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $961.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922   | 2052-06-01      | 4.0000%  | 0.0000% | $2620556.00        | $2036085.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $965.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $403.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $949.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $723.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $502.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4656.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8869   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $847.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $877.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $861.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1076.00           | $873.57            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $252.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1129.00           | $168.21            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $32822900.00       | $33567778.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $3400.00           | $3021.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $308400.00         | $305988.57         | U.S. Treasuries (including strips) |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $880.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3744   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $720.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6619   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $777.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2161   | 2055-06-01      | 6.0000%  | 0.0000% | $1132.00           | $1069.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905   | 2055-01-01      | 5.0000%  | 0.0000% | $34000000.00       | $32926574.84       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $900.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $160.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $802.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $589.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $799.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $254.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4595   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $399.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4934   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $445.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $827.15            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $12200.00          | $12403.36          | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDF8892   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.40           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $1007.92           | U.S. Treasuries (including strips) |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $449.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM5082   | 2035-12-01      | 2.5000%  | 0.0000% | $2000.00           | $760.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $507.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1678.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $869.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $183.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $605.92            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $828.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $566.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $565.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1953.88           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1396.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2870.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1452   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $889.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $939.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $819.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451   | 2054-10-01      | 6.0000%  | 0.0000% | $36488875.00       | $31858539.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2846.00           | $1920.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $376.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $530.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $461.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $2021.00           | $1935.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $549.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9261   | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $828.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $800.00            | $821.56            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $973.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4149   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1011.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $1002.00           | $969.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3317   | 2052-04-01      | 4.0000%  | 0.0000% | $1023.00           | $715.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $689.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1599.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2791.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $872.58            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.71            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1001.00           | $99.40             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3122.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ1092   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $416.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $851.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $817.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1967   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $613.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6444   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $3501.00           | $1975.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $940.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $820.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $896.31            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $5441600.00        | $5837573.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $846000.00         | $831284.49         | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1999.00           | $978.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $792.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ0633   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $260.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $925.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $671.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $769.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $883.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145   | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $635.21            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $326.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1194.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $746.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1857   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $978.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $50366018.00       | $38490787.99       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786   | 2049-01-01      | 4.0000%  | 0.0000% | $2190.00           | $895.12            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7816   | 2054-01-01      | 7.0000%  | 0.0000% | $1045.00           | $628.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $2040.00           | $1770.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $37948212.00       | $32472609.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $508.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $879.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5337   | 2047-07-01      | 3.5000%  | 0.0000% | $2989.00           | $988.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $230.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $1999.00           | $368.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $294.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879   | 2055-11-01      | 5.5000%  | 0.0000% | $28386.00          | $28036.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $1896.00           | $1418.61           | Agency Mortgage-Backed Securities  |

### Security 281: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJNZ2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1FJNZ2
- **C.18 - Value (incl. sponsor support):** $811000000.00
- **C.18.a - Value (excl. sponsor support):** $811000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-01-15      | 0.8750%  | 0.0000% | $9283200.00        | $11903126.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $151.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $592400.00         | $390735.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $6000.00           | $5966.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $4959000.00        | $4901820.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $26041000.00       | $26901840.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $53646100.00       | $57549810.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $462700.00         | $312377.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $182.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50674066.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $82900000.00       | $83827564.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $16027600.00       | $16446327.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $94000000.00       | $95496685.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $99100.00          | $65732.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $490400.00         | $346343.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $16000.00          | $8244.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $3904000.00        | $4026091.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1037.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $36917800.00       | $37533185.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $3128600.00        | $3225807.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $200.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1499200.00        | $1084367.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $1600.00           | $1624.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $999700.00         | $1004695.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $8980000.00        | $9634046.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $295.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $316600.00         | $330876.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $800.00            | $873.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $1147600.00        | $1170167.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $2654400.00        | $2722179.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $109738100.00      | $112228481.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $2898000.00        | $2919645.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $1000000.00        | $1635167.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $25000000.00       | $27237924.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $200.00            | $206.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $24418400.00       | $24582893.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $1200.00           | $1288.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $8355100.00        | $8372892.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $20550000.00       | $21033036.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $178.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $985600.00         | $982568.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $295600.00         | $313782.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51570594.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $883600.00         | $901236.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $4415900.00        | $4484787.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $1000.00           | $890.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $69568600.00       | $69811220.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $536600.00         | $476345.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $2200.00           | $2170.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $6015400.00        | $6102116.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $56439200.00       | $57836651.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $27193500.00       | $27159158.67       | U.S. Treasuries (including strips) |

### Security 282: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJO24, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJO24
- **C.18 - Value (incl. sponsor support):** $1399000000.00
- **C.18.a - Value (excl. sponsor support):** $1399000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2049-11-15      | 2.3750%  | 0.0000% | $61372000.00       | $41433354.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $21087300.00       | $22029176.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $3280100.00        | $3493167.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $105.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $95.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $198655900.00      | $121624290.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $65.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $492100.00         | $272396.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $187.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $900.00            | $890.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1204900.00        | $1150214.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $300.00            | $299.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $58400.00          | $57384.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $145900.00         | $148994.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $13404600.00       | $13610940.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $91077200.00       | $91960857.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $4721100.00        | $4801115.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $12102600.00       | $11933719.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $7345500.00        | $7081992.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $400.00            | $233.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $21843200.00       | $20792681.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $1477000.00        | $1515511.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $143481700.00      | $145582887.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $11105300.00       | $8018543.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $115882000.00      | $120021434.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $200.00            | $203.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $1202900.00        | $1227204.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $593300.00         | $596979.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $23534500.00       | $23522784.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $1300.00           | $945.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $4239100.00        | $3649207.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $46333600.00       | $42373906.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $1282900.00        | $1297254.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $25784700.00       | $16845888.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $106673300.00      | $81633286.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $5993100.00        | $6084703.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $2188700.00        | $2177279.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $4600.00           | $4928.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $24900.00          | $24651.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $203400.00         | $196306.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $6270700.00        | $4605877.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $3600000.00        | $3823239.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $11193200.00       | $8706687.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $3569300.00        | $2085472.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $699900.00         | $712765.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $271200.00         | $270541.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $5462300.00        | $5489593.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $43972200.00       | $41576808.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $3100.00           | $3131.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $672500.00         | $643458.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $15019800.00       | $15433483.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $3728000.00        | $3972038.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $3164900.00        | $3148996.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $204.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $1000.00           | $829.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $8527800.00        | $6600591.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $4282800.00        | $2840752.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $344000.00         | $256501.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $111900.00         | $113400.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $3533600.00        | $3794597.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $500.00            | $513.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $2644100.00        | $2731807.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $52115100.00       | $54180113.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $4513900.00        | $4594371.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $196.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $27800.00          | $28428.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $24734100.00       | $23799400.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $439806000.00      | $440806199.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1589900.00        | $1592531.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |

### Security 283: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 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: ARP1FJO73, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJO73
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 02.500 CLSD0981 | 2052-04-01      | 2.5000%  | 0.0000% | $239918619.00      | $155849300.15      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $626719950.00      | $364301411.15      | Agency Mortgage-Backed Securities |

### Security 284: BOFA SECURITIES INC

- **C.1 - Title:** BOFA 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: ARP1FJOD0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FJOD0
- **C.18 - Value (incl. sponsor support):** $487000000.00
- **C.18.a - Value (excl. sponsor support):** $487000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2021-014 AB                                   | 2063-06-16      | 1.3400%  | 0.0000% | $100000.00         | $51599.11          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-09-25      | 5.5000%  | 0.0000% | $955000.00         | $984647.23         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $750000.00         | $437779.83         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-02-15      | 5.5000%  | 0.0000% | $7000.00           | $394.30            | Agency Collateralized Mortgage Obligation |
| GNRM 2026-040 G                                    | 2066-03-16      | 4.5000%  | 0.0000% | $3177824.00        | $3139566.18        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-032 KC                                   | 2044-12-20      | 4.5000%  | 0.0000% | $20485000.00       | $20855532.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H08 FC                                   | 2062-04-20      | 4.3669%  | 0.0000% | $660441.00         | $17107.82          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.0672%  | 0.0000% | $7401000.00        | $4168860.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20O F                                    | 2069-12-20      | 4.7571%  | 0.0000% | $3300000.00        | $915375.07         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-36 AE                                    | 2058-09-16      | 3.1500%  | 0.0000% | $35000.00          | $3799.61           | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H01 TA                                   | 2063-01-20      | 4.2969%  | 0.0000% | $2499989.00        | $5555.08           | Agency Collateralized Mortgage Obligation |
| GNRA 2017-8O FB                                    | 2067-09-20      | 5.5766%  | 0.0000% | $200000.00         | $53547.46          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H05 FB                                   | 2062-02-20      | 4.1858%  | 0.0000% | $1115000.00        | $2164.25           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-06-15      | 3.0000%  | 0.0000% | $11449840.00       | $270774.13         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-04-15      | 1.5000%  | 0.0000% | $1470000.00        | $146808.68         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   B-1    20520528 FLT | 2052-05-28      | 13.1672% | 0.0000% | $12000000.00       | $14246442.14       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-KF26         B      20261025 FLT | 2026-10-25      | 9.0437%  | 0.0000% | $13801000.00       | $2728775.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O FD                                    | 2067-06-20      | 4.2669%  | 0.0000% | $999991.00         | $123102.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-0O FM                                    | 2065-04-20      | 4.3992%  | 0.0000% | $100000.00         | $5033.71           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FB                                   | 2053-05-20      | 4.6615%  | 0.0000% | $150000000.00      | $54904582.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-006 EF                                   | 2055-01-20      | 4.7615%  | 0.0000% | $91081000.00       | $61097172.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-2O FH                                    | 2067-11-20      | 4.5142%  | 0.0000% | $5705000.00        | $1144883.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2005-06 UY                                    | 2034-10-20      | 5.0000%  | 0.0000% | $10000.00          | $895.12            | Agency Collateralized Mortgage Obligation |
| GNRA 2017-3O HA                                    | 2067-01-20      | 3.0000%  | 0.0000% | $3365590.00        | $494325.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-202 FB                                   | 2054-12-20      | 4.7215%  | 0.0000% | $49705000.00       | $41458843.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H30 GA                                   | 2062-12-20      | 4.1469%  | 0.0000% | $300000.00         | $8028.69           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 AF                                   | 2055-10-20      | 4.7615%  | 0.0000% | $50000000.00       | $49480689.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-9O HA                                    | 2065-03-20      | 1.7500%  | 0.0000% | $638974.00         | $108.09            | Agency Collateralized Mortgage Obligation |
| GNRM 2024-144 BY                                   | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $50470455.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-190 FJ                                   | 2052-11-20      | 4.7115%  | 0.0000% | $25000000.00       | $12892375.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-113 KB                                   | 2055-07-20      | 5.5000%  | 0.0000% | $19594500.00       | $20263852.47       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-011 E                                    | 2066-03-16      | 4.5000%  | 0.0000% | $2854180.00        | $2388429.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK                                   | 2055-03-20      | 4.7115%  | 0.0000% | $50000000.00       | $42509541.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O FL                                   | 2073-01-20      | 4.5315%  | 0.0000% | $303187.00         | $286756.98         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-01-25      | 4.5000%  | 0.0000% | $6926460.00        | $6734607.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2056-03-25      | 4.5000%  | 0.0000% | $48398336.00       | $48086457.12       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 5.5000%  | 0.0000% | $161847.00         | $160067.64         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-05-25      | 4.6672%  | 0.0000% | $100000000.00      | $61071063.05       | Agency Collateralized Mortgage Obligation |

### Security 285: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJOM0, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1FJOM0
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-08-31      | 3.7500%  | 0.0000% | $47152100.00       | $48048244.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $15068200.00       | $15614479.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $14979500.00       | $15897344.58       | U.S. Treasuries (including strips) |

### Security 286: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJON8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1FJON8
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-06-15      | 3.8750%  | 0.0000% | $100500.00         | $102241.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $27483000.00       | $28503155.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $194009200.00      | $197790130.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $133033200.00      | $134521209.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $135349600.00      | $139036192.91      | U.S. Treasuries (including strips) |

### Security 287: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL 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: ARP1FJOR9, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1FJOR9
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-02-15      | 4.2500%  | 0.0000% | $139100.00         | $141500.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $11974900.00       | $12069699.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $34994400.00       | $36244439.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $2657000.00        | $2639463.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $2990800.00        | $3024263.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $37462500.00       | $38705163.03       | U.S. Treasuries (including strips) |

### Security 288: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 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: ARP1FJOU2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1FJOU2
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $2102.00           | $1242.65           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $824500.00         | $846339.84         | U.S. Treasuries (including strips) |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $1100.00           | $538.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3337   | 2055-12-01      | 6.0000%  | 0.0000% | $1700.00           | $1743.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $768.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $75498.00          | $46733.04          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $800.00            | $894.73            | U.S. Treasuries (including strips) |
| FNMS 07.000 CLCB7658   | 2053-12-01      | 7.0000%  | 0.0000% | $2961.00           | $1991.16           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $12200.00          | $12071.91          | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSD6906   | 2054-10-01      | 6.0000%  | 0.0000% | $15423.00          | $14154.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $2549984.00        | $402942.74         | Agency Mortgage-Backed Securities  |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $6128.00           | $1067.67           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $613.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $681.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2443   | 2055-08-01      | 6.0000%  | 0.0000% | $47166567.00       | $39529078.06       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $90.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $9500.00           | $9588.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $2400.00           | $2507.27           | U.S. Treasuries (including strips) |
| FNMS 03.000 CLAT3180   | 2043-05-01      | 3.0000%  | 0.0000% | $1503.00           | $276.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0426   | 2055-05-01      | 5.0000%  | 0.0000% | $2020.00           | $1962.41           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $29700.00          | $31861.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1000.00           | $1072.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $200.00            | $193.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $82.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $2800.00           | $2127.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $212300.00         | $143275.17         | U.S. Treasuries (including strips) |
| FKAR 03.900 WNWN5336   | 2030-03-01      | 3.9000%  | 0.0000% | $5234264.00        | $5239365.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $663.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3650   | 2055-12-01      | 6.0000%  | 0.0000% | $44299.00          | $45760.62          | Agency Mortgage-Backed Securities  |

### Security 289: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 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: ARP1FJQ89, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJQ89
- **C.18 - Value (incl. sponsor support):** $141000000.00
- **C.18.a - Value (excl. sponsor support):** $141000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-09-15      | 3.3750%  | 0.0000% | $120561000.00      | $122326529.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $20170400.00       | $21071959.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $8000.00           | $8052.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $418000.00         | $413214.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $189.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |

### Security 290: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJQH9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJQH9
- **C.18 - Value (incl. sponsor support):** $1713000000.00
- **C.18.a - Value (excl. sponsor support):** $1713000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $164466300.00      | $163658183.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $11384800.00       | $11742418.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $9328700.00        | $11352741.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $145891900.00      | $148224899.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $4900.00           | $5016.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $5890100.00        | $6101592.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $241377700.00      | $249999980.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $91642100.00       | $95818917.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $103614300.00      | $105495126.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $245265300.00      | $249999947.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $248036400.00      | $249999987.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $87390400.00       | $85293980.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $17402400.00       | $17754018.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $246391700.00      | $249999930.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $898300.00         | $924951.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $349000.00         | $359354.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $15155600.00       | $14070220.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $12731700.00       | $12994082.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $26757500.00       | $32540871.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $45669400.00       | $40668764.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $245200.00         | $254850.50         | U.S. Treasuries (including strips) |

### Security 291: 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: ARP1FJQU0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FJQU0
- **C.18 - Value (incl. sponsor support):** $188000000.00
- **C.18.a - Value (excl. sponsor support):** $188000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2025-098 TF     | 2055-06-20      | 4.8615%  | 0.0000% | $28846768.00       | $24749998.02       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $1022.00           | $854.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | 0.0000% | $1646120.00        | $1568376.21        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $605.79            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0176 | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $634.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $812.47            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $733.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $78725001.00       | $63915582.28       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5646 | 2051-07-01      | 3.0000%  | 0.0000% | $1008.00           | $712.07            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1371 | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $604.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2570 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBP9612 | 2035-08-01      | 3.0000%  | 0.0000% | $1000.00           | $163.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4139 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6976 | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $457.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $1362.00           | $236.71            | Agency Mortgage-Backed Securities         |
| GNRA 2024-026 FB     | 2054-02-20      | 4.7215%  | 0.0000% | $34085054.00       | $14004583.87       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA7738 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $451.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $659.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3243 | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $777.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  | 0.0000% | $15930556.00       | $14700858.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0652 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1038.48           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ7013 | 2054-10-01      | 5.0000%  | 0.0000% | $20179838.00       | $20068500.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8534 | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $849.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3631 | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7144 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  | 0.0000% | $1179740.00        | $1242195.65        | Agency Mortgage-Backed Securities         |
| GNRA 2023-053 AF     | 2053-04-20      | 4.5615%  | 0.0000% | $50000000.00       | $19471545.98       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBU9888 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $617.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  | 0.0000% | $2245.00           | $1786.22           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $597.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4879 | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.22            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $578.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZT2463 | 2048-02-15      | 3.5000%  | 0.0000% | $9991804.00        | $8221817.84        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7517 | 2050-11-01      | 2.0000%  | 0.0000% | $6434.00           | $3409.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8482 | 2051-01-01      | 2.5000%  | 0.0000% | $14452217.00       | $8304730.97        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCA2837 | 2038-12-01      | 4.5000%  | 0.0000% | $1008.00           | $297.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0091 | 2054-03-01      | 5.0000%  | 0.0000% | $4679600.00        | $4443269.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4256 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $866.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBK5000 | 2033-06-01      | 3.0000%  | 0.0000% | $1000.00           | $115.89            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $18287235.00       | $12836520.24       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $821.05            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2010 | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $643.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $141.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $720.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7721 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $852.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5036 | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $803.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $787.58            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0234 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $673.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $809.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $628.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $151.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBM5549 | 2034-02-01      | 4.0000%  | 0.0000% | $1000.00           | $186.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9577 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $793.84            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5955 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $805.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $702.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | 0.0000% | $142161.00         | $135059.13         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $623.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $312.50            | Agency Mortgage-Backed Securities         |

### Security 292: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJQV8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FJQV8
- **C.18 - Value (incl. sponsor support):** $367000000.00
- **C.18.a - Value (excl. sponsor support):** $367000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2032-01-31      | 4.3750%  | 0.0000% | $182340100.00      | $189510281.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $179788500.00      | $184943966.03      | U.S. Treasuries (including strips) |

### Security 293: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJR54, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FJR54
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $200.00            | $201.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $44172300.00       | $44708929.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $25550000.00       | $23260017.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $16700.00          | $16948.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $380.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $16546300.00       | $14658818.49       | U.S. Treasuries (including strips) |

### Security 294: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJSA2, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1FJSA2
- **C.18 - Value (incl. sponsor support):** $1221000000.00
- **C.18.a - Value (excl. sponsor support):** $1221000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $864900.00         | $822932.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $188049500.00      | $202336223.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1770800.00        | $1802985.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $43613300.00       | $38600534.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $6656600.00        | $5915269.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $238400.00         | $235021.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $275000.00         | $282541.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $300.00            | $174.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $88300.00          | $59591.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $15500000.00       | $15991461.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $2329900.00        | $2421599.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $628300.00         | $477420.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $103000.00         | $77541.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $42806800.00       | $44718791.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $4700.00           | $7021.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $11462800.00       | $17514954.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $2350200.00        | $2419800.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $36604000.00       | $37456098.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $3600000.00        | $3651060.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $5881600.00        | $6055665.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $3000000.00        | $3027981.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $25600.00          | $25990.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $8999300.00        | $9181132.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $9999900.00        | $10189952.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $241377700.00      | $249999980.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $49039900.00       | $37311335.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $65985000.00       | $66482836.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $33278900.00       | $31753287.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $184727000.00      | $195778510.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $2062700.00        | $2148675.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $10000000.00       | $8885698.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $2000000.00        | $2130922.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $161000000.00      | $163959461.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $62000.00          | $62773.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $359000.00         | $364175.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $4400000.00        | $4409369.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2215600.00        | $2233139.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $5499300.00        | $6107649.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $800.00            | $565.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $2877700.00        | $2567728.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $217900.00         | $190044.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $3000000.00        | $3094235.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $11000000.00       | $11280883.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $41179200.00       | $42191048.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $500000.00         | $441099.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $73.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $6061700.00        | $5962875.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4152400.00        | $4407811.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $370200.00         | $383653.47         | U.S. Treasuries (including strips) |

### Security 295: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJSO2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJSO2
- **C.18 - Value (incl. sponsor support):** $1770000000.00
- **C.18.a - Value (excl. sponsor support):** $1770000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-07-31      | 1.8750%  | 0.0000% | $18042600.00       | $17934695.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $11727200.00       | $11717783.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $10087200.00       | $9925451.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $660868800.00      | $639096477.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $315431600.00      | $317811434.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $483945500.00      | $490559620.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $301964800.00      | $307911213.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $10525200.00       | $10443365.87       | U.S. Treasuries (including strips) |

### Security 296: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 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: ARP1FJSS3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJSS3
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLBU7524 | 2051-12-01      | 3.0000%  | 0.0000% | $12619680.00       | $9795514.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0354 | 2056-02-01      | 5.0000%  | 0.0000% | $2505500.00        | $2552826.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG3676 | 2056-03-01      | 6.0000%  | 0.0000% | $8455551.00        | $8734434.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5611 | 2053-07-01      | 4.0000%  | 0.0000% | $7300000.00        | $6084550.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9843 | 2054-11-01      | 6.5000%  | 0.0000% | $2600000.00        | $2121943.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3720 | 2056-03-01      | 5.0000%  | 0.0000% | $10054816.00       | $10170145.86       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $234609920.00      | $175923740.84      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6294 | 2055-04-01      | 6.0000%  | 0.0000% | $15026640.00       | $13106686.73       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3475 | 2055-07-01      | 6.0000%  | 0.0000% | $7600272.00        | $7212756.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6192 | 2056-03-01      | 5.0000%  | 0.0000% | $86584320.00       | $87713389.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1687 | 2056-02-01      | 5.0000%  | 0.0000% | $1876210.00        | $1908531.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1782 | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1560027.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $32764992.00       | $17327041.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3402 | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $987141.33         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $1600000.00        | $1012471.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1512 | 2055-06-01      | 6.0000%  | 0.0000% | $11937000.00       | $10614369.05       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8142 | 2037-02-01      | 2.5000%  | 0.0000% | $29679872.00       | $16976138.65       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT4000 | 2043-05-01      | 3.0000%  | 0.0000% | $94523.00          | $20837.37          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4149 | 2054-09-01      | 5.5000%  | 0.0000% | $11155136.00       | $10742859.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9006 | 2054-07-01      | 5.5000%  | 0.0000% | $12833660.00       | $10956170.71       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $322098.00         | $39993.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBP3136 | 2035-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $890403.86         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CKDF7685 | 2055-09-01      | 7.0000%  | 0.0000% | $1137688.00        | $1195443.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0827 | 2056-02-01      | 5.5000%  | 0.0000% | $6092344.00        | $6252683.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0083 | 2055-08-01      | 6.5000%  | 0.0000% | $1200956.00        | $1269565.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0392 | 2039-12-01      | 5.5000%  | 0.0000% | $319554555.00      | $3902150.04        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5786 | 2045-07-01      | 7.0000%  | 0.0000% | $942821.00         | $807060.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2528 | 2050-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $9047913.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5914 | 2055-12-01      | 5.0000%  | 0.0000% | $4091536.00        | $4129391.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 U4BF0753 | 2057-08-01      | 3.0000%  | 0.0000% | $11347808.00       | $8800889.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT3201 | 2042-06-01      | 3.5000%  | 0.0000% | $14369296.00       | $2417277.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5813 | 2056-01-01      | 4.5000%  | 0.0000% | $1304050.00        | $1301780.95        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0725 | 2051-08-01      | 3.0000%  | 0.0000% | $964855.00         | $633977.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA0668 | 2037-11-01      | 3.5000%  | 0.0000% | $39672.00          | $10240.45          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2834 | 2054-12-01      | 5.0000%  | 0.0000% | $4113000.00        | $4073964.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $1116000.00        | $687262.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1729 | 2055-04-01      | 6.0000%  | 0.0000% | $28390000.00       | $23769995.19       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $11728000.00       | $10599897.36       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3611 | 2052-03-01      | 3.0000%  | 0.0000% | $7557128.00        | $5352597.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1881 | 2049-08-01      | 4.5000%  | 0.0000% | $5950056.00        | $1335934.66        | Agency Mortgage-Backed Securities |

### Security 297: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 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: ARP1FJSX2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJSX2
- **C.18 - Value (incl. sponsor support):** $1871000000.00
- **C.18.a - Value (excl. sponsor support):** $1871000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1435.83           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1425 | 2037-04-01      | 5.5000%  | 0.0000% | $825000.00         | $4784.83           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3881 | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $125.63            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8520 | 2055-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2640.73           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6650 | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $0.99              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $18000.00          | $1062.83           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $285000.00         | $26548.59          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2817 | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3271.81           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $5616590.00        | $4812176.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8034 | 2049-11-01      | 5.0000%  | 0.0000% | $205000.00         | $20418.67          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | 0.0000% | $50000.00          | $4357.85           | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  | 0.0000% | $13000.00          | $1600.04           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5157 | 2042-05-01      | 2.5000%  | 0.0000% | $50000.00          | $34220.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL257572 | 2039-01-01      | 5.0000%  | 0.0000% | $118137.00         | $603.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257163 | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $952.28            | Agency Mortgage-Backed Securities |
| FNMS 07.000 GL252410 | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $313.95            | Agency Mortgage-Backed Securities |
| FMAR 780163 G        | 2033-01-01      | 5.8480%  | 0.0000% | $1000000.00        | $2084.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256275 | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $44.70             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2100%  | 0.0000% | $260000.00         | $1876.92           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL535425 | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2159.46           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  | 0.0000% | $14000.00          | $2783.78           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $5418.00           | $4052.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $192.45            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3803 | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $308.26            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J17898 G | 2027-02-01      | 3.5000%  | 0.0000% | $2000.00           | $5.40              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $131.02            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5220 | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $241.89            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ8819 | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $3619.41           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4665 | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $218.54            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3882 | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $167.39            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5453 | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $119.34            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $904.72            | Agency Mortgage-Backed Securities |
| FMAR 849625 G        | 2045-01-01      | 6.2580%  | 0.0000% | $267000.00         | $4644.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3023.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 GO254484 | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $324.03            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1571.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 GL252290 | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $125.49            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $77.49             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256852 | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $1510.45           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253397 | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1629.97           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL580402 | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4592.85           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAH8168 | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $205.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $637.34            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0792 | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $2204.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CZ257092 | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1789.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256803 | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $2462.78           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253480 | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1370.01           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL252093 | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $696.58            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL366111 | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $474.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256555 | 2027-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $2367.21           | Agency Mortgage-Backed Securities |
| FMAR 420191 G        | 2030-06-01      | 4.6660%  | 0.0000% | $10000000.00       | $2522.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5762 | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $13.81             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813844 | 2035-01-01      | 5.7400%  | 0.0000% | $350000.00         | $3047.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817330 | 2035-07-01      | 5.4980%  | 0.0000% | $160000.00         | $919.01            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816308 | 2035-02-01      | 6.2000%  | 0.0000% | $100000.00         | $2009.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1204 | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $11.29             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $568.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $7000.00           | $834.55            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $29.50             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $7000.00           | $743.58            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1953 | 2027-01-01      | 4.5000%  | 0.0000% | $765000.00         | $54.21             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS0338 | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2080.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3657 | 2043-06-01      | 3.5000%  | 0.0000% | $9186.00           | $1598.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAR8953 | 2028-03-01      | 3.0000%  | 0.0000% | $14582592.00       | $403739.21         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $813.97            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $1766.00           | $977.22            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5155 | 2033-07-01      | 5.0000%  | 0.0000% | $125000.00         | $69705.15          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4881 | 2041-02-01      | 6.0000%  | 0.0000% | $1475768.00        | $1536426.55        | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 5.8920%  | 0.0000% | $220000.00         | $2143.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4075.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $23.96             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  | 0.0000% | $21000.00          | $2349.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $12000.00          | $1018.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $630.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $7000.00           | $4244.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $28000.00          | $859.42            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1245 | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $102.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVMA1557 | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $3434.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $10000.00          | $681.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $232.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1982 | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4087.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $65.57             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $435.52            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA2779 | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $338.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $118.77            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4239 | 2056-02-01      | 4.5000%  | 0.0000% | $72820992.00       | $72289107.47       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0012 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $868.73            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4785.14           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5068 | 2055-10-01      | 5.5000%  | 0.0000% | $1996210.00        | $1681472.20        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0588 | 2055-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3547.42           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  | 0.0000% | $2272.00           | $2028.22           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $6000.00           | $4960.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4247 | 2056-03-01      | 5.0000%  | 0.0000% | $161774336.00      | $163541576.80      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $7000.00           | $4245.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $1000.00           | $231.67            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6614 | 2056-02-01      | 4.5000%  | 0.0000% | $1236750.00        | $1227360.59        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5968 | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $1597.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4153 | 2033-06-01      | 3.0000%  | 0.0000% | $15000.00          | $2556.05           | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $236000000.00      | $231802079.62      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1484.00           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $95.86             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $94.27             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $314.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3218 | 2032-12-01      | 3.0000%  | 0.0000% | $42000.00          | $4923.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $74.05             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $326.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $2000.00           | $739.81            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888502 | 2033-06-01      | 5.8050%  | 0.0000% | $66000.00          | $789.81            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1072 | 2053-04-01      | 4.5000%  | 0.0000% | $2001.00           | $1826.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1677.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3687.07           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL3367 | 2055-10-01      | 7.0000%  | 0.0000% | $1144.00           | $1033.45           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $884.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  | 0.0000% | $13000.00          | $843.95            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6113 | 2056-02-01      | 5.0000%  | 0.0000% | $166714112.00      | $168785553.35      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL976871 | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3081.16           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $22000.00          | $3832.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-02-01      | 4.0000%  | 0.0000% | $81414400.00       | $80835453.16       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAD0838 | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $7.98              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $24000.00          | $2570.02           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL992249 | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2430.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA0436 | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2258.26           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0053 | 2055-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3846.61           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3269 | 2054-12-01      | 4.5000%  | 0.0000% | $33413248.00       | $33013221.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4718 | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2692.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6373 | 2047-04-01      | 6.3690%  | 0.0000% | $1000.00           | $135.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $96.40             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4895 | 2041-02-01      | 5.0000%  | 0.0000% | $1549060.00        | $1580087.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1606.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $15000.00          | $4550.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM3464 | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $1.47              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1626.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2352.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3034 | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2032.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2672 | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $123.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  | 0.0000% | $69000000.00       | $14148047.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $33000.00          | $4940.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1811.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  | 0.0000% | $2000.00           | $166.59            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1031.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $25000.00          | $2668.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $52000.00          | $2943.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $8000.00           | $751.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2253 | 2050-04-01      | 3.5000%  | 0.0000% | $7475000.00        | $4884896.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  | 0.0000% | $8000.00           | $737.62            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5090 | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2250.90           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM2875 | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $16.27             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS4858 | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3930.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $305.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995681 | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $263.23            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $231.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $126.04            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5026 | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $207.39            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5041 | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $614.10            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9497 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $715.75            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $130022240.00      | $103528249.03      | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZI2183 | 2031-06-01      | 7.5000%  | 0.0000% | $19921470.00       | $118864.10         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1934.40           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZL4361 | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $484.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 K2596676 | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $418.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256776 | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $678.12            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1955 | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $90.80             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $194.90            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI9798 | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $1999.74           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $4297.00           | $3399.36           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535895 | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1396.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $37.76             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $6000.00           | $365.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL6289 | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $95.67             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL545993 | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $389.19            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545646 | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $8.67              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072166 | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $52.98             | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL535996 | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $3834.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1167.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3928 | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $0.54              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL504712 | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2174.94           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $24000.00          | $4851.07           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535164 | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $591.44            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS052597 | 2027-07-01      | 4.2650%  | 0.0000% | $19660000.00       | $2424.17           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS048079 | 2026-10-01      | 4.1250%  | 0.0000% | $225000.00         | $10.22             | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL323832 | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $3477.47           | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.1060%  | 0.0000% | $140000.00         | $1354.26           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1546 | 2048-12-01      | 4.5000%  | 0.0000% | $29000.00          | $2010.48           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3486 | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $642.50            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0771 | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $636.72            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI4821 | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $316.95            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI9251 | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $107.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6895 | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2259.51           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ4817 | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $179.51            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2629 | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $591.95            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2325 | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $3769.08           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5099 | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $941.42            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2417 | 2038-10-01      | 6.0000%  | 0.0000% | $7000.00           | $129.07            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $623.87            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3586 | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $15.70             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $8000.00           | $650.49            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5311 | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3006.71           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $998.23            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $316.34            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6318 | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $517.31            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTZS8821 | 2027-01-01      | 6.5000%  | 0.0000% | $5180000.00        | $4504.53           | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.3700%  | 0.0000% | $175000.00         | $192.36            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0798 | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $76.62             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0572 | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $496.45            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6920 | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $309.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $31000.00          | $2780.66           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $741.46            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB0061 | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2762.38           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ0103 | 2040-06-01      | 5.5000%  | 0.0000% | $175000.00         | $3109.33           | Agency Mortgage-Backed Securities |
| FMAR 786590 G        | 2027-11-01      | 6.4000%  | 0.0000% | $76086273.00       | $1795.67           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI8041 | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2170.45           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4159 | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $535.11            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0598 | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $340.44            | Agency Mortgage-Backed Securities |
| 08.000 FGPC C00922 G | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $153.74            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6139 | 2048-12-01      | 4.5000%  | 0.0000% | $4719570.00        | $218340.39         | Agency Mortgage-Backed Securities |
| FMAR 2B1638 G        | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $554.60            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $200.86            | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18675 G | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $2725.28           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2281 | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $4846.13           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1693 | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $996.71            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0401 | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $120.14            | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91738 G | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $842.45            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0454 | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $1.36              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN1918 | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4615.91           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0754 | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $84.70             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAO1130 | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1036.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR4217 | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $4500.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB708664 | 2033-05-01      | 6.0750%  | 0.0000% | $2000000.00        | $4883.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  | 0.0000% | $4000.00           | $232.23            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.1660%  | 0.0000% | $130000.00         | $279.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $71.85             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4371 | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $154.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  | 0.0000% | $1000.00           | $25.64             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $252.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $129.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF5650 | 2040-11-01      | 6.0000%  | 0.0000% | $1780262.00        | $1830802.87        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 6.3100%  | 0.0000% | $10000.00          | $488.06            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $848.58            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS2673 | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $955.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $64.79             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL643859 | 2032-05-01      | 7.0000%  | 0.0000% | $4128337.00        | $4048.72           | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09901 G | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $1994.16           | Agency Mortgage-Backed Securities |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1367.18           | Agency Mortgage-Backed Securities |
| FMAR 849254 G        | 2042-01-01      | 6.4240%  | 0.0000% | $161000.00         | $3271.80           | Agency Mortgage-Backed Securities |
| FMAR 849169 G        | 2043-04-01      | 6.2140%  | 0.0000% | $196000.00         | $672.29            | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.5130%  | 0.0000% | $1094000.00        | $2105.08           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U70087 G | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $1670.16           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2934.95           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC7001 | 2051-08-01      | 3.5000%  | 0.0000% | $2110.00           | $1878.32           | Agency Mortgage-Backed Securities |
| FMAR 1G3589 G        | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2754.91           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8025 | 2049-11-01      | 3.5000%  | 0.0000% | $15993.00          | $2045.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI1915 | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $407.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL5588 | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $0.55              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620611 | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $304.75            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0179 | 2047-11-01      | 3.5000%  | 0.0000% | $2120000.00        | $350545.54         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL613142 | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $2582.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAJ1443 | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $685.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $39000.00          | $3558.51           | Agency Mortgage-Backed Securities |
| FMAR 781530 G        | 2034-05-01      | 6.4650%  | 0.0000% | $100000.00         | $502.97            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256915 | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1425.92           | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL253598 | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2239.22           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH2637 | 2053-10-01      | 6.0000%  | 0.0000% | $26542624.00       | $19072160.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL578569 | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $1169.93           | Agency Mortgage-Backed Securities |
| FMAR 847512 G        | 2036-01-01      | 6.2130%  | 0.0000% | $110000.00         | $645.18            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $69000.00          | $4971.05           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4650 | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $422.05            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4791 | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2145.83           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6247 | 2026-06-01      | 4.0000%  | 0.0000% | $4341394.00        | $3488.81           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4228 | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $545.06            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1244 | 2041-02-01      | 4.5000%  | 0.0000% | $18000.00          | $506.70            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C71012 G | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $161.93            | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91975 G | 2038-02-01      | 3.0000%  | 0.0000% | $13000.00          | $1882.18           | Agency Mortgage-Backed Securities |
| FMAR 846988 G        | 2032-02-01      | 5.9740%  | 0.0000% | $1000000.00        | $1103.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD4526 | 2040-04-01      | 6.8100%  | 0.0000% | $832000.00         | $3591.02           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0039 | 2040-11-01      | 5.5000%  | 0.0000% | $148803584.00      | $144191986.89      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3994 | 2056-01-01      | 6.5000%  | 0.0000% | $2576.00           | $2709.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1379.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3726 | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2513.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $7000.00           | $504.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2616.42           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $10000.00          | $979.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $134.69            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888507 | 2035-02-01      | 5.8350%  | 0.0000% | $251000.00         | $2402.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $140.64            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5075 | 2056-02-01      | 4.5000%  | 0.0000% | $1338500.00        | $1328875.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | 0.0000% | $19000.00          | $2452.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $6000.00           | $1316.51           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3439 | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $824.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3079.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $2000.00           | $163.90            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM9362 | 2038-06-01      | 3.0000%  | 0.0000% | $5000.00           | $2070.81           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4582 | 2037-04-01      | 2.0000%  | 0.0000% | $6000.00           | $3592.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2025.63           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $11000.00          | $3535.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $197052.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1920.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM6002 | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1751.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $360.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3513.46           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | 0.0000% | $436000.00         | $213973.19         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $2000.00           | $275.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $213.68            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $6000.00           | $770.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $6000.00           | $438.96            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2036 | 2055-04-01      | 6.5000%  | 0.0000% | $8026384.00        | $6869511.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $158.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $132.51            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0263 | 2055-12-01      | 6.5000%  | 0.0000% | $1228600.00        | $1278748.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL962589 | 2038-04-01      | 5.5000%  | 0.0000% | $44000.00          | $337.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ3865 | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1813.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $571.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM3712 | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3522.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2610.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2343.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0772 | 2056-01-01      | 4.5000%  | 0.0000% | $5103032.00        | $5057007.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2003.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $871.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  | 0.0000% | $6000.00           | $829.44            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9000 | 2054-09-01      | 5.0000%  | 0.0000% | $38584040.00       | $35283449.23       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS029138 | 2026-06-01      | 4.1250%  | 0.0000% | $900000.00         | $13.34             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $516.19            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256469 | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $270.80            | Agency Mortgage-Backed Securities |
| FNMS 05.500 K2255221 | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $471.59            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5127 | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1165.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1109.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745606 | 2036-05-01      | 6.3920%  | 0.0000% | $75000.00          | $687.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB820607 | 2035-03-01      | 6.0530%  | 0.0000% | $183493.00         | $3618.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL821507 | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1175.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS746335 | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1779.90           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAY8790 | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3698.92           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL811131 | 2035-03-01      | 5.5000%  | 0.0000% | $1000100.00        | $2160.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB844000 | 2035-11-01      | 5.9270%  | 0.0000% | $368000.00         | $2866.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL782602 | 2034-07-01      | 5.5000%  | 0.0000% | $580068.00         | $4537.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL800105 | 2034-12-01      | 5.5000%  | 0.0000% | $25375.00          | $137.21            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL669662 | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $898.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  | 0.0000% | $10000.00          | $344.59            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBC0442 | 2045-12-01      | 6.0610%  | 0.0000% | $143000.00         | $3800.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL741592 | 2033-10-01      | 5.5000%  | 0.0000% | $638753.00         | $2386.39           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745355 | 2036-03-01      | 5.0000%  | 0.0000% | $528750.00         | $4932.34           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 5.5860%  | 0.0000% | $10000.00          | $188.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780371 | 2034-06-01      | 5.5000%  | 0.0000% | $43416.00          | $659.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735648 | 2034-02-01      | 6.2400%  | 0.0000% | $170000.00         | $1228.83           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808413 | 2035-01-01      | 5.5000%  | 0.0000% | $497908.00         | $3428.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $6000.00           | $42.35             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813174 | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $144.57            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $12.56             | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640996 | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $793.09            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  | 0.0000% | $6000.00           | $200.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $13000.00          | $2479.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM5651 | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1027.71           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $7000.00           | $382.13            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6186 | 2056-03-01      | 5.0000%  | 0.0000% | $46113216.00       | $47097830.51       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0420 | 2040-10-01      | 6.5650%  | 0.0000% | $129000.00         | $631.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $3000.00           | $286.11            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7670 | 2056-03-01      | 4.5000%  | 0.0000% | $1002806.00        | $995824.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $745.62            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3018.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $182.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $371.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS2731 | 2038-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1214.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0471 | 2040-05-01      | 5.5000%  | 0.0000% | $5320392.00        | $5122461.35        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  | 0.0000% | $3068920.00        | $1778104.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL964720 | 2038-08-01      | 6.0000%  | 0.0000% | $34646.00          | $1337.54           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.5410%  | 0.0000% | $1055000.00        | $4380.26           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4268 | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1617.62           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU0141 | 2051-10-01      | 2.0000%  | 0.0000% | $2760396.00        | $1716078.08        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3694 | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4510.52           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1570.85           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $9000.00           | $1742.29           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | 0.0000% | $4000.00           | $1794.92           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2665.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745405 | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1036.59           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40194 G | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $2799.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL807967 | 2035-01-01      | 5.5000%  | 0.0000% | $30429.00          | $208.05            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8109 | 2055-04-01      | 6.0000%  | 0.0000% | $1052696.00        | $868267.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $8000.00           | $2440.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $20000.00          | $3828.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM4277 | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $16.88             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555528 | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $357.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WC573667 | 2030-06-01      | 5.1500%  | 0.0000% | $9050012.00        | $2913.61           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL581979 | 2031-08-01      | 7.0000%  | 0.0000% | $47858.00          | $26.47             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544859 | 2029-08-01      | 4.5240%  | 0.0000% | $51225970.00       | $405.40            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6535 | 2046-10-01      | 6.4990%  | 0.0000% | $1000.00           | $377.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $276.09            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257575 | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $3529.67           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256868 | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $743.39            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL252924 | 2029-12-01      | 7.0000%  | 0.0000% | $306852.00         | $146.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 GL252334 | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $750.88            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1891.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $7000.00           | $4532.68           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $5050000.00        | $3696866.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2933 | 2052-10-01      | 4.5000%  | 0.0000% | $10216560.00       | $7728943.90        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256994 | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1333.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256714 | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1117.50           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253515 | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $755.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256628 | 2027-01-01      | 6.5000%  | 0.0000% | $2689853.00        | $3306.19           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL252497 | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $2601.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | 0.0000% | $6000.00           | $4877.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NQ256182 | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1744.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  | 0.0000% | $12000.00          | $587.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3761.22           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3003.09           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI7890 | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $321.06            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5718 | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $723.38            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5883 | 2054-06-01      | 6.5000%  | 0.0000% | $24772224.00       | $18624529.31       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1415.05           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0944 | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $73.04             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2324 | 2035-02-01      | 5.5000%  | 0.0000% | $250000.00         | $4840.65           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0659 | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1030.06           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0835 | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $2951.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2191 | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1844.29           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7706 | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1912.91           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6127 | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3732.80           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $30000.00          | $1472.33           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS8096 | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $64.27             | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $11000.00          | $867.02            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $59.11             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0496 | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $233.55            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0486 | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1559.54           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $69.41             | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00598 G | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $99.32             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6397 | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $787.38            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0824 | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $763.71            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $120.42            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0452 | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $2772.98           | Agency Mortgage-Backed Securities |
| 02.500 FGPC T45023 G | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $3789.50           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $192.64            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6807 | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $836.83            | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  | 0.0000% | $1027150.00        | $487.43            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30459 G | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $1.07              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2586 | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $19.71             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1245 | 2041-02-01      | 4.5000%  | 0.0000% | $15000.00          | $507.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS1406 | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $2952.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4178 | 2026-06-01      | 4.5000%  | 0.0000% | $1730000.00        | $3523.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8310 | 2044-03-01      | 3.5000%  | 0.0000% | $10982.00          | $2538.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0842 | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $707.23            | Agency Mortgage-Backed Securities |
| FNMS 07.750 CL411530 | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $1312.77           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $38000.00          | $699.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO7628 | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $253.81            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2037.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB796989 | 2034-08-01      | 5.8710%  | 0.0000% | $300000.00         | $2503.31           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3647.41           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS1382 | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $1845.35           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS3595 | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $2527.29           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U59041 G | 2033-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4844.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $2000.00           | $190.59            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7800 | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3548.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL2942 | 2027-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $3568.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI2095 | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $569.32            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | 0.0000% | $2000.00           | $25.69             | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545562 | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $2985.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  | 0.0000% | $1168000.00        | $464.08            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $93.32             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $19000.00          | $4727.18           | Agency Mortgage-Backed Securities |
| FMAR 2B1056 G        | 2042-12-01      | 5.9000%  | 0.0000% | $25000.00          | $690.41            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $324.73            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0590 | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $1970.55           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8445 | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2747.58           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0478 | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $481.80            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3056 | 2049-01-01      | 3.0000%  | 0.0000% | $3000.00           | $300.02            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $22000.00          | $3512.92           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $7000.00           | $3901.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL8347 | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $2194.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257371 | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $149.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $11000.00          | $928.57            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30759 G | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $3118.25           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0330 | 2052-09-01      | 4.0000%  | 0.0000% | $77490.00          | $52230.11          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2283 | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1604.21           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2078 | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $408.42            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256640 | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $82.91             | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252712 | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $847.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256715 | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $1872.33           | Agency Mortgage-Backed Securities |
| FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1816.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256219 | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $210.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256928 | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $513.66            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTBM4279 | 2027-07-01      | 7.0000%  | 0.0000% | $120335.00         | $4280.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $6000.00           | $564.92            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA1566 | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $3.62              | Agency Mortgage-Backed Securities |
| 05.000 FGPC N30991 G | 2033-07-01      | 5.0000%  | 0.0000% | $1375000.00        | $3359.80           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4223.10           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6891 | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $2309.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9409 | 2045-06-01      | 3.5000%  | 0.0000% | $10120.00          | $1749.77           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8027 | 2035-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1411.59           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07343 G | 2040-08-01      | 5.5000%  | 0.0000% | $2000.00           | $87.45             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2290.88           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6436 | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.08              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $5000.00           | $3891.46           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3250 | 2041-06-01      | 4.0000%  | 0.0000% | $45000.00          | $4994.47           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3SZN0084 | 2040-10-01      | 4.0000%  | 0.0000% | $351000.00         | $15121.59          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0646 | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $892.86            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0697 | 2046-01-01      | 3.5000%  | 0.0000% | $56389.00          | $10872.88          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3050 | 2026-03-25      | 4.0000%  | 0.0000% | $1000000.00        | $85.42             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0895 | 2035-07-01      | 5.5000%  | 0.0000% | $2801.00           | $20.63             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3000 | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $131.71            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2141 | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $2950.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $5000.00           | $386.81            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0426 | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $0.85              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0572 | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $282.55            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3557 | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $116.15            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4473.92           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  | 0.0000% | $8000.00           | $640.00            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $33000.00          | $4153.91           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4524.97           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1491.55           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $177.18            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4821 | 2053-07-01      | 3.0000%  | 0.0000% | $4000.00           | $3110.48           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $719.87            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4762 | 2048-04-01      | 3.0000%  | 0.0000% | $12000.00          | $1821.03           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8848 | 2027-10-01      | 6.0000%  | 0.0000% | $100500.00         | $125.12            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0762 | 2040-12-01      | 6.3680%  | 0.0000% | $257000.00         | $3127.84           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7356 | 2056-03-01      | 5.0000%  | 0.0000% | $6634304.00        | $6712138.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2633.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICB7910 | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1418.46           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL641519 | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2115.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $700000.00         | $676521.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1789.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAB1182 | 2040-07-01      | 5.0000%  | 0.0000% | $2272000.00        | $130730.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $901.92            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2400.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889643 | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1495.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $6000.00           | $3796.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5023 | 2038-05-01      | 4.0000%  | 0.0000% | $270000.00         | $171769.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL948697 | 2037-08-01      | 6.0000%  | 0.0000% | $532410.00         | $2019.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL932771 | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2347.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3445.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  | 0.0000% | $17000.00          | $1005.08           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $895.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2153.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM3388 | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $298.05            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $600000.00         | $344230.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2036.86           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5592 | 2056-02-01      | 6.5000%  | 0.0000% | $1128864.00        | $1188583.66        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA7538 | 2056-02-01      | 7.0000%  | 0.0000% | $1330122.00        | $1416289.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $3964.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL8215 | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $0.49              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL7167 | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $2876.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL6468 | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $0.60              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4148 | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $13.46             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI3571 | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $1876.92           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL625666 | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4465.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $0.74              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $6000.00           | $472.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3350 | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1000.47           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $13.28             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI1657 | 2026-04-01      | 4.0000%  | 0.0000% | $4016502.00        | $2113.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7991 | 2046-01-01      | 3.5000%  | 0.0000% | $25000.00          | $4455.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL5937 | 2029-10-01      | 3.0000%  | 0.0000% | $75000.00          | $4196.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $118.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1495 | 2026-09-01      | 4.0000%  | 0.0000% | $100000.00         | $123.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL918023 | 2037-05-01      | 6.0000%  | 0.0000% | $80000.00          | $1375.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  | 0.0000% | $25000.00          | $3593.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946282 | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $763.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS0114 | 2035-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1658.73           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9352 | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4743.72           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0888 | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $1390.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL969625 | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $819.89            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888509 | 2033-06-01      | 6.2700%  | 0.0000% | $460000.00         | $4940.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB844773 | 2035-12-01      | 6.0040%  | 0.0000% | $175000.00         | $1034.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0732 | 2026-04-01      | 4.0000%  | 0.0000% | $25000.00          | $14.44             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995149 | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $1988.32           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946222 | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $2711.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2019 | 2055-06-01      | 5.5000%  | 0.0000% | $1180702.00        | $1203793.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  | 0.0000% | $2000.00           | $239.16            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905844 | 2037-01-01      | 6.0000%  | 0.0000% | $75000.00          | $606.93            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $22000.00          | $264.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9177 | 2043-04-01      | 3.5000%  | 0.0000% | $14000.00          | $2049.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $7000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888375 | 2037-11-01      | 5.6970%  | 0.0000% | $1076000.00        | $2427.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT922571 | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $356.74            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0454 | 2055-04-01      | 5.5000%  | 0.0000% | $1230478.00        | $966144.01         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5827 | 2040-09-01      | 4.0000%  | 0.0000% | $924218.00         | $861769.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $55.62             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL883115 | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $931.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5777 | 2056-02-01      | 4.5000%  | 0.0000% | $9802544.00        | $9730353.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6053 | 2056-02-01      | 5.0000%  | 0.0000% | $2109528.00        | $2142557.11        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZI8782 | 2039-05-01      | 4.0000%  | 0.0000% | $101000.00         | $922.12            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1190 | 2041-04-01      | 4.5000%  | 0.0000% | $807332.00         | $62377.15          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1891 | 2034-05-01      | 5.0000%  | 0.0000% | $1571160.00        | $13512.57          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0840 | 2031-12-01      | 6.5000%  | 0.0000% | $10266000.00       | $68775.14          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6912 | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3861.25           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZN0571 | 2042-12-01      | 3.0000%  | 0.0000% | $88000.00          | $22782.32          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4425 | 2040-09-01      | 4.0000%  | 0.0000% | $117000.00         | $4811.13           | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.5370%  | 0.0000% | $333000.00         | $3948.48           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6859 | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $460.20            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZJ6809 | 2033-01-01      | 5.0000%  | 0.0000% | $187854.00         | $752.22            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18578 G | 2030-12-01      | 3.0000%  | 0.0000% | $15000.00          | $1305.88           | Agency Mortgage-Backed Securities |
| FMAR 1B7789 G        | 2040-11-01      | 6.2720%  | 0.0000% | $125000.00         | $571.22            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $77.55             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0654 | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2081.83           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0842 | 2032-08-01      | 6.5000%  | 0.0000% | $52297440.00       | $104071.64         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0607 | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $14.13             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $523.18            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR6514 | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $799.10            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1921 | 2055-10-01      | 6.5000%  | 0.0000% | $8828320.00        | $8772428.18        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 5.9230%  | 0.0000% | $156000.00         | $1625.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  | 0.0000% | $8000.00           | $1071.88           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $118.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL771019 | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3760.39           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL592488 | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $2863.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $4000.00           | $246.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6509 | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $3827.83           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555657 | 2030-08-01      | 6.5000%  | 0.0000% | $3000000.00        | $4806.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6827 | 2026-03-25      | 4.0000%  | 0.0000% | $7081342.00        | $589.56            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256706 | 2027-03-01      | 7.0000%  | 0.0000% | $1791713.00        | $4274.54           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  | 0.0000% | $17000.00          | $96.23             | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1175.67           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL256709 | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $365.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL775695 | 2034-05-01      | 5.5000%  | 0.0000% | $271188.00         | $1516.98           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545120 | 2031-08-01      | 7.0000%  | 0.0000% | $87301.00          | $54.12             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL484754 | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2407.46           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL560457 | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $924.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7413 | 2055-08-01      | 6.0000%  | 0.0000% | $15501000.00       | $15845074.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1179 | 2055-01-01      | 5.0000%  | 0.0000% | $1238010.00        | $1234413.39        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535347 | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $239.20            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9472 | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $306.97            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0995 | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2418.76           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1067 | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $467.41            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL252244 | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $42.41             | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6029 | 2050-02-01      | 3.0000%  | 0.0000% | $195000.00         | $21076.79          | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $440000.00         | $1772.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  | 0.0000% | $27000.00          | $2441.63           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2440 | 2038-07-01      | 6.0000%  | 0.0000% | $230000.00         | $3053.13           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS4263 | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $422.82            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1.05              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $4000.00           | $2372.73           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $321142272.00      | $246606737.53      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0721 | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $2719.41           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3304.24           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6315 | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $390.58            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $12000.00          | $4662.53           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $130.92            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS2421 | 2038-10-01      | 7.0000%  | 0.0000% | $1600000.00        | $6485.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $10000.00          | $4308.17           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1798.71           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL8304 | 2044-07-01      | 4.0000%  | 0.0000% | $40424640.00       | $2960717.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2009 | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $1974.73           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0515 | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $2761.91           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0378 | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1191.19           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $94.44             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3165.01           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI0905 | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $418.22            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0756 | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $181.66            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $8000.00           | $4906.91           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0760 | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $529.18            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0261 | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $0.41              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4392.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7598 | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $612.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $776.48            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  | 0.0000% | $53811584.00       | $54988444.97       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA1970 | 2044-07-01      | 3.5000%  | 0.0000% | $175000.00         | $2009.03           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0442 | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3389.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3554.16           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3060 | 2032-07-01      | 3.0000%  | 0.0000% | $41000.00          | $4132.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8773 | 2055-11-01      | 6.0000%  | 0.0000% | $1401796.00        | $1476087.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $99.21             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3631 | 2034-04-01      | 3.0000%  | 0.0000% | $9000.00           | $638.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $307.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0440 | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $190.58            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4814.94           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $154.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $13000.00          | $1759.64           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2302 | 2055-09-01      | 7.0000%  | 0.0000% | $1000110.00        | $1044962.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL976853 | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $3916.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL952666 | 2037-09-01      | 6.0000%  | 0.0000% | $491586.00         | $3100.37           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL800468 | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $977.95            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $64.75             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL960256 | 2037-11-01      | 6.5000%  | 0.0000% | $490313.00         | $2819.05           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL953495 | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1475.38           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL994641 | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $172.41            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.3790%  | 0.0000% | $20000.00          | $173.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL803857 | 2034-12-01      | 5.5000%  | 0.0000% | $165988.00         | $1241.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 NP745593 | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2026.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $9000.00           | $2487.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB827871 | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1261.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB936591 | 2037-04-01      | 5.7340%  | 0.0000% | $250000.00         | $1175.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1979.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL924842 | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $175.09            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL976394 | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $190.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889414 | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $702.48            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT929064 | 2028-02-01      | 7.0000%  | 0.0000% | $130501.00         | $231.28            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1111 | 2040-09-01      | 6.0000%  | 0.0000% | $14117584.00       | $14122218.40       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CI890400 | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $180.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL803467 | 2035-01-01      | 5.5000%  | 0.0000% | $175335.00         | $4547.69           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL745955 | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $1184.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL904968 | 2037-02-01      | 6.0000%  | 0.0000% | $4173496.00        | $171594.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $5.26              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6806 | 2056-01-01      | 5.0000%  | 0.0000% | $21832480.00       | $22005895.49       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $14000.00          | $2889.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB784365 | 2034-05-01      | 5.9120%  | 0.0000% | $300000.00         | $3515.82           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545868 | 2032-08-01      | 7.0000%  | 0.0000% | $1451000.00        | $4703.53           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL613024 | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $1889.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5431 | 2054-11-01      | 5.5000%  | 0.0000% | $4076910.00        | $3596944.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6317 | 2054-12-01      | 6.0000%  | 0.0000% | $1953430.00        | $1977088.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL803851 | 2034-12-01      | 5.5000%  | 0.0000% | $129327.00         | $487.84            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL571953 | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $3946.37           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTAL1318 | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $540.73            | Agency Mortgage-Backed Securities |
| FNMS 07.000 GO725851 | 2034-07-01      | 7.0000%  | 0.0000% | $299056.00         | $226.88            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7034 | 2054-12-01      | 6.0000%  | 0.0000% | $15000000.00       | $11354318.09       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781460 | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3799.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.6230%  | 0.0000% | $325000.00         | $435.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  | 0.0000% | $13000.00          | $366.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $41000.00          | $4609.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  | 0.0000% | $245000.00         | $195478.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAJ7717 | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $125.97            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.0650%  | 0.0000% | $125000.00         | $923.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2736 | 2056-02-01      | 4.5000%  | 0.0000% | $1061058.00        | $1054555.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $1035.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4206.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $70.21             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1396.08           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR9750 | 2051-04-01      | 2.0000%  | 0.0000% | $1492694.00        | $875872.38         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN7488 | 2036-09-01      | 2.5000%  | 0.0000% | $344000.00         | $124404.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4606.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2582.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $6000.00           | $4673.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL891805 | 2036-06-01      | 6.0000%  | 0.0000% | $90000.00          | $835.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3030.69           | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $244959232.00      | $248327036.51      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2965.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9768 | 2056-01-01      | 5.5000%  | 0.0000% | $1043558.00        | $1075130.91        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $126493.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9431 | 2055-11-01      | 5.5000%  | 0.0000% | $364583.00         | $373071.39         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1745.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946008 | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $420.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  | 0.0000% | $169082.00         | $2473.58           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL968252 | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $990.77            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $35.90             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRMA1591 | 2043-08-01      | 4.5000%  | 0.0000% | $3700000.00        | $582434.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL983447 | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1099.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $9000.00           | $668.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $840.55            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $663.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1562.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779091 | 2034-06-01      | 5.5000%  | 0.0000% | $423995.00         | $4794.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $20000.00          | $26.52             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB7525 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $112847.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $2307884.00        | $1940172.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $45.39             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  | 0.0000% | $6000.00           | $0.44              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3681 | 2034-06-01      | 3.0000%  | 0.0000% | $25000.00          | $1992.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBC9053 | 2046-12-01      | 5.9380%  | 0.0000% | $20000.00          | $1581.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $3000.00           | $1304.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4548 | 2052-09-01      | 4.0000%  | 0.0000% | $4685520.00        | $3948838.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL623613 | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $304.57            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB689306 | 2033-02-01      | 5.4360%  | 0.0000% | $4600000.00        | $4318.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7890 | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4104.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735230 | 2035-02-01      | 5.5000%  | 0.0000% | $251691.00         | $2175.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $4000.00           | $602.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1367 | 2049-08-01      | 3.5000%  | 0.0000% | $9000.00           | $822.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0773 | 2056-01-01      | 5.0000%  | 0.0000% | $2651550.00        | $2682160.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9399 | 2056-01-01      | 6.0000%  | 0.0000% | $21443199.00       | $22118945.65       | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535290 | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $2886.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $12000.00          | $1368.06           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7328 | 2050-10-01      | 2.0000%  | 0.0000% | $2500.00           | $1335.06           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $514.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY5121 | 2053-07-01      | 4.5000%  | 0.0000% | $256604.00         | $243208.57         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1465.92           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2773 | 2055-05-01      | 5.5000%  | 0.0000% | $1243942.00        | $1268288.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1134.21           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB0211 | 2050-06-01      | 2.5000%  | 0.0000% | $515000.00         | $203151.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0893 | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1165261.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848648 | 2035-12-01      | 6.0000%  | 0.0000% | $49999.00          | $146.37            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAV0968 | 2026-12-01      | 2.0000%  | 0.0000% | $617626.00         | $4371.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.1720%  | 0.0000% | $1000000.00        | $4631.31           | Agency Mortgage-Backed Securities |
| FMAR 781773 G        | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4611.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256212 | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $72.09             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808077 | 2035-02-01      | 5.5000%  | 0.0000% | $128551.00         | $796.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745169 | 2036-01-01      | 6.4520%  | 0.0000% | $90000.00          | $409.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CZ256882 | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1075.95           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAX5591 | 2045-01-01      | 5.8400%  | 0.0000% | $126000.00         | $1561.81           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $1000.00           | $108.72            | Agency Mortgage-Backed Securities |
| FNMS 07.000 K2545191 | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $322.77            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544862 | 2026-12-01      | 4.3160%  | 0.0000% | $119147253.00      | $2124.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $255.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1069.37           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.7630%  | 0.0000% | $2100000.00        | $1195.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  | 0.0000% | $3000.00           | $234.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $115.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $154000.00         | $4912.59           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535041 | 2029-12-01      | 7.0000%  | 0.0000% | $405300.00         | $230.02            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4520 | 2049-11-01      | 3.5000%  | 0.0000% | $1174054.00        | $299540.74         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT745597 | 2026-06-01      | 6.5000%  | 0.0000% | $25000000.00       | $3634.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL769481 | 2034-02-01      | 5.5000%  | 0.0000% | $73438.00          | $1639.95           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAO5135 | 2042-06-01      | 6.5470%  | 0.0000% | $1114598.00        | $4818.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 5.7830%  | 0.0000% | $200000.00         | $1534.61           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2811.64           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5333 | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2521.70           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $796.77            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  | 0.0000% | $27000.00          | $2796.09           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3769 | 2052-05-01      | 3.0000%  | 0.0000% | $11500000.00       | $8209477.65        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC1898 | 2051-05-01      | 3.5000%  | 0.0000% | $661179.00         | $194118.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $27000.00          | $958.68            | Agency Mortgage-Backed Securities |
| 03.000 FGPC U70048 G | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $3040.21           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2761.56           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8749 | 2053-02-01      | 6.5000%  | 0.0000% | $11462816.00       | $8134784.50        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS074095 | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1513.90           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4419 | 2040-11-01      | 5.5000%  | 0.0000% | $2498692.00        | $2506867.29        | Agency Mortgage-Backed Securities |
| FMAR 782707 G        | 2036-06-01      | 6.2500%  | 0.0000% | $1100000.00        | $4898.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $50.57             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $31000.00          | $4517.24           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5111 | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1168.25           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1011.87           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $149.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $21000.00          | $2453.12           | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.4460%  | 0.0000% | $220000.00         | $1684.36           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1764.56           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA2958 | 2050-07-01      | 2.0000%  | 0.0000% | $1490000.00        | $748367.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $34055.00          | $2681.53           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8642 | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1287.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7746 | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1424.81           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1538 | 2053-09-01      | 6.5000%  | 0.0000% | $534927.00         | $179404.47         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5019 | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4390.97           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ3945 | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $342.48            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $13000.00          | $1332.37           | Agency Mortgage-Backed Securities |
| FMAR 848739 G        | 2035-09-01      | 6.4150%  | 0.0000% | $124000.00         | $4056.13           | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $176.43            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1581.47           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  | 0.0000% | $244000.00         | $54004.24          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $137.21            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $586.70            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7476 | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1461.26           | Agency Mortgage-Backed Securities |
| FMAR 848661 G        | 2041-12-01      | 6.2450%  | 0.0000% | $104847.00         | $1375.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $22000.00          | $2688.10           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $81.24             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $13000.00          | $2605.20           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C91169 G | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $2835.95           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  | 0.0000% | $34000.00          | $3171.64           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0649 | 2030-01-01      | 7.0000%  | 0.0000% | $1998528.00        | $997.77            | Agency Mortgage-Backed Securities |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $5000.00           | $221.44            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6698 | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $147.78            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0566 | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $15.67             | Agency Mortgage-Backed Securities |
| 03.000 FGPC G15922 G | 2031-08-01      | 3.0000%  | 0.0000% | $15000.00          | $1681.08           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI0919 | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1445.29           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6245 | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1042.31           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  | 0.0000% | $11000.00          | $813.23            | Agency Mortgage-Backed Securities |
| FMAR 786921 G        | 2029-11-01      | 6.2830%  | 0.0000% | $1350000.00        | $829.52            | Agency Mortgage-Backed Securities |
| FMAR 2B0180 G        | 2042-01-01      | 6.1200%  | 0.0000% | $101025.00         | $731.04            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $23000.00          | $4095.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1708.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1457.83           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6652 | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $866.02            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4566.58           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  | 0.0000% | $8000.00           | $673.34            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6678 | 2052-08-01      | 4.0000%  | 0.0000% | $8590.00           | $4148.67           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2515 | 2051-12-01      | 2.5000%  | 0.0000% | $25320768.00       | $16289160.25       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  | 0.0000% | $7325000.00        | $740184.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8036 | 2050-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3593.14           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7694 | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $779.36            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  | 0.0000% | $5000.00           | $3727.21           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  | 0.0000% | $8000.00           | $673.19            | Agency Mortgage-Backed Securities |
| FMAR 789192 G        | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3122.23           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5580 | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3542.80           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $82.68             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8669 | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $543.70            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA1577 | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $8.83              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4267 | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2269.15           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $202.08            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6230 | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $100.97            | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68248 G | 2032-06-01      | 7.0000%  | 0.0000% | $59806.00          | $121.65            | Agency Mortgage-Backed Securities |
| 08.000 FGPC G01098 G | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $359.41            | Agency Mortgage-Backed Securities |
| 03.500 FGPC T49005 G | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $156.53            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5508 | 2055-10-01      | 7.0000%  | 0.0000% | $2100990.00        | $2212772.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $6.97              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $28000.00          | $3055.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $650.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $480.68            | Agency Mortgage-Backed Securities |

### Security 298: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJSZ7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJSZ7
- **C.18 - Value (incl. sponsor support):** $2028000000.00
- **C.18.a - Value (excl. sponsor support):** $2028000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-04-30      | 4.6250%  | 0.0000% | $238252800.00      | $249999551.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $243482000.00      | $249999678.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $300.00            | $303.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $248668800.00      | $249997103.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $59996100.00       | $63205611.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $966500.00         | $1050121.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $70176000.00       | $71498525.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $41918200.00       | $65959243.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $249139200.00      | $249993871.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $23093700.00       | $24497355.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $247527200.00      | $249999244.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $63610500.00       | $60100957.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $27225000.00       | $27607559.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $245740800.00      | $249998934.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $58623700.00       | $65786449.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $11975900.00       | $12234685.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $15751300.00       | $15334224.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1156400.00        | $1156802.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $33993400.00       | $33856769.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $117870000.00      | $126283036.37      | U.S. Treasuries (including strips) |

### Security 299: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJT94, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJT94
- **C.18 - Value (incl. sponsor support):** $2021000000.00
- **C.18.a - Value (excl. sponsor support):** $2021000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 0.7500%  | 0.0000% | $193716800.00      | $249999828.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $260108800.00      | $249998656.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $5872800.00        | $5845516.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $249548800.00      | $249999530.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $54972800.00       | $55727828.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $243798400.00      | $249999231.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $31748900.00       | $32507669.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $247993600.00      | $249999916.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $192060000.00      | $197042476.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $250201600.00      | $249998735.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $261592000.00      | $249997279.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $20200000.00       | $20303377.38       | U.S. Treasuries (including strips) |

### Security 300: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 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: ARP1FJTA1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJTA1
- **C.18 - Value (incl. sponsor support):** $2058000000.00
- **C.18.a - Value (excl. sponsor support):** $2058000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DK3961 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $698482.02         | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C     | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $1051031.12        | Agency Mortgage-Backed Securities |
| GNII SF DK6525 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2408161.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4419 | 2036-09-01      | 2.5000%  | 0.0000% | $11301000.00       | $5617973.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3314 | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $21218.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3379 | 2052-04-01      | 4.0000%  | 0.0000% | $10999000.00       | $6946761.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4733 | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $447008.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0014 | 2053-09-01      | 5.5000%  | 0.0000% | $230043.00         | $220761.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFA4757 | 2041-02-01      | 4.5000%  | 0.0000% | $33165120.00       | $33400857.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9634 | 2054-12-01      | 4.5000%  | 0.0000% | $286338.00         | $260781.05         | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M     | 2042-12-20      | 3.5000%  | 0.0000% | $2403312.00        | $228915.27         | Agency Mortgage-Backed Securities |
| GNII ET DJ8013 C     | 2064-06-20      | 7.5000%  | 0.0000% | $77201.00          | $79292.63          | Agency Mortgage-Backed Securities |
| GNII SF DH9287 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1174536.20        | Agency Mortgage-Backed Securities |
| GNII RG CO7989 C     | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2898825.81        | Agency Mortgage-Backed Securities |
| GNII SF DK0799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1852655.36        | Agency Mortgage-Backed Securities |
| GNII SF DL5879 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2554310.00        | $2677336.28        | Agency Mortgage-Backed Securities |
| GNII SF MA7423 M     | 2051-06-20      | 5.0000%  | 0.0000% | $25000.00          | $8300.77           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4422 | 2055-04-01      | 6.0000%  | 0.0000% | $35635328.00       | $30713745.02       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6111 | 2056-02-01      | 5.0000%  | 0.0000% | $246594048.00      | $249999539.17      | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M     | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $435746.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNBM5535 | 2029-01-01      | 3.0000%  | 0.0000% | $2500000.00        | $107489.92         | Agency Mortgage-Backed Securities |
| GNII SF MA4967 M     | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $68016.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA6010 | 2036-02-01      | 4.0000%  | 0.0000% | $1113972.00        | $1116042.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5680 | 2049-03-01      | 5.0000%  | 0.0000% | $275000.00         | $42937.72          | Agency Mortgage-Backed Securities |
| GNII ET CW5779 C     | 2063-08-20      | 6.0000%  | 0.0000% | $1124672.00        | $279600.03         | Agency Mortgage-Backed Securities |
| GNII ET DD6091 C     | 2064-09-20      | 6.5000%  | 0.0000% | $28940256.00       | $13885212.44       | Agency Mortgage-Backed Securities |
| GNAR AT MA0646 M     | 2042-12-20      | 5.1250%  | 0.0000% | $625000.00         | $18766.22          | Agency Mortgage-Backed Securities |
| GNII ET DH5131 C     | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $325435.47         | Agency Mortgage-Backed Securities |
| GNII SF BH6393 C     | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $59608.93          | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $664929.10         | Agency Mortgage-Backed Securities |
| GNII SP 788457 C     | 2056-02-20      | 5.0000%  | 0.0000% | $62885760.00       | $62928214.88       | Agency Mortgage-Backed Securities |
| GNII SP 785667 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $59444.14          | Agency Mortgage-Backed Securities |
| GNII SF DI1001 C     | 2055-05-20      | 6.5000%  | 0.0000% | $378314.00         | $394945.85         | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 5.3750%  | 0.0000% | $660000.00         | $5730.19           | Agency Mortgage-Backed Securities |
| GNII SP 785349 C     | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $627874.42         | Agency Mortgage-Backed Securities |
| GNII SF DG2227 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1318383.34        | Agency Mortgage-Backed Securities |
| GNII SP 786980 C     | 2052-06-20      | 3.0000%  | 0.0000% | $25530000.00       | $18546372.92       | Agency Mortgage-Backed Securities |
| GNII SF DO3495 C     | 2055-11-20      | 6.0000%  | 0.0000% | $5166816.00        | $5487826.58        | Agency Mortgage-Backed Securities |
| GNII SF DO3647 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1515996.00        | $1612880.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5136 | 2053-09-01      | 4.5000%  | 0.0000% | $2689764.00        | $2320384.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0508 | 2053-07-01      | 4.5000%  | 0.0000% | $20000000.00       | $18060821.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL905142 | 2037-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $6003.56           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3587 | 2055-11-01      | 6.0000%  | 0.0000% | $81288320.00       | $82949849.61       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAO9985 | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $57320.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF7449 | 2040-12-01      | 5.5000%  | 0.0000% | $1639542.00        | $1678289.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5288 | 2044-04-01      | 6.5000%  | 0.0000% | $46694.00          | $19202.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $11114.29          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4476 | 2053-12-01      | 6.5000%  | 0.0000% | $65000.00          | $44103.56          | Agency Mortgage-Backed Securities |
| GNII SF DJ2119 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1824215.60        | Agency Mortgage-Backed Securities |
| GNII ET DN3441 C     | 2065-10-20      | 4.0000%  | 0.0000% | $1288534.00        | $1232301.26        | Agency Mortgage-Backed Securities |
| GNII SF DM7896 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1344499.61        | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M     | 2043-08-20      | 2.5000%  | 0.0000% | $409791.00         | $66620.94          | Agency Mortgage-Backed Securities |
| GNII SF MA1155 M     | 2043-07-20      | 2.5000%  | 0.0000% | $3637248.00        | $533015.33         | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $451874.76         | Agency Mortgage-Backed Securities |
| GNII SF MA9698 M     | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $98615.77          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256946 | 2027-10-01      | 6.5000%  | 0.0000% | $13590304.00       | $31044.02          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9218 | 2052-09-01      | 5.0000%  | 0.0000% | $3550448.00        | $2017765.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4080 | 2055-11-01      | 5.0000%  | 0.0000% | $1433894.00        | $1452112.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAV7681 | 2034-01-01      | 3.5000%  | 0.0000% | $696278.00         | $59813.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9958 | 2052-06-01      | 4.0000%  | 0.0000% | $5395000.00        | $3768088.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2408 | 2055-12-01      | 5.5000%  | 0.0000% | $14673700.00       | $15026304.49       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  | 0.0000% | $250000.00         | $27953.09          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL827938 | 2031-10-01      | 7.0000%  | 0.0000% | $6456216.00        | $90068.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $6815.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG0426 | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $251023.62         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $15954464.00       | $10552137.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1822 | 2034-05-01      | 5.5000%  | 0.0000% | $2000200.00        | $44585.10          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  | 0.0000% | $562000.00         | $72617.35          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI0979 | 2033-11-01      | 6.5000%  | 0.0000% | $940000.00         | $20001.39          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0987 | 2050-01-01      | 4.5000%  | 0.0000% | $349000.00         | $211340.43         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  | 0.0000% | $1280000.00        | $635687.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $135000.00         | $12453.77          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5238 | 2052-07-01      | 5.0000%  | 0.0000% | $1411272.00        | $1029802.08        | Agency Mortgage-Backed Securities |
| GNII SF MA8649 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $796948.66         | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $389489.53         | Agency Mortgage-Backed Securities |
| GNII SF DL2500 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5508097.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  | 0.0000% | $300000.00         | $238327.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1555 | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $67326.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  | 0.0000% | $1075000.00        | $740218.59         | Agency Mortgage-Backed Securities |
| GNII SF DN8895 C     | 2056-02-20      | 4.0000%  | 0.0000% | $1070012.00        | $1030157.14        | Agency Mortgage-Backed Securities |
| GNII SF BC7516 C     | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $771776.81         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1082 | 2041-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $118569.69         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0643 | 2032-05-01      | 7.5000%  | 0.0000% | $7044960.00        | $18605.46          | Agency Mortgage-Backed Securities |
| GNII RG CO0390 C     | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1974357.06        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4911 | 2054-02-01      | 6.5000%  | 0.0000% | $19340000.00       | $15732712.37       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3824 | 2054-11-01      | 5.0000%  | 0.0000% | $676114.00         | $649163.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9703 | 2055-09-01      | 6.0000%  | 0.0000% | $2418192.00        | $2505280.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6495 | 2054-07-01      | 5.5000%  | 0.0000% | $3110796.00        | $3113084.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5383 | 2053-12-01      | 6.0000%  | 0.0000% | $3897688.00        | $2616555.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8389 | 2053-03-01      | 5.5000%  | 0.0000% | $36239.00          | $28002.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4276 | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3969885.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9431 | 2053-07-01      | 5.5000%  | 0.0000% | $19210784.00       | $15778299.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1076 | 2054-08-01      | 5.5000%  | 0.0000% | $37387.00          | $29188.77          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9374 | 2055-09-01      | 6.0000%  | 0.0000% | $54864320.00       | $56155159.85       | Agency Mortgage-Backed Securities |
| GNII SF DO1062 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1193148.00        | $1225604.28        | Agency Mortgage-Backed Securities |
| GNMI SF AY0520 X     | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $92947.51          | Agency Mortgage-Backed Securities |
| GNII SF DM3588 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5786104.00        | $6046121.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6815 | 2056-02-01      | 5.0000%  | 0.0000% | $4620616.00        | $4690826.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7838 | 2056-03-01      | 5.0000%  | 0.0000% | $1345002.00        | $1364445.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4310 | 2056-01-01      | 5.5000%  | 0.0000% | $31733440.00       | $32584718.67       | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $965885.95         | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M     | 2047-01-20      | 4.0000%  | 0.0000% | $1355010.00        | $123708.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6362 | 2055-11-01      | 4.5000%  | 0.0000% | $2519100.00        | $2495124.69        | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $81640000.00       | $45817204.50       | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $12449088.00       | $7183190.80        | Agency Mortgage-Backed Securities |
| GNII SF BY0361 C     | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $113885.04         | Agency Mortgage-Backed Securities |
| GNII ET DO0014 C     | 2065-09-20      | 3.5000%  | 0.0000% | $521083.00         | $484286.84         | Agency Mortgage-Backed Securities |
| GNII ET DP7709 C     | 2066-01-20      | 3.0000%  | 0.0000% | $218572.00         | $199114.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985526 | 2038-06-01      | 5.5000%  | 0.0000% | $1655000.00        | $16036.42          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5431 | 2044-07-01      | 6.5000%  | 0.0000% | $42068.00          | $19563.03          | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $4646368.00        | $1521475.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 RIBV1611 | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1495414.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2435 | 2055-02-01      | 6.5000%  | 0.0000% | $41716800.00       | $37237149.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $77548800.00       | $488084.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4925 | 2052-04-01      | 3.5000%  | 0.0000% | $2550000.00        | $1862010.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7980 | 2054-01-01      | 6.5000%  | 0.0000% | $15183168.00       | $11541329.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1121 | 2046-12-01      | 3.5000%  | 0.0000% | $1125000.00        | $271835.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL741885 | 2033-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $18162.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $15627824.00       | $28378.01          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2488 | 2047-02-01      | 3.5000%  | 0.0000% | $25320000.00       | $4453824.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $72017.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4123 | 2052-07-01      | 4.0000%  | 0.0000% | $968645.00         | $800035.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2167 | 2040-07-01      | 5.5000%  | 0.0000% | $500000.00         | $453623.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8486 | 2051-08-01      | 3.5000%  | 0.0000% | $270000.00         | $107129.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0982 | 2052-03-01      | 3.0000%  | 0.0000% | $547000.00         | $373236.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7296 | 2054-01-01      | 6.0000%  | 0.0000% | $1095750.00        | $769822.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5323 | 2049-03-01      | 3.5000%  | 0.0000% | $400000.00         | $55622.88          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7547 | 2053-11-01      | 6.5000%  | 0.0000% | $3558992.00        | $2717711.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7535 | 2053-10-01      | 6.0000%  | 0.0000% | $2758816.00        | $2224548.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2503 | 2056-02-01      | 5.0000%  | 0.0000% | $13391424.00       | $13636126.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV7830 | 2052-07-01      | 2.5000%  | 0.0000% | $1430898.00        | $1088544.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2048 | 2048-07-01      | 4.5000%  | 0.0000% | $3500000.00        | $518916.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5486 | 2049-11-01      | 3.0000%  | 0.0000% | $9311104.00        | $2533403.88        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5915 | 2046-11-01      | 3.0000%  | 0.0000% | $174000000.00      | $37939671.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7759 | 2049-09-01      | 4.5000%  | 0.0000% | $325000.00         | $67481.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $2745000.00        | $651258.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6152 | 2055-02-01      | 5.0000%  | 0.0000% | $512749.00         | $512275.09         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4328 | 2036-05-01      | 1.5000%  | 0.0000% | $19950000.00       | $10223148.28       | Agency Mortgage-Backed Securities |
| GNII SF DM2608 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4057859.70        | Agency Mortgage-Backed Securities |
| GNII SF DM4647 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2074856.00        | $2169438.82        | Agency Mortgage-Backed Securities |
| GNII SF DN2461 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4054888.00        | $4246164.02        | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3174311.70        | Agency Mortgage-Backed Securities |
| GNII SF DL8192 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3714490.00        | $3882464.02        | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $51474.31          | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2825468.00        | $2939475.85        | Agency Mortgage-Backed Securities |
| GNII SF DL5175 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1077838.00        | $1123567.06        | Agency Mortgage-Backed Securities |
| GNMI SF 752199 X     | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1576590.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4370 | 2056-02-01      | 5.5000%  | 0.0000% | $38818112.00       | $39654792.25       | Agency Mortgage-Backed Securities |
| GNII SF DL5821 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1603174.64        | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $13135904.00       | $1279665.16        | Agency Mortgage-Backed Securities |
| GNII SF BI4219 C     | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $295262.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1708 | 2055-12-01      | 5.5000%  | 0.0000% | $51428352.00       | $53010071.31       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ8601 | 2055-11-01      | 7.0000%  | 0.0000% | $1790782.00        | $1908507.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5894 | 2056-02-01      | 4.5000%  | 0.0000% | $1627738.00        | $1618114.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7839 | 2056-03-01      | 5.0000%  | 0.0000% | $1019536.00        | $1032898.15        | Agency Mortgage-Backed Securities |
| GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $64593.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5085 | 2056-02-01      | 5.5000%  | 0.0000% | $12420624.00       | $12659493.42       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5719 | 2056-02-01      | 5.5000%  | 0.0000% | $4269736.00        | $4382991.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0137 | 2056-08-01      | 3.0000%  | 0.0000% | $205000.00         | $61854.47          | Agency Mortgage-Backed Securities |
| FNMS 07.000 JL674277 | 2032-02-01      | 7.0000%  | 0.0000% | $6764632.00        | $43892.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL834780 | 2035-07-01      | 4.5000%  | 0.0000% | $4562944.00        | $125461.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3819 | 2050-08-01      | 2.5000%  | 0.0000% | $56763000.00       | $22906997.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG1006 | 2041-01-01      | 5.5000%  | 0.0000% | $1200498.00        | $1233813.21        | Agency Mortgage-Backed Securities |
| GNMI SF CR2376 X     | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2457872.44        | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $321943.40         | Agency Mortgage-Backed Securities |
| GNII SF BR8839 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $820462.37         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $145435.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1446578.00        | $1117509.58        | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7472227.38        | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M     | 2033-08-20      | 4.5000%  | 0.0000% | $172802.00         | $8352.94           | Agency Mortgage-Backed Securities |
| GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $5400000.00        | $409967.31         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1106 | 2055-08-01      | 6.0000%  | 0.0000% | $8094464.00        | $7580652.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0184 | 2055-12-01      | 5.5000%  | 0.0000% | $29399520.00       | $29915530.78       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8818 | 2055-03-01      | 7.0000%  | 0.0000% | $1072236.00        | $892196.95         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1494 | 2055-12-01      | 5.5000%  | 0.0000% | $11694608.00       | $11978143.91       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5801 | 2056-02-01      | 5.5000%  | 0.0000% | $19998000.00       | $20595523.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1591 | 2040-11-01      | 6.0000%  | 0.0000% | $1238158.00        | $1280131.78        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3997 | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $62839.56          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2979 | 2056-01-01      | 6.5000%  | 0.0000% | $1966810.00        | $2039120.69        | Agency Mortgage-Backed Securities |
| GNII ET DL7413 C     | 2065-07-20      | 4.0000%  | 0.0000% | $110979.00         | $107145.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6480 | 2055-02-01      | 6.0000%  | 0.0000% | $1393374.00        | $1433948.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9405 | 2055-04-01      | 5.5000%  | 0.0000% | $50971.00          | $50746.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4967 | 2052-10-01      | 4.0000%  | 0.0000% | $6990000.00        | $5376545.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5558 | 2051-09-01      | 3.5000%  | 0.0000% | $6434624.00        | $4978741.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3407 | 2028-07-01      | 3.0000%  | 0.0000% | $3247210.00        | $157065.96         | Agency Mortgage-Backed Securities |
| GNII ET DM9464 C     | 2065-10-20      | 3.5000%  | 0.0000% | $80260.00          | $74578.27          | Agency Mortgage-Backed Securities |
| GNII SF DK8327 C     | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4282291.63        | Agency Mortgage-Backed Securities |
| GNII SF BT4758 C     | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2088236.02        | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3329563.51        | Agency Mortgage-Backed Securities |
| GNII ET DK9190 C     | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $776450.39         | Agency Mortgage-Backed Securities |
| GNII SF BW4890 C     | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $469285.01         | Agency Mortgage-Backed Securities |
| GNII SF DL3739 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3171634.00        | Agency Mortgage-Backed Securities |
| GNII SF DL0107 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $5214043.42        | Agency Mortgage-Backed Securities |
| GNII SF DL5180 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3437628.00        | $3592019.40        | Agency Mortgage-Backed Securities |
| GNII SF DK7577 C     | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $840426.56         | Agency Mortgage-Backed Securities |
| GNII SF DJ8280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1236558.00        | $1303883.29        | Agency Mortgage-Backed Securities |
| GNII SF DK5759 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5824144.00        | $6069127.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8440 | 2054-06-01      | 6.5000%  | 0.0000% | $75000000.00       | $41847408.41       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN1985 | 2048-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $122567.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6010 | 2054-08-01      | 6.5000%  | 0.0000% | $20052192.00       | $13766008.13       | Agency Mortgage-Backed Securities |
| GNII SF MA0139 M     | 2027-06-20      | 3.0000%  | 0.0000% | $1499999.00        | $13721.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0916 | 2048-07-01      | 5.0000%  | 0.0000% | $85000.00          | $7161.54           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA7794 | 2056-03-01      | 6.0000%  | 0.0000% | $1620336.00        | $1691854.93        | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M     | 2030-07-20      | 3.0000%  | 0.0000% | $672799.00         | $34119.26          | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1879445.06        | Agency Mortgage-Backed Securities |
| GNII RG CN0928 C     | 2039-02-20      | 6.0000%  | 0.0000% | $2087356.00        | $1315621.88        | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $858040.09         | Agency Mortgage-Backed Securities |
| GNMI SF BA9083 X     | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $52010.69          | Agency Mortgage-Backed Securities |
| GNII SF CP4690 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1333718.00        | $792856.50         | Agency Mortgage-Backed Securities |
| GNII SF BY1271 C     | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $382076.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  | 0.0000% | $61385000.00       | $51977666.56       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995048 | 2038-05-01      | 5.5000%  | 0.0000% | $61743000.00       | $472016.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7032 | 2053-09-01      | 6.0000%  | 0.0000% | $2915992.00        | $2432239.88        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAR6707 | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $34485.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6529 | 2041-01-01      | 5.5000%  | 0.0000% | $1742300.00        | $1784997.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1192 | 2052-09-01      | 4.5000%  | 0.0000% | $5920000.00        | $4583943.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6416 | 2055-12-01      | 5.0000%  | 0.0000% | $19136500.00       | $19324313.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0741 | 2052-05-01      | 4.5000%  | 0.0000% | $170400.00         | $108049.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5736 | 2055-11-01      | 4.5000%  | 0.0000% | $3554552.00        | $3524731.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8131 | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $26890.78          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  | 0.0000% | $1100000.00        | $623788.16         | Agency Mortgage-Backed Securities |
| GNII SF DM7907 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1288358.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9603 | 2055-11-01      | 5.5000%  | 0.0000% | $474798.00         | $486193.02         | Agency Mortgage-Backed Securities |
| GNAR AF 082888 M     | 2041-07-20      | 5.3750%  | 0.0000% | $6705904.00        | $157665.62         | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5767549.81        | Agency Mortgage-Backed Securities |
| GNII SF DN9150 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1771052.00        | $1856381.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1430 | 2054-05-01      | 6.0000%  | 0.0000% | $152552.00         | $125114.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW2531 | 2056-02-01      | 6.0000%  | 0.0000% | $3173328.00        | $3294274.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8871 M     | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $160271.32         | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1146751.31        | Agency Mortgage-Backed Securities |
| GNII ET DK7991 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $2075595.41        | Agency Mortgage-Backed Securities |
| GNII SF DL2635 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1465891.53        | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $968632.91         | Agency Mortgage-Backed Securities |
| GNII SF DP4719 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1162772.00        | $1175181.23        | Agency Mortgage-Backed Securities |
| GNII ET DP8679 C     | 2066-02-20      | 5.5000%  | 0.0000% | $1645346.00        | $1672797.32        | Agency Mortgage-Backed Securities |
| GNII SF DN3233 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1313774.00        | $1379851.69        | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $638725.00         | $523615.39         | Agency Mortgage-Backed Securities |
| GNII SF DN0579 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4241864.00        | $4439959.51        | Agency Mortgage-Backed Securities |
| GNMI SF AZ5517 X     | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $204205.06         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1093 | 2038-07-01      | 3.0000%  | 0.0000% | $77212800.00       | $56561599.67       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $111396.00         | $103344.80         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN2444 | 2035-06-01      | 1.5000%  | 0.0000% | $1572444.00        | $311953.71         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $670319.00         | $153357.70         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2174 | 2049-08-01      | 3.0000%  | 0.0000% | $1661194.00        | $140998.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAT0238 | 2043-03-01      | 2.5000%  | 0.0000% | $57000.00          | $9259.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5214 | 2054-07-01      | 6.0000%  | 0.0000% | $3612092.00        | $1963226.14        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC4153 | 2054-09-01      | 7.0000%  | 0.0000% | $1199778.00        | $1035023.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5782 | 2055-12-01      | 4.5000%  | 0.0000% | $1318652.00        | $1309989.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0521 | 2056-02-01      | 5.0000%  | 0.0000% | $4556176.00        | $4602968.43        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA8793 | 2036-02-01      | 2.0000%  | 0.0000% | $7013176.00        | $3031400.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9632 | 2054-12-01      | 4.5000%  | 0.0000% | $54254144.00       | $49989728.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3260 | 2052-04-01      | 2.5000%  | 0.0000% | $92281.00          | $38369.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTDF9568 | 2046-01-01      | 4.5000%  | 0.0000% | $1395762.00        | $1396525.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0332 | 2056-02-01      | 4.5000%  | 0.0000% | $3044056.00        | $3022768.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA4680 | 2052-03-01      | 2.0000%  | 0.0000% | $29627000.00       | $24858251.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS7807 | 2038-11-01      | 3.5000%  | 0.0000% | $3146948.00        | $2298515.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9135 | 2056-01-01      | 5.0000%  | 0.0000% | $1975348.00        | $2015469.10        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $8000000.00        | $2610840.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4309 | 2056-03-01      | 5.0000%  | 0.0000% | $127506432.00      | $129252519.23      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD2371 | 2055-02-01      | 7.0000%  | 0.0000% | $1360552.00        | $1155215.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5681 | 2040-04-01      | 4.0000%  | 0.0000% | $164137.00         | $154527.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5250 | 2042-05-01      | 3.5000%  | 0.0000% | $30000000.00       | $2284310.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  | 0.0000% | $12755632.00       | $13494717.00       | Agency Mortgage-Backed Securities |
| GNII SF DF9826 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1142914.00        | $747304.65         | Agency Mortgage-Backed Securities |
| GNII SF DH6836 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $613351.59         | Agency Mortgage-Backed Securities |
| GNII SF DO2328 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1184634.00        | $1242597.42        | Agency Mortgage-Backed Securities |
| GNII SF DI2714 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5157786.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3298 | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $134112.39         | Agency Mortgage-Backed Securities |
| GNII SF DN0030 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1698557.26        | Agency Mortgage-Backed Securities |
| GNII SF CV9810 C     | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $888619.28         | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1032250.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1455 | 2056-02-01      | 5.0000%  | 0.0000% | $4793296.00        | $4844054.80        | Agency Mortgage-Backed Securities |
| GNII SF DI4714 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5565429.87        | Agency Mortgage-Backed Securities |
| GNII SF DC1659 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1204038.28        | Agency Mortgage-Backed Securities |
| GNII SF MB0022 M     | 2054-10-20      | 3.5000%  | 0.0000% | $13015152.00       | $11771223.85       | Agency Mortgage-Backed Securities |
| GNII SF DP4503 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1516854.00        | $1529565.14        | Agency Mortgage-Backed Securities |
| GNII SF DQ7281 C     | 2056-01-20      | 3.5000%  | 0.0000% | $12497744.00       | $11553636.65       | Agency Mortgage-Backed Securities |
| GNMI SF 757379 X     | 2046-07-15      | 2.5000%  | 0.0000% | $2403020.00        | $1220416.73        | Agency Mortgage-Backed Securities |
| GNII SF DQ3303 C     | 2056-02-20      | 4.5000%  | 0.0000% | $2090464.00        | $2080910.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9129 | 2056-01-01      | 4.5000%  | 0.0000% | $1080696.00        | $1076698.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0089 | 2056-01-01      | 5.0000%  | 0.0000% | $2485616.00        | $2531189.43        | Agency Mortgage-Backed Securities |
| GNII SF DI4560 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2640172.00        | $2798812.16        | Agency Mortgage-Backed Securities |
| GNMI SF AF1058 X     | 2028-07-15      | 2.5000%  | 0.0000% | $25002500.00       | $754018.81         | Agency Mortgage-Backed Securities |
| GNII SF DH9291 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $2276141.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $1426390.00        | $1171443.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV0893 | 2037-01-01      | 2.5000%  | 0.0000% | $2858524.00        | $1826945.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBW2573 | 2041-02-01      | 5.5000%  | 0.0000% | $1329879.00        | $1371523.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV1926 | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1354348.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2003 | 2056-02-01      | 5.0000%  | 0.0000% | $10920352.00       | $11015272.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9060 | 2056-01-01      | 5.5000%  | 0.0000% | $1156770.00        | $1177792.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3220 | 2056-02-01      | 5.0000%  | 0.0000% | $1145754.00        | $1168028.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG2735 | 2056-02-01      | 6.0000%  | 0.0000% | $2628060.00        | $2708411.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3060 | 2056-02-01      | 6.5000%  | 0.0000% | $5004312.00        | $5220425.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5508 | 2054-06-01      | 5.5000%  | 0.0000% | $616253.00         | $597254.10         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL882138 | 2036-08-01      | 7.5000%  | 0.0000% | $1070772.00        | $32475.07          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256885 | 2027-09-01      | 6.0000%  | 0.0000% | $6018000.00        | $10157.81          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT257185 | 2028-03-01      | 6.5000%  | 0.0000% | $2035164.00        | $7153.65           | Agency Mortgage-Backed Securities |
| FNMS 04.762 MY468573 | 2026-08-01      | 4.7620%  | 0.0000% | $1500000.00        | $1087766.23        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2598 | 2055-07-01      | 7.0000%  | 0.0000% | $1053350.00        | $1123655.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2105 | 2055-07-01      | 5.5000%  | 0.0000% | $15975616.00       | $13207161.09       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  | 0.0000% | $36708000.00       | $22189048.88       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD9513 | 2040-08-01      | 5.5000%  | 0.0000% | $1311420.00        | $1269674.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF0564 | 2041-01-01      | 4.0000%  | 0.0000% | $841861.00         | $836124.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4506 | 2054-02-01      | 4.0000%  | 0.0000% | $32727552.00       | $31570328.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL827687 | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $887727.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5881 | 2055-11-01      | 6.5000%  | 0.0000% | $53072128.00       | $52472992.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5887 | 2040-11-01      | 5.5000%  | 0.0000% | $64284032.00       | $62960098.84       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0251 | 2055-08-01      | 6.5000%  | 0.0000% | $1006950.00        | $1066131.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $10030000.00       | $989795.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6437 | 2054-11-01      | 6.0000%  | 0.0000% | $861935.00         | $817221.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $648031.00         | $391690.37         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4461 | 2055-09-01      | 7.0000%  | 0.0000% | $1123400.00        | $1186639.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1309 | 2054-01-01      | 5.0000%  | 0.0000% | $760009.00         | $732328.84         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6191 | 2056-03-01      | 5.0000%  | 0.0000% | $119758208.00      | $121398309.95      | Agency Mortgage-Backed Securities |

### Security 301: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJTE3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJTE3
- **C.18 - Value (incl. sponsor support):** $2029000000.00
- **C.18.a - Value (excl. sponsor support):** $2029000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $39984000.00       | $41419686.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $65276000.00       | $67845111.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $26512000.00       | $25225556.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $16774500.00       | $17161842.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $49336000.00       | $52565587.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $50619600.00       | $51380323.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $346211200.00      | $335068962.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $984200.00         | $980633.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $523772000.00      | $519958939.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $30992600.00       | $31360777.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $531166400.00      | $543220616.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $164460800.00      | $166513757.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $222555200.00      | $216878261.96      | U.S. Treasuries (including strips) |

### Security 302: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJTF0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJTF0
- **C.18 - Value (incl. sponsor support):** $1785000000.00
- **C.18.a - Value (excl. sponsor support):** $1785000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $191720000.00      | $249999992.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $225427200.00      | $249999749.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $244888000.00      | $249999651.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $212105600.00      | $225137937.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $262905200.00      | $249997180.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $245546400.00      | $249999920.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $94872000.00       | $95568597.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $239516000.00      | $249997058.92      | U.S. Treasuries (including strips) |

### Security 303: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN 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: ARP1FJTO1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJTO1
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA1285 M         | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2538.89           | Agency Mortgage-Backed Securities   |
| GNMI SF AD1012 X         | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4949.62           | Agency Mortgage-Backed Securities   |
| GNII SF MA4837 M         | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1118.73           | Agency Mortgage-Backed Securities   |
| GNII SP 785615 C         | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $95022.11          | Agency Mortgage-Backed Securities   |
| GNMI SF 563338 X         | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $514.32            | Agency Mortgage-Backed Securities   |
| GNMI SF 400595 X         | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1119.46           | Agency Mortgage-Backed Securities   |
| GNAR AR 008913 M         | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $2552.65           | Agency Mortgage-Backed Securities   |
| GNMI SF 557521 X         | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $99.91             | Agency Mortgage-Backed Securities   |
| GNII SF 002644 M         | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1674.40           | Agency Mortgage-Backed Securities   |
| GNII SF 004060 M         | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1282.76           | Agency Mortgage-Backed Securities   |
| GNMI SF 567628 X         | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $120.91            | Agency Mortgage-Backed Securities   |
| GNAR AR 080076 M         | 2027-05-20      | 5.6250%  | 0.0000% | $24796997.00       | $4029.89           | Agency Mortgage-Backed Securities   |
| GNAR AR 008848 M         | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $676.32            | Agency Mortgage-Backed Securities   |
| GNMI SF 578272 X         | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $588.69            | Agency Mortgage-Backed Securities   |
| GNII SF 002671 M         | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $31.94             | Agency Mortgage-Backed Securities   |
| GNII SF 003610 M         | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $555.30            | Agency Mortgage-Backed Securities   |
| GNII SF 004115 M         | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $3932.93           | Agency Mortgage-Backed Securities   |
| GNII SF 003798 M         | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $968.28            | Agency Mortgage-Backed Securities   |
| GNMI SF 689414 X         | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $767.83            | Agency Mortgage-Backed Securities   |
| GNII SF DI1926 C         | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $2102900.45        | Agency Mortgage-Backed Securities   |
| GNII SF MB0869 M         | 2055-12-20      | 4.0000%  | 0.0000% | $36555573.00       | $35120817.96       | Agency Mortgage-Backed Securities   |
| GNII JP 783785 M         | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $3359.51           | Agency Mortgage-Backed Securities   |
| GNII SF 002975 M         | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $52.82             | Agency Mortgage-Backed Securities   |
| GNMI SP 783807 X         | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2475.74           | Agency Mortgage-Backed Securities   |
| GNMI SF 745045 X         | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2088.27           | Agency Mortgage-Backed Securities   |
| GNMI SF 755948 X         | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3585.71           | Agency Mortgage-Backed Securities   |
| GNMI SF 422963 X         | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $3617.52           | Agency Mortgage-Backed Securities   |
| GNAR AR 008991 M         | 2026-10-20      | 5.1250%  | 0.0000% | $30763233.00       | $2695.55           | Agency Mortgage-Backed Securities   |
| GNMI SF 460993 X         | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $691.36            | Agency Mortgage-Backed Securities   |
| GNII SF 003737 M         | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4608.07           | Agency Mortgage-Backed Securities   |
| GNMI SF 477023 X         | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $4896.44           | Agency Mortgage-Backed Securities   |
| GNII SF 003678 M         | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1188.96           | Agency Mortgage-Backed Securities   |
| GNMI SF 723599 X         | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1926.29           | Agency Mortgage-Backed Securities   |
| GNII SF 003228 M         | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $174.36            | Agency Mortgage-Backed Securities   |
| GNAR AR 080061 M         | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $863.25            | Agency Mortgage-Backed Securities   |
| GNMI SF 728323 X         | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1766.79           | Agency Mortgage-Backed Securities   |
| GNII SF 003702 M         | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $682.59            | Agency Mortgage-Backed Securities   |
| GNMI SF 737555 X         | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1363.34           | Agency Mortgage-Backed Securities   |
| GNMI SF 421379 X         | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $367.48            | Agency Mortgage-Backed Securities   |
| GNMI SF 545134 X         | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $133.66            | Agency Mortgage-Backed Securities   |
| GNAR AR 008849 M         | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $259.75            | Agency Mortgage-Backed Securities   |
| GNII SF 002689 M         | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3456.67           | Agency Mortgage-Backed Securities   |
| GNMI SF 554033 X         | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $975.49            | Agency Mortgage-Backed Securities   |
| GNII SF 005144 M         | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3778.44           | Agency Mortgage-Backed Securities   |
| GNII SF 004006 M         | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1807.29           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6407 X         | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3129.23           | Agency Mortgage-Backed Securities   |
| GNMI SF 778855 X         | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1143.27           | Agency Mortgage-Backed Securities   |
| GNMI SF 796410 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4207.16           | Agency Mortgage-Backed Securities   |
| GNII SF MA1089 M         | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1086.12           | Agency Mortgage-Backed Securities   |
| GNII SF AA1000 C         | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1287.41           | Agency Mortgage-Backed Securities   |
| GNMI SF BC1180 X         | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2253.74           | Agency Mortgage-Backed Securities   |
| GNII SF MA6824 M         | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4824.02           | Agency Mortgage-Backed Securities   |
| GNII SF MA0602 M         | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $3878.09           | Agency Mortgage-Backed Securities   |
| GNMI SF 693508 X         | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4285.45           | Agency Mortgage-Backed Securities   |
| GNII SF 002643 M         | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $224.01            | Agency Mortgage-Backed Securities   |
| GNMI SF 573796 X         | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1885.78           | Agency Mortgage-Backed Securities   |
| GNII SF 003704 M         | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $467.84            | Agency Mortgage-Backed Securities   |
| GNII SF 003248 M         | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $372.59            | Agency Mortgage-Backed Securities   |
| GNII SF 004371 M         | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2037.17           | Agency Mortgage-Backed Securities   |
| GNII SF 003296 M         | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $443.34            | Agency Mortgage-Backed Securities   |
| GNMI SF 619189 X         | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $54.75             | Agency Mortgage-Backed Securities   |
| GNMI SF 646746 X         | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $733.62            | Agency Mortgage-Backed Securities   |
| GNMI SF 651823 X         | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4000.74           | Agency Mortgage-Backed Securities   |
| GNMI SF 636501 X         | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $137.16            | Agency Mortgage-Backed Securities   |
| GNMI SF 663893 X         | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities   |
| GNMI SF 648970 X         | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4571.24           | Agency Mortgage-Backed Securities   |
| GNMI SF 662442 X         | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2416.01           | Agency Mortgage-Backed Securities   |
| GNMI SP 781811 X         | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3097.16           | Agency Mortgage-Backed Securities   |
| GNMI SF 655338 X         | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1841.70           | Agency Mortgage-Backed Securities   |
| GNII SF 003237 M         | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $108.49            | Agency Mortgage-Backed Securities   |
| GNII SF 003376 M         | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3272.13           | Agency Mortgage-Backed Securities   |
| GNII SF 005239 M         | 2041-11-20      | 3.0000%  | 0.0000% | $70000.00          | $4224.33           | Agency Mortgage-Backed Securities   |
| GNII SF 002767 M         | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $741.01            | Agency Mortgage-Backed Securities   |
| GNMI SF 593723 X         | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3593.77           | Agency Mortgage-Backed Securities   |
| GNII SF 002550 M         | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $5.71              | Agency Mortgage-Backed Securities   |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1686.24           | Agency Mortgage-Backed Securities   |
| GNII SF 003429 M         | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $279.24            | Agency Mortgage-Backed Securities   |
| GNMI SF 604290 X         | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1653.63           | Agency Mortgage-Backed Securities   |
| GNII SF 002495 M         | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $400.70            | Agency Mortgage-Backed Securities   |
| GNMI SP 782072 X         | 2033-07-15      | 7.0000%  | 0.0000% | $229821.00         | $1946.70           | Agency Mortgage-Backed Securities   |
| GNMI SF 710719 X         | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1270.50           | Agency Mortgage-Backed Securities   |
| GNMI SP 782067 X         | 2032-11-15      | 7.0000%  | 0.0000% | $37972.00          | $830.29            | Agency Mortgage-Backed Securities   |
| GNMI SF 555704 X         | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $40.14             | Agency Mortgage-Backed Securities   |
| GNMI JP 783676 X         | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $115.09            | Agency Mortgage-Backed Securities   |
| GNII SP 784793 C         | 2047-12-20      | 3.5000%  | 0.0000% | $12605.00          | $3169.43           | Agency Mortgage-Backed Securities   |
| GNMI SF 584464 X         | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3694.57           | Agency Mortgage-Backed Securities   |
| GNMI SF 606285 X         | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $1905.97           | Agency Mortgage-Backed Securities   |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2359.22           | Agency Mortgage-Backed Securities   |
| GNMI SF 584308 X         | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $513.52            | Agency Mortgage-Backed Securities   |
| GNMI SF AD7352 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1785.52           | Agency Mortgage-Backed Securities   |
| GNMI SF 603333 X         | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1133.96           | Agency Mortgage-Backed Securities   |
| GNMI SF 585479 X         | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $670.68            | Agency Mortgage-Backed Securities   |
| GNII SF MA5629 M         | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $98.11             | Agency Mortgage-Backed Securities   |
| GNII ET DF4672 C         | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $2975100.62        | Agency Mortgage-Backed Securities   |
| GNMI SF AD2152 X         | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2406.04           | Agency Mortgage-Backed Securities   |
| GNMI SF BB6967 X         | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4569.05           | Agency Mortgage-Backed Securities   |
| GNMI SP 783632 X         | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $4985.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 663852 X         | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1142.83           | Agency Mortgage-Backed Securities   |
| GNII SF 003941 M         | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2087.59           | Agency Mortgage-Backed Securities   |
| GNMI SF 486516 X         | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $563.82            | Agency Mortgage-Backed Securities   |
| GNII SF 005300 M         | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $3150.42           | Agency Mortgage-Backed Securities   |
| GNII JM 004163 M         | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $46.57             | Agency Mortgage-Backed Securities   |
| GNII JP 783930 M         | 2027-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $1039.03           | Agency Mortgage-Backed Securities   |
| GNMI SF 599357 X         | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1756.39           | Agency Mortgage-Backed Securities   |
| GNMI SF 521330 X         | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $793.89            | Agency Mortgage-Backed Securities   |
| GNMI SF 552766 X         | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3426.74           | Agency Mortgage-Backed Securities   |
| GNII SF 003039 M         | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $913.79            | Agency Mortgage-Backed Securities   |
| GNII SF 003172 M         | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $419.66            | Agency Mortgage-Backed Securities   |
| GNMI SF 434141 X         | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $154.14            | Agency Mortgage-Backed Securities   |
| GNII SF 004073 M         | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1856.56           | Agency Mortgage-Backed Securities   |
| GNII SF 003025 M         | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2250.94           | Agency Mortgage-Backed Securities   |
| GNMI SF 677385 X         | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7332.89           | Agency Mortgage-Backed Securities   |
| GNII FS 004483 M         | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2051.84           | Agency Mortgage-Backed Securities   |
| GNAR AR 008971 M         | 2026-09-20      | 5.3750%  | 0.0000% | $1456149.00        | $43.43             | Agency Mortgage-Backed Securities   |
| GNII SF 003840 M         | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $308.07            | Agency Mortgage-Backed Securities   |
| GNMI SF 548496 X         | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $292.28            | Agency Mortgage-Backed Securities   |
| GNAR AR 008927 M         | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $492.99            | Agency Mortgage-Backed Securities   |
| GNAR AR 080115 M         | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2441.79           | Agency Mortgage-Backed Securities   |
| GNMI SF 697944 X         | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3369.18           | Agency Mortgage-Backed Securities   |
| GNMI SF 448335 X         | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $34.90             | Agency Mortgage-Backed Securities   |
| GNMI SF 469991 X         | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $543.88            | Agency Mortgage-Backed Securities   |
| GNMI SF 723438 X         | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1866.58           | Agency Mortgage-Backed Securities   |
| GNMI SF 412407 X         | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $4784.71           | Agency Mortgage-Backed Securities   |
| GNII SF 004961 M         | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3389.71           | Agency Mortgage-Backed Securities   |
| GNII SF 004852 M         | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2120.86           | Agency Mortgage-Backed Securities   |
| GNII SF 003284 M         | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $258.54            | Agency Mortgage-Backed Securities   |
| GNII SF 002699 M         | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $766.65            | Agency Mortgage-Backed Securities   |
| GNMI SF 772109 X         | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $2903.42           | Agency Mortgage-Backed Securities   |
| GNII SF MA0375 M         | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $4903.91           | Agency Mortgage-Backed Securities   |
| GNII SF MA9242 M         | 2053-10-20      | 6.0000%  | 0.0000% | $1940000.00        | $1124558.22        | Agency Mortgage-Backed Securities   |
| GNMI SF AE6978 X         | 2043-08-15      | 3.0000%  | 0.0000% | $1453700.00        | $420428.18         | Agency Mortgage-Backed Securities   |
| GNMI SF AF0383 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1517.92           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7471 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2759.57           | Agency Mortgage-Backed Securities   |
| GNII JM MA6209 M         | 2049-10-20      | 3.0000%  | 0.0000% | $25000.00          | $1748.21           | Agency Mortgage-Backed Securities   |
| GNII SF CT6723 C         | 2053-06-20      | 6.5000%  | 0.0000% | $1007991.00        | $1064039.03        | Agency Mortgage-Backed Securities   |
| GNMI SF AA6307 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1915.09           | Agency Mortgage-Backed Securities   |
| GNII JM MA6030 M         | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3949.92           | Agency Mortgage-Backed Securities   |
| GNMI SF AB9205 X         | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1004.21           | Agency Mortgage-Backed Securities   |
| GNII SF MA6152 M         | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4173.81           | Agency Mortgage-Backed Securities   |
| GNII ET DH7706 C         | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $572758.99         | Agency Mortgage-Backed Securities   |
| GNMI SF AF0384 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3904.03           | Agency Mortgage-Backed Securities   |
| GNII SF AM4929 C         | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $843.36            | Agency Mortgage-Backed Securities   |
| GNII SF MA5168 M         | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4490.88           | Agency Mortgage-Backed Securities   |
| GNII SF MA6314 M         | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $2553.78           | Agency Mortgage-Backed Securities   |
| GNMI SP 782085 X         | 2033-11-15      | 7.0000%  | 0.0000% | $62005.00          | $891.78            | Agency Mortgage-Backed Securities   |
| GNAR AR 008876 M         | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $596.39            | Agency Mortgage-Backed Securities   |
| GNAR AR 008947 M         | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $1876.99           | Agency Mortgage-Backed Securities   |
| GNMI SF 716813 X         | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2231.33           | Agency Mortgage-Backed Securities   |
| GNII JM 004308 M         | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $501.63            | Agency Mortgage-Backed Securities   |
| GNMI SF 457100 X         | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1559.39           | Agency Mortgage-Backed Securities   |
| GNMI SF 746166 X         | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1484.72           | Agency Mortgage-Backed Securities   |
| GNMI SF 731680 X         | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1159.53           | Agency Mortgage-Backed Securities   |
| GNII SF 004837 M         | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $11292.67          | Agency Mortgage-Backed Securities   |
| GNMI SF 693631 X         | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3621.73           | Agency Mortgage-Backed Securities   |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1890.45           | Agency Mortgage-Backed Securities   |
| GNMI SF 545051 X         | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2099.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 652203 X         | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1523.82           | Agency Mortgage-Backed Securities   |
| GNMI SF 471690 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1008.92           | Agency Mortgage-Backed Securities   |
| GNAR AR 080011 M         | 2026-11-20      | 5.1250%  | 0.0000% | $3000000.00        | $278.03            | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3704.52           | Agency Debentures and Agency Strips |
| GNII SF DL4847 C         | 2055-08-20      | 7.0000%  | 0.0000% | $1144460.00        | $1193587.18        | Agency Mortgage-Backed Securities   |
| GNII SF MA4265 M         | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2648.35           | Agency Mortgage-Backed Securities   |
| GNMI SF 757366 X         | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4113.50           | Agency Mortgage-Backed Securities   |
| GNMI SF 736057 X         | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2697.83           | Agency Mortgage-Backed Securities   |
| GNII SF MA3523 M         | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2325.93           | Agency Mortgage-Backed Securities   |
| GNII SF MA7519 M         | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $2256.58           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2435 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1709.14           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2412 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1773.49           | Agency Mortgage-Backed Securities   |
| GNMI SF AD0815 X         | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1871.53           | Agency Mortgage-Backed Securities   |
| GNII SF MA7369 M         | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4653.92           | Agency Mortgage-Backed Securities   |
| GNII SF BW4522 C         | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $934152.51         | Agency Mortgage-Backed Securities   |
| GNII SF MA6655 M         | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $226725.69         | Agency Mortgage-Backed Securities   |
| GNMI SF 532558 X         | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4446.08           | Agency Mortgage-Backed Securities   |
| GNMI SF 465529 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $1923.34           | Agency Mortgage-Backed Securities   |
| GNMI SF 662537 X         | 2037-08-15      | 6.5000%  | 0.0000% | $253128.00         | $1491.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 506607 X         | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $42.97             | Agency Mortgage-Backed Securities   |
| GNMI SF 468156 X         | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $977.15            | Agency Mortgage-Backed Securities   |
| GNAR AR 080023 M         | 2026-12-20      | 5.1250%  | 0.0000% | $19035907.00       | $2723.35           | Agency Mortgage-Backed Securities   |
| GNAR AR 080107 M         | 2027-08-20      | 5.3750%  | 0.0000% | $17856106.00       | $4814.30           | Agency Mortgage-Backed Securities   |
| GNAR AR 080012 M         | 2026-11-20      | 5.1250%  | 0.0000% | $48658897.00       | $4697.84           | Agency Mortgage-Backed Securities   |
| GNAR AR 080123 M         | 2027-10-20      | 5.1250%  | 0.0000% | $17717110.00       | $4413.17           | Agency Mortgage-Backed Securities   |
| GNMI SF 564648 X         | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $70.06             | Agency Mortgage-Backed Securities   |
| GNMI SF 423929 X         | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $0.35              | Agency Mortgage-Backed Securities   |
| GNMI SF 564821 X         | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $518.25            | Agency Mortgage-Backed Securities   |
| GNMI SP 781001 X         | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $260.18            | Agency Mortgage-Backed Securities   |
| GNMI SF 486470 X         | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $520.27            | Agency Mortgage-Backed Securities   |
| GNMI SF 722796 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $514.89            | Agency Mortgage-Backed Securities   |
| GNMI SF 658258 X         | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2681.08           | Agency Mortgage-Backed Securities   |
| GNMI SF 732938 X         | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3454.63           | Agency Mortgage-Backed Securities   |
| GNMI SF 721470 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $303.96            | Agency Mortgage-Backed Securities   |
| GNMI SF 723939 X         | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1707.36           | Agency Mortgage-Backed Securities   |
| GNMI SP 781215 X         | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $294.73            | Agency Mortgage-Backed Securities   |
| GNMI SP 781299 X         | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $963.41            | Agency Mortgage-Backed Securities   |
| GNMI SF 554687 X         | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $309.27            | Agency Mortgage-Backed Securities   |
| GNMI SF 704865 X         | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $3993.62           | Agency Mortgage-Backed Securities   |
| GNAR AR 080393 M         | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1832.97           | Agency Mortgage-Backed Securities   |
| GNMI SF 703495 X         | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $294.60            | Agency Mortgage-Backed Securities   |
| GNMI SF 697946 X         | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3526.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 618961 X         | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.72              | Agency Mortgage-Backed Securities   |
| GNAR AF MA5032 M         | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6482.61           | Agency Mortgage-Backed Securities   |
| GNII SF MA5334 M         | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4497.63           | Agency Mortgage-Backed Securities   |
| GNMI SF 723249 X         | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1694.25           | Agency Mortgage-Backed Securities   |
| GNMI SF 564116 X         | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1236.61           | Agency Mortgage-Backed Securities   |
| GNMI SF 511460 X         | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4585.15           | Agency Mortgage-Backed Securities   |
| GNMI SF 447986 X         | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $163.25            | Agency Mortgage-Backed Securities   |
| GNII SF MA7293 M         | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $165.80            | Agency Mortgage-Backed Securities   |
| GNII SF MA8150 M         | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $730.73            | Agency Mortgage-Backed Securities   |
| GNII JM MA0002 M         | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $1563.41           | Agency Mortgage-Backed Securities   |
| GNMI SF AB2392 X         | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2530.24           | Agency Mortgage-Backed Securities   |
| GNII SF MA3524 M         | 2046-03-20      | 5.0000%  | 0.0000% | $35000.00          | $2995.11           | Agency Mortgage-Backed Securities   |
| GNII SF MA6576 M         | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $4947.92           | Agency Mortgage-Backed Securities   |
| GNAR AT MA3334 M         | 2045-12-20      | 5.1250%  | 0.0000% | $58000.00          | $1163.33           | Agency Mortgage-Backed Securities   |
| GNII SF 778108 C         | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $4083.62           | Agency Mortgage-Backed Securities   |
| GNII SF MA1762 M         | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1805.98           | Agency Mortgage-Backed Securities   |
| GNII SF MA2340 M         | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $4448.10           | Agency Mortgage-Backed Securities   |
| GNII SF MA2072 M         | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3710.70           | Agency Mortgage-Backed Securities   |
| GNII JM MA6081 M         | 2049-08-20      | 3.5000%  | 0.0000% | $6000.00           | $281.35            | Agency Mortgage-Backed Securities   |
| GNII SF MA5799 M         | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1693.16           | Agency Mortgage-Backed Securities   |
| GNII SF MA5296 M         | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $2878.88           | Agency Mortgage-Backed Securities   |
| GNII JM MA5701 M         | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1967.86           | Agency Mortgage-Backed Securities   |
| GNMI SF 774290 X         | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2426.62           | Agency Mortgage-Backed Securities   |
| GNII SF MA2752 M         | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $159.05            | Agency Mortgage-Backed Securities   |
| GNII JM MA1828 M         | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $110.65            | Agency Mortgage-Backed Securities   |
| GNII SF MA7458 M         | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $3652.38           | Agency Mortgage-Backed Securities   |
| GNII SF MA0300 M         | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $399.60            | Agency Mortgage-Backed Securities   |
| GNII SF MA3308 M         | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4688.63           | Agency Mortgage-Backed Securities   |
| GNII SF MA3105 M         | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2540.06           | Agency Mortgage-Backed Securities   |
| GNMI SF 797250 X         | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $98.96             | Agency Mortgage-Backed Securities   |
| GNMI SF 587719 X         | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $299.61            | Agency Mortgage-Backed Securities   |
| GNII SF 003931 M         | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4557.50           | Agency Mortgage-Backed Securities   |
| GNII SF 003320 M         | 2032-12-20      | 5.5000%  | 0.0000% | $54999.00          | $334.54            | Agency Mortgage-Backed Securities   |
| GNII SF 002658 M         | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1405.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 587980 X         | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3752.22           | Agency Mortgage-Backed Securities   |
| GNMI SF 568466 X         | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $4662.40           | Agency Mortgage-Backed Securities   |
| GNII SF 003133 M         | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $158.93            | Agency Mortgage-Backed Securities   |
| GNMI SF 587228 X         | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2490.83           | Agency Mortgage-Backed Securities   |
| GNII SF 003132 M         | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $89.49             | Agency Mortgage-Backed Securities   |
| GNMI SF 587282 X         | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2899.86           | Agency Mortgage-Backed Securities   |
| GNII SF 003377 M         | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $4832.81           | Agency Mortgage-Backed Securities   |
| GNII SF 003416 M         | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3661.31           | Agency Mortgage-Backed Securities   |
| GNAR AR 080312 M         | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4335.11           | Agency Mortgage-Backed Securities   |
| GNMI SF AD3518 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4123.04           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2224 X         | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1440.32           | Agency Mortgage-Backed Securities   |
| GNII SF MA7235 M         | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2670.88           | Agency Mortgage-Backed Securities   |
| GNII SF BX4963 C         | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4921.06           | Agency Mortgage-Backed Securities   |
| GNAR FB MA1113 M         | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $1971.76           | Agency Mortgage-Backed Securities   |
| GNII SF MA3803 M         | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1720.38           | Agency Mortgage-Backed Securities   |
| GNII SF 003150 M         | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $706.89            | Agency Mortgage-Backed Securities   |
| GNII SF 002657 M         | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $382.04            | Agency Mortgage-Backed Securities   |
| GNII SF 002426 M         | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $109.88            | Agency Mortgage-Backed Securities   |
| GNII SF 002603 M         | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2560.92           | Agency Mortgage-Backed Securities   |
| GNII SF 003295 M         | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $951.56            | Agency Mortgage-Backed Securities   |
| GNMI SF 736667 X         | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1630.47           | Agency Mortgage-Backed Securities   |
| GNII SF 003345 M         | 2033-02-20      | 5.0000%  | 0.0000% | $90000.00          | $620.36            | Agency Mortgage-Backed Securities   |
| GNMI SF 723541 X         | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1260.63           | Agency Mortgage-Backed Securities   |
| GNMI SF 532749 X         | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $129.29            | Agency Mortgage-Backed Securities   |
| GNAR AR 008949 M         | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $1492.61           | Agency Mortgage-Backed Securities   |
| GNMI SF 623958 X         | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1827.66           | Agency Mortgage-Backed Securities   |
| GNII SF 003530 M         | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $939.91            | Agency Mortgage-Backed Securities   |
| GNII SF 003612 M         | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $420.45            | Agency Mortgage-Backed Securities   |
| GNII SF 002548 M         | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1081.00           | Agency Mortgage-Backed Securities   |
| GNMI SF 570033 X         | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1912.31           | Agency Mortgage-Backed Securities   |
| GNII SF 003652 M         | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $733.32            | Agency Mortgage-Backed Securities   |
| GNAR AR 008892 M         | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $1050.63           | Agency Mortgage-Backed Securities   |
| GNII SF 003009 M         | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $87.46             | Agency Mortgage-Backed Securities   |
| GNMI SF 490279 X         | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1092.25           | Agency Mortgage-Backed Securities   |
| GNII SF 004222 M         | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4257.17           | Agency Mortgage-Backed Securities   |
| GNMI SF 569899 X         | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2240.93           | Agency Mortgage-Backed Securities   |
| GNII SF 002741 M         | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1610.55           | Agency Mortgage-Backed Securities   |
| GNMI SF 669010 X         | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3253.62           | Agency Mortgage-Backed Securities   |
| GNMI SF 755071 X         | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4956.77           | Agency Mortgage-Backed Securities   |
| GNAR AR 008911 M         | 2026-07-20      | 5.3750%  | 0.0000% | $5835382.00        | $245.16            | Agency Mortgage-Backed Securities   |
| GNMI SP 782958 X         | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3204.96           | Agency Mortgage-Backed Securities   |
| GNMI SF 486599 X         | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $29.12             | Agency Mortgage-Backed Securities   |

### Security 304: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJVH3, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1FJVH3
- **C.18 - Value (incl. sponsor support):** $122000000.00
- **C.18.a - Value (excl. sponsor support):** $122000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2040-11-15      | 4.2500%  | 0.0000% | $25924200.00       | $25965651.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $5870400.00        | $5368712.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $32800.00          | $33174.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $19631700.00       | $20032963.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $119299600.00      | $73039507.93       | U.S. Treasuries (including strips) |

### Security 305: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1FJVJ9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJVJ9
- **C.18 - Value (incl. sponsor support):** $561000000.00
- **C.18.a - Value (excl. sponsor support):** $561000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2021-059 F  | 2051-04-20      | 3.0000%  | 0.0000% | $106950000.00      | $53987447.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-159 FD | 2055-09-20      | 5.0615%  | 0.0000% | $20000000.00       | $19132981.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FE | 2055-05-20      | 5.0615%  | 0.0000% | $225000000.00      | $171324011.23      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-059 FD | 2055-03-20      | 4.6615%  | 0.0000% | $15867722.00       | $14721213.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-172 AJ | 2064-03-16      | 4.0000%  | 0.0000% | $10000000.00       | $9234627.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-020 F  | 2054-02-20      | 4.8615%  | 0.0000% | $50000000.00       | $36024903.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-096 GF | 2051-06-20      | 3.0000%  | 0.0000% | $102550000.00      | $65117909.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-074 AM | 2066-02-16      | 5.0020%  | 0.0000% | $5000000.00        | $5011752.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 FL | 2055-10-20      | 4.7115%  | 0.0000% | $25000000.00       | $25005876.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-154 ML | 2053-09-16      | 2.9000%  | 0.0000% | $6245000.00        | $5520451.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-107 AD | 2047-11-16      | 2.7763%  | 0.0000% | $5433400.00        | $728897.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 FG  | 2049-08-20      | 3.5000%  | 0.0000% | $790294.00         | $212386.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 BF | 2055-09-20      | 5.0615%  | 0.0000% | $20000000.00       | $19888802.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-034 BA | 2056-03-16      | 2.5000%  | 0.0000% | $7000000.00        | $5710441.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-034 FG | 2052-02-20      | 3.0000%  | 0.0000% | $42650000.00       | $25799896.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 FH | 2055-05-20      | 5.3615%  | 0.0000% | $165036825.00      | $131628399.63      | Agency Collateralized Mortgage Obligation |

### Security 306: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJVK6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FJVK6
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2054-02-15      | 2.1250%  | 0.0000% | $7608900.00        | $7483445.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $303.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $71200.00          | $67204.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $40000.00          | $41632.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $1600.00           | $1634.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $31800.00          | $31407.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $800.00            | $821.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $700.00            | $866.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $11529500.00       | $11446028.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $123.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $12574100.00       | $12086095.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $10304400.00       | $10825592.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $82460800.00       | $83531577.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $20510600.00       | $21408130.05       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 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: ARP1FJVL4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FJVL4
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 02.000 CLSD1090   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $650.67            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5024   | 2041-03-01      | 4.5000%  | 0.0000% | $1038.00           | $1046.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA5329 M       | 2048-07-20      | 3.5000%  | 0.0000% | $2524.00           | $306.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6051   | 2056-02-01      | 5.5000%  | 0.0000% | $1002.00           | $1036.69           | Agency Mortgage-Backed Securities         |
| GNII SF DO2447 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities         |
| FMAR 1B7650 G          | 2038-02-01      | 5.3710%  | 0.0000% | $1000.00           | $23.13             | Agency Mortgage-Backed Securities         |
| GNII SF DP4394 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities         |
| GNII SF MB0022 M       | 2054-10-20      | 3.5000%  | 0.0000% | $1008.00           | $911.66            | Agency Mortgage-Backed Securities         |
| GNII SF DN5622 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2110.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $17360210.00       | $8340622.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $627.36            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Mortgage-Backed Securities         |
| GNII SF DG4806 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.40           | Agency Mortgage-Backed Securities         |
| GNII SF CV6242 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $826.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 ZLFP0072   | 2050-07-25      | 4.5000%  | 0.0000% | $1160.00           | $876.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9114   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $889.77            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7563   | 2050-11-01      | 2.0000%  | 0.0000% | $2066176.00        | $1109425.05        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4523   | 2055-07-01      | 7.5000%  | 0.0000% | $1008.00           | $1086.27           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $17273700.00       | $17400532.08       | U.S. Treasuries (including strips)        |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $686.96            | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG       | 2054-07-20      | 4.9615%  | 0.0000% | $41867.00          | $19327.09          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-160 DF       | 2051-09-20      | 3.5000%  | 0.0000% | $1018.00           | $693.28            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0486 M       | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $989.34            | Agency Mortgage-Backed Securities         |
| GNII ET DO3955 C       | 2065-11-20      | 6.5000%  | 0.0000% | $1008.00           | $1024.29           | Agency Mortgage-Backed Securities         |
| GNII AP 786793 M       | 2052-12-20      | 2.0000%  | 0.0000% | $1008.00           | $702.41            | Agency Mortgage-Backed Securities         |
| GNII SF MB0148 M       | 2055-01-20      | 6.0000%  | 0.0000% | $6936024.00        | $4412829.57        | Agency Mortgage-Backed Securities         |
| GNII SF DP6657 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9804   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities         |
| GNII SF DL7326 C       | 2055-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1082.66           | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $930.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8456   | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $568.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1934   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1040.93           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4522   | 2055-08-01      | 7.5000%  | 0.0000% | $2101.00           | $2275.76           | Agency Mortgage-Backed Securities         |
| GNII SF MA9728 M       | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5230   | 2032-10-01      | 4.2900%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities         |
| GNII SF DM5755 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.50           | Agency Mortgage-Backed Securities         |
| GNII SF DP0265 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.18           | Agency Mortgage-Backed Securities         |
| GNII SF CX0785 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $797.42            | Agency Mortgage-Backed Securities         |
| GNII SF DO9871 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA7391 M       | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $440.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA9238 M       | 2053-09-20      | 4.0000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2224   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.89           | Agency Mortgage-Backed Securities         |
| GNII SF MA9012 M       | 2053-05-20      | 3.0000%  | 0.0000% | $1024.00           | $703.63            | Agency Mortgage-Backed Securities         |
| GNII SF CQ7533 C       | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $923.24            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5876   | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5246   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4181   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $935.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6091   | 2056-02-01      | 5.0000%  | 0.0000% | $3900.00           | $3979.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF8489   | 2053-03-01      | 5.0000%  | 0.0000% | $1248.00           | $1212.36           | Agency Mortgage-Backed Securities         |
| GNII SF CK0319 C       | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $665.11            | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $249.71            | Agency Mortgage-Backed Securities         |
| GNII SF DP9018 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.95           | Agency Mortgage-Backed Securities         |
| GNII SF MB0742 M       | 2055-10-20      | 3.5000%  | 0.0000% | $1026.00           | $955.04            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0343   | 2048-06-01      | 4.5000%  | 0.0000% | $1040.00           | $237.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420   | 2054-04-01      | 5.5000%  | 0.0000% | $16894416.00       | $13372766.36       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6913   | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $451.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8970   | 2054-08-01      | 5.0000%  | 0.0000% | $1664.00           | $1536.26           | Agency Mortgage-Backed Securities         |
| GNII SF DH8947 C       | 2055-03-20      | 7.5000%  | 0.0000% | $4758423.00        | $4629315.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0064   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $982.82            | Agency Mortgage-Backed Securities         |
| GNII SF MA7490 M       | 2051-03-20      | 0.5000%  | 0.0000% | $1000.00           | $633.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $1000.00           | $462.66            | Agency Mortgage-Backed Securities         |
| GNII SF MB0481 M       | 2055-07-20      | 3.5000%  | 0.0000% | $857611.00         | $791258.66         | Agency Mortgage-Backed Securities         |
| GNII SF DO8542 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $530.07            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4219 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1008.00           | $1068.01           | Agency Mortgage-Backed Securities         |
| GNII SF DK8238 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4029   | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $930.04            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2269   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $657.69            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8512   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $489.28            | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $661.17            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $45251500.00       | $44053294.78       | U.S. Treasuries (including strips)        |

### Security 308: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJVM2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJVM2
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-07-15      | 4.3750%  | 0.0000% | $26068100.00       | $26520011.97       | U.S. Treasuries (including strips) |

### Security 309: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS 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: ARP1FJVN0, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1FJVN0
- **C.18 - Value (incl. sponsor support):** $131000000.00
- **C.18.a - Value (excl. sponsor support):** $131000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 04.500 CL708305 | 2033-06-01      | 4.5000%  | 0.0000% | $25000.00          | $1271.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL253750 | 2031-03-01      | 6.0000%  | 0.0000% | $14999.00          | $19.43             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $40000.00          | $25776.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0519 | 2026-03-25      | 4.0000%  | 0.0000% | $2097149.00        | $52.62             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2665.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1854 | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1695000.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5956 | 2054-07-01      | 5.5000%  | 0.0000% | $14780864.00       | $13207121.65       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $121000.00         | $80116.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4886 | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1200678.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $185000.00         | $145440.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9199 | 2051-02-01      | 2.5000%  | 0.0000% | $266140.00         | $123698.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735649 | 2032-12-01      | 6.0000%  | 0.0000% | $55180.00          | $333.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $14000.00          | $13931.27          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8281 | 2040-07-01      | 5.5000%  | 0.0000% | $130000.00         | $7524.64           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7360 | 2054-10-01      | 6.0000%  | 0.0000% | $15818.00          | $13524.37          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $29000.00          | $13181.37          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $2285000.00        | $1123158.80        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $956000.00         | $341142.02         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL8611 | 2044-10-01      | 4.5000%  | 0.0000% | $470000.00         | $14700.54          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $315.87            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6964 | 2026-07-01      | 4.5000%  | 0.0000% | $262141.00         | $9.57              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $25000.00          | $2926.44           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1.62              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB0805 | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $35935.81          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4700 | 2054-01-01      | 6.0000%  | 0.0000% | $11000000.00       | $8812157.18        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $110000.00         | $23396.62          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $1170000.00        | $415812.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $2063290.00        | $1599783.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $14000.00          | $10076.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888023 | 2036-06-01      | 5.5000%  | 0.0000% | $16149056.00       | $190555.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1930 | 2055-09-01      | 5.5000%  | 0.0000% | $3161631.00        | $3197077.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  | 0.0000% | $5291776.00        | $812913.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8117 | 2055-08-01      | 6.0000%  | 0.0000% | $19762240.00       | $19022281.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7230 | 2053-10-01      | 5.0000%  | 0.0000% | $76000.00          | $71180.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  | 0.0000% | $25000.00          | $132.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0732 | 2026-04-01      | 4.0000%  | 0.0000% | $32768.00          | $18.93             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $301000.00         | $235819.54         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  | 0.0000% | $11192928.00       | $6928689.79        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZT1612 | 2034-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $164235.93         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0231 | 2050-01-01      | 3.0000%  | 0.0000% | $66000.00          | $25228.97          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8880 | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $75391.32          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $377000.00         | $333264.51         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4709 | 2047-02-01      | 4.5000%  | 0.0000% | $19803.00          | $1908.43           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2455 | 2037-04-01      | 3.5000%  | 0.0000% | $19000.00          | $2776.95           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3795 | 2026-12-01      | 3.0000%  | 0.0000% | $2237240.00        | $13415.59          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2261 | 2034-10-01      | 5.5000%  | 0.0000% | $593000.00         | $7817.66           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9564 | 2042-05-01      | 4.5000%  | 0.0000% | $369491.00         | $44154.69          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL6010 | 2043-05-01      | 3.0000%  | 0.0000% | $20000.00          | $4542.81           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9034 | 2033-07-01      | 3.5000%  | 0.0000% | $61000.00          | $5889.28           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM1284 | 2046-06-01      | 4.5000%  | 0.0000% | $4788.00           | $591.59            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC3244 | 2051-06-01      | 3.0000%  | 0.0000% | $3300000.00        | $2027857.46        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  | 0.0000% | $643000.00         | $493110.28         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  | 0.0000% | $604808.00         | $463660.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0215 | 2046-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $170289.13         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2334 | 2053-02-01      | 5.0000%  | 0.0000% | $704000.00         | $578337.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $598238.00         | $589680.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $1751000.00        | $243895.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2723 | 2027-09-01      | 4.0000%  | 0.0000% | $65998.00          | $148.27            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7323 | 2054-12-01      | 5.0000%  | 0.0000% | $135000.00         | $121003.12         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4091 | 2036-01-01      | 6.5000%  | 0.0000% | $2550000.00        | $12970.19          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9573 | 2053-08-01      | 5.5000%  | 0.0000% | $205000.00         | $161839.51         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $226000.00         | $40723.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254869 | 2033-09-01      | 5.5000%  | 0.0000% | $642818.00         | $4839.96           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $3025000.00        | $437544.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  | 0.0000% | $36728.00          | $8553.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4896 | 2047-02-01      | 3.0000%  | 0.0000% | $608454.00         | $156219.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4967 | 2052-10-01      | 5.5000%  | 0.0000% | $35000.00          | $32485.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $399249.00         | $441.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6307 | 2045-02-01      | 4.5000%  | 0.0000% | $47992.00          | $3038.90           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $280000.00         | $9595.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $6280000.00        | $718998.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  | 0.0000% | $1027.00           | $60.79             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0091 | 2053-10-01      | 6.0000%  | 0.0000% | $33008640.00       | $27466408.45       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD5064 | 2040-04-01      | 5.5000%  | 0.0000% | $272000.00         | $24788.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0313 | 2040-09-01      | 4.5000%  | 0.0000% | $2367075.00        | $64772.42          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3828 | 2049-09-01      | 5.0000%  | 0.0000% | $5865000.00        | $5896538.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $1203000.00        | $307866.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $31000.00          | $25772.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  | 0.0000% | $1195000.00        | $57558.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357342 | 2033-02-01      | 5.5000%  | 0.0000% | $28491640.00       | $98778.08          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8257 | 2054-03-01      | 6.0000%  | 0.0000% | $10063792.00       | $7372204.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $2881000.00        | $37368.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $6997000.00        | $5671400.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $240000.00         | $56940.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  | 0.0000% | $203000.00         | $41813.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL545444 | 2031-11-01      | 5.5000%  | 0.0000% | $250000.00         | $877.14            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3261 | 2026-05-01      | 4.0000%  | 0.0000% | $32768.00          | $14.67             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0697 | 2046-01-01      | 3.5000%  | 0.0000% | $98000.00          | $18896.27          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $534000.00         | $481800.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940907 | 2037-07-01      | 6.0000%  | 0.0000% | $170000.00         | $1217.48           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1253 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $955.18            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $95151.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1464 | 2049-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2406.88           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $5604.07           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  | 0.0000% | $1236000.00        | $1008598.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0896 | 2051-12-01      | 3.0000%  | 0.0000% | $435000.00         | $259809.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4330 | 2050-10-01      | 2.5000%  | 0.0000% | $437000.00         | $204833.92         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2244 | 2054-08-01      | 6.0000%  | 0.0000% | $100000.00         | $87064.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $904301.00         | $416817.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $264999.00         | $235679.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $15095136.00       | $8989547.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA4463 | 2039-04-01      | 4.5000%  | 0.0000% | $12473.00          | $86.33             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  | 0.0000% | $19709.00          | $2846.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  | 0.0000% | $16384.00          | $11.43             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL8153 | 2031-03-01      | 3.0000%  | 0.0000% | $22040.00          | $2567.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  | 0.0000% | $12000000.00       | $944379.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7660 | 2045-11-01      | 4.5000%  | 0.0000% | $80000.00          | $19312.35          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3669 | 2053-09-01      | 5.5000%  | 0.0000% | $9429312.00        | $8525896.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2919 | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $321450.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2650 | 2039-02-01      | 5.5000%  | 0.0000% | $11320000.00       | $127701.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2388 | 2038-10-01      | 5.5000%  | 0.0000% | $1065000.00        | $10076.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $22000.00          | $15926.60          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4107 | 2053-10-01      | 5.0000%  | 0.0000% | $18000.00          | $14891.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2149 | 2038-06-01      | 5.5000%  | 0.0000% | $10000000.00       | $118791.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $33000.00          | $19443.26          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3901 | 2032-01-01      | 2.5000%  | 0.0000% | $1727234.00        | $268292.36         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1422 | 2054-05-01      | 6.0000%  | 0.0000% | $426000.00         | $347382.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0491 | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $246525.46         | Agency Mortgage-Backed Securities |

### Security 310: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1FJVU4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJVU4
- **C.18 - Value (incl. sponsor support):** $2478000000.00
- **C.18.a - Value (excl. sponsor support):** $2478000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLAD8033 | 2040-08-01      | 4.0000%  | 0.0000% | $22000.00          | $673.24            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5350.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $4744.50           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2114 | 2042-05-01      | 4.0000%  | 0.0000% | $705505.00         | $43745.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1475475.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6082 | 2055-07-01      | 6.5000%  | 0.0000% | $5323360.00        | $4647488.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9419 | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1852079.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0236 | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6184765.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBM7104 | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $952081.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $575000.00         | $83425.47          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1010401.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0762 | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1742529.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5347 | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $558504.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB4042 | 2039-05-01      | 6.0000%  | 0.0000% | $1571104.00        | $856487.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL843492 | 2035-10-01      | 6.0000%  | 0.0000% | $7000000.00        | $91684.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8288 | 2055-04-01      | 6.5000%  | 0.0000% | $22428860.00       | $17186233.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $4550000.00        | $3130587.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $10191000.00       | $8142939.65        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $3330000.00        | $30831.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7594 | 2045-08-01      | 3.5000%  | 0.0000% | $1525000.00        | $363467.39         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  | 0.0000% | $650259.00         | $400071.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV7856 | 2037-07-01      | 2.5000%  | 0.0000% | $1308639.00        | $857834.62         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2445 | 2055-11-01      | 5.0000%  | 0.0000% | $3782981.00        | $3813676.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  | 0.0000% | $3440691.00        | $2205176.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4478 | 2048-09-01      | 4.0000%  | 0.0000% | $342000.00         | $88417.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC0816 | 2040-01-01      | 5.0000%  | 0.0000% | $1362794.00        | $1216340.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8888 | 2054-12-01      | 5.5000%  | 0.0000% | $1123521.00        | $903406.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4867 | 2055-01-01      | 6.0000%  | 0.0000% | $7670889.00        | $7790131.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5118 | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $199551.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $400000.00         | $374212.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB8400 | 2039-04-01      | 5.0000%  | 0.0000% | $3218077.00        | $2220279.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5921 | 2053-03-01      | 6.5000%  | 0.0000% | $5100000.00        | $3103956.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9026 | 2054-08-01      | 6.5000%  | 0.0000% | $950000.00         | $757858.68         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8788 | 2054-08-01      | 6.5000%  | 0.0000% | $9570879.00        | $6803248.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0338 | 2045-04-01      | 6.0000%  | 0.0000% | $3833014.00        | $3363528.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3634 | 2052-11-01      | 6.0000%  | 0.0000% | $24199305.00       | $25113532.88       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2274 | 2049-08-01      | 4.0000%  | 0.0000% | $155803000.00      | $35535533.30       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  | 0.0000% | $185000.00         | $148958.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $942.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6880 | 2056-01-01      | 5.5000%  | 0.0000% | $3432470.00        | $3528422.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $15132.63          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888034 | 2036-08-01      | 6.5000%  | 0.0000% | $2188838.00        | $26436.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5805 | 2045-08-01      | 5.0000%  | 0.0000% | $15000000.00       | $13964637.35       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995244 | 2038-11-01      | 4.5000%  | 0.0000% | $65000.00          | $525.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC6766 | 2040-01-01      | 4.5000%  | 0.0000% | $1282086.00        | $1040418.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9216 | 2054-12-01      | 5.0000%  | 0.0000% | $3487385.00        | $3454038.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  | 0.0000% | $4192070.00        | $2660635.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $17144263.40       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5985 | 2036-02-01      | 4.5000%  | 0.0000% | $429900.00         | $431928.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5773 | 2040-07-01      | 6.0000%  | 0.0000% | $570825.00         | $447673.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL928030 | 2037-01-01      | 6.0000%  | 0.0000% | $362448.00         | $4942.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2795 | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $70657.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB8312 | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2278183.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1265.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $150805263.00      | $140137091.90      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9556 | 2039-11-01      | 5.0000%  | 0.0000% | $3563460.00        | $2866899.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9768 | 2054-12-01      | 4.5000%  | 0.0000% | $281000.00         | $263008.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $340000.00         | $220103.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $218100.00         | $164652.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1731 | 2055-12-01      | 4.5000%  | 0.0000% | $21056745.00       | $20775097.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9649 | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $764009.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1009 | 2055-09-01      | 5.5000%  | 0.0000% | $158491246.00      | $160134465.97      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0412 | 2055-05-01      | 6.5000%  | 0.0000% | $15057756.00       | $14703974.31       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0034 | 2040-02-01      | 6.0000%  | 0.0000% | $1473481.00        | $726199.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1394 | 2055-11-01      | 6.0000%  | 0.0000% | $448751.00         | $458902.89         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4228 | 2036-01-01      | 1.5000%  | 0.0000% | $1488000.00        | $677570.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $2483385.00        | $1406605.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0217 | 2037-08-01      | 6.0000%  | 0.0000% | $495053.00         | $10483.74          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAD0752 | 2039-01-01      | 7.0000%  | 0.0000% | $545000.00         | $10544.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6842 | 2054-12-01      | 5.5000%  | 0.0000% | $2495782.00        | $2320989.60        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6422 | 2050-07-01      | 3.0000%  | 0.0000% | $404000.00         | $123264.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $61789.00          | $4161.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $660116.00         | $98237.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6430 | 2053-04-01      | 5.0000%  | 0.0000% | $160000.00         | $118031.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $10028430.33       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD2398 | 2040-03-01      | 5.0000%  | 0.0000% | $500410.00         | $17192.29          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $5616.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2608 | 2046-05-01      | 3.0000%  | 0.0000% | $23000.00          | $2942.24           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAE0205 | 2030-03-01      | 5.0000%  | 0.0000% | $447600.00         | $2821.13           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4382 | 2036-07-01      | 1.5000%  | 0.0000% | $254354.00         | $135613.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2944 | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2672267.18        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5281 | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $529448.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $13000.00          | $2837.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $143500.00         | $72467.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1270 | 2052-03-01      | 3.5000%  | 0.0000% | $1183840.00        | $801120.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4129 | 2050-09-01      | 4.0000%  | 0.0000% | $523193.00         | $92721.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $17126.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0137 | 2055-01-25      | 6.5000%  | 0.0000% | $400811.00         | $322790.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5384 | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $258303.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $24454.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  | 0.0000% | $220000.00         | $57232.19          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6799 | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $608327.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | 0.0000% | $9125162.00        | $776940.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6094 | 2053-04-01      | 6.0000%  | 0.0000% | $4209120.00        | $2997001.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  | 0.0000% | $83748179.00       | $36886891.04       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  | 0.0000% | $625000.00         | $513754.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $337897.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3034 | 2033-10-01      | 3.0000%  | 0.0000% | $7000.00           | $1422.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1198409.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX4874 | 2044-12-01      | 3.5000%  | 0.0000% | $2300000.00        | $377944.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7171 | 2036-05-01      | 2.0000%  | 0.0000% | $115000.00         | $53748.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY1306 | 2045-03-01      | 3.5000%  | 0.0000% | $30000.00          | $3662.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4138 | 2050-09-01      | 2.5000%  | 0.0000% | $155000.00         | $58014.97          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5316 | 2050-12-01      | 2.0000%  | 0.0000% | $250000.00         | $145856.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6004 | 2053-04-01      | 5.5000%  | 0.0000% | $690777.00         | $581913.70         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4544 | 2050-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $981457.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5324 | 2049-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $315086.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $705.58            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BM7888 | 2059-01-01      | 4.5000%  | 0.0000% | $1176206.00        | $1127663.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $22088669.87       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8291 | 2055-04-01      | 6.5000%  | 0.0000% | $1966300.00        | $1724566.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $1415000.00        | $338655.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX5430 | 2044-11-01      | 4.0000%  | 0.0000% | $1382410.00        | $361203.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC7718 | 2039-12-01      | 4.5000%  | 0.0000% | $1136521.00        | $863632.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $4388710.00        | $4536851.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  | 0.0000% | $18000.00          | $4372.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5908 | 2053-03-01      | 5.5000%  | 0.0000% | $354000.00         | $307018.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $41474588.00       | $11938013.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3278 | 2047-12-01      | 5.0000%  | 0.0000% | $190000.00         | $37537.70          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4496 | 2051-02-01      | 2.0000%  | 0.0000% | $16600000.00       | $9669401.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5956 | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3652.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE7191 | 2047-03-01      | 4.0000%  | 0.0000% | $1490000.00        | $188687.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  | 0.0000% | $195000.00         | $36405.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ9430 | 2051-01-01      | 2.5000%  | 0.0000% | $7500000.00        | $4414063.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4515 | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $236652.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7880 | 2052-08-01      | 5.0000%  | 0.0000% | $4888515.00        | $4715636.21        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5603 | 2048-11-01      | 4.0000%  | 0.0000% | $29000.00          | $5631.03           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8036 | 2047-04-01      | 4.0000%  | 0.0000% | $402601.00         | $43550.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $335461.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0175 | 2057-01-01      | 2.5000%  | 0.0000% | $125000.00         | $53620.12          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA4987 | 2038-02-01      | 6.5000%  | 0.0000% | $1394537.00        | $679557.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6736 | 2054-06-01      | 5.0000%  | 0.0000% | $1744269.00        | $1563847.28        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4602 | 2037-05-01      | 2.0000%  | 0.0000% | $565344.00         | $342112.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929828 | 2038-08-01      | 5.5000%  | 0.0000% | $15619101.00       | $163967.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1690 | 2055-12-01      | 5.5000%  | 0.0000% | $33692792.00       | $34366360.04       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $23000.00          | $19482.79          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5358 | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $6614.26           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBU1292 | 2042-02-01      | 2.0000%  | 0.0000% | $6014524.00        | $3920272.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB9683 | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $36708.61          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  | 0.0000% | $1870000.00        | $578509.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5521 | 2055-11-01      | 4.5000%  | 0.0000% | $8017784.00        | $7927738.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7262 | 2056-02-01      | 4.5000%  | 0.0000% | $1159465.00        | $1152611.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $395000.00         | $276038.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4456 | 2054-08-01      | 5.5000%  | 0.0000% | $16779213.00       | $16995526.67       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $130000.00         | $70067.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6562 | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16229.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  | 0.0000% | $5500000.00        | $1484899.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  | 0.0000% | $734000.00         | $1671.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  | 0.0000% | $7575613.00        | $972.93            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0736 | 2051-06-01      | 3.0000%  | 0.0000% | $762000.00         | $435394.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  | 0.0000% | $9510000.00        | $23934.25          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ1327 | 2050-08-01      | 2.5000%  | 0.0000% | $185000.00         | $90078.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $270000.00         | $48561.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4220514.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $69028.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0021 | 2055-06-01      | 6.0000%  | 0.0000% | $1443176.00        | $1097673.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $1728425.00        | $20152.07          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3382 | 2051-08-01      | 2.0000%  | 0.0000% | $85000.00          | $56289.09          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2965 | 2052-10-01      | 5.0000%  | 0.0000% | $1894915.00        | $1412378.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3222 | 2040-06-01      | 6.0000%  | 0.0000% | $13532159.00       | $12460148.71       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $544932.00         | $385593.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $412451.00         | $263370.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7571 | 2045-01-01      | 3.5000%  | 0.0000% | $7000.00           | $647.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $8538.00           | $6730.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNFA3059 | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $4427314.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1395 | 2052-04-01      | 4.0000%  | 0.0000% | $60000.00          | $43768.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $57202368.00       | $18668356.18       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8673 | 2051-09-01      | 3.0000%  | 0.0000% | $1728724.00        | $1066267.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3932 | 2055-06-01      | 6.5000%  | 0.0000% | $50016047.00       | $52650223.19       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7047 | 2045-08-01      | 4.0000%  | 0.0000% | $171568.00         | $9045.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8487 | 2054-05-01      | 5.5000%  | 0.0000% | $3075070.00        | $2672432.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1233 | 2036-07-01      | 3.5000%  | 0.0000% | $482109.00         | $199326.53         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1818 | 2051-10-01      | 2.5000%  | 0.0000% | $239910.00         | $160209.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6650 | 2053-06-01      | 5.5000%  | 0.0000% | $555000.00         | $483070.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3703 | 2042-09-01      | 4.0000%  | 0.0000% | $15915863.00       | $2729107.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1238 | 2052-03-01      | 3.5000%  | 0.0000% | $962950.00         | $607850.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $91000.00          | $40347.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $140000.00         | $78592.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0896 | 2051-12-01      | 3.0000%  | 0.0000% | $8254841.00        | $4930311.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1028 | 2056-02-01      | 5.0000%  | 0.0000% | $924360.00         | $930512.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $15495000.00       | $10924481.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $92189683.00       | $62802131.66       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $1180000.00        | $12592.03          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5828 | 2040-09-01      | 4.5000%  | 0.0000% | $1617126.00        | $1496216.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9775 | 2037-06-01      | 3.5000%  | 0.0000% | $3239437.00        | $888077.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $396690.00         | $120347.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  | 0.0000% | $60000.00          | $9754.68           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3770 | 2035-07-01      | 3.0000%  | 0.0000% | $965000.00         | $288220.23         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4844 | 2035-12-01      | 2.0000%  | 0.0000% | $240000.00         | $106587.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $172000.00         | $39410.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  | 0.0000% | $490504.00         | $38882.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $7000.00           | $898.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9827 | 2056-01-01      | 4.5000%  | 0.0000% | $1723491.00        | $1708873.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3777 | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $926403.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $155000.00         | $26416.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5905 | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $724719.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $89000.00          | $9499.31           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5474 | 2035-10-01      | 2.5000%  | 0.0000% | $758500.00         | $302707.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $5500000.00        | $1295500.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1800 | 2049-08-01      | 4.0000%  | 0.0000% | $272000.00         | $63327.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4705 | 2056-02-01      | 5.5000%  | 0.0000% | $168573348.00      | $172019193.23      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2391.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $17451338.00       | $2224111.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  | 0.0000% | $3613275.00        | $601281.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3627 | 2051-10-01      | 3.0000%  | 0.0000% | $18896623.00       | $16855599.66       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $748.32            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1445 | 2033-03-01      | 3.5000%  | 0.0000% | $25000000.00       | $4592404.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $31950588.00       | $7405148.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6019 | 2053-02-01      | 5.5000%  | 0.0000% | $30594046.00       | $22515495.42       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $552000.00         | $161043.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12259879.27       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5776 | 2053-02-01      | 6.0000%  | 0.0000% | $24689629.00       | $19119477.79       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  | 0.0000% | $60000.00          | $44376.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5036 | 2050-03-01      | 4.0000%  | 0.0000% | $38055.00          | $7433.35           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3657 | 2034-05-01      | 3.0000%  | 0.0000% | $5499000.00        | $442986.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM4186 | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $17128.24          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3948 | 2055-10-01      | 7.0000%  | 0.0000% | $34859452.00       | $35598858.06       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $5865000.00        | $765079.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM6015 | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $68092.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0374 | 2055-09-01      | 5.5000%  | 0.0000% | $1102329.00        | $1015185.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC9290 | 2041-04-01      | 5.0000%  | 0.0000% | $3709020.00        | $268674.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  | 0.0000% | $24801708.00       | $24140104.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $184599.00         | $4226.44           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL992249 | 2038-11-01      | 7.0000%  | 0.0000% | $1230000.00        | $29891.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1784.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $67051153.00       | $64284188.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $44727833.00       | $37023317.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $37581914.00       | $3529668.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1766 | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2184116.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9005 | 2053-03-01      | 6.0000%  | 0.0000% | $46000.00          | $22657.99          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $229957.00         | $3834.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1865 | 2052-05-01      | 3.5000%  | 0.0000% | $1098000.00        | $779587.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3964 | 2052-01-01      | 2.0000%  | 0.0000% | $11092430.00       | $9109298.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL945997 | 2037-09-01      | 6.0000%  | 0.0000% | $147342.00         | $1259.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1071 | 2040-03-01      | 5.5000%  | 0.0000% | $200048.00         | $158523.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  | 0.0000% | $22012470.00       | $317835.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $8000.00           | $3743.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM0047 | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $38146.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3691 | 2055-09-01      | 5.5000%  | 0.0000% | $24996258.00       | $24537359.41       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $35000.00          | $2690.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2420 | 2052-07-01      | 3.5000%  | 0.0000% | $19648375.00       | $13784317.79       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4450 | 2053-03-01      | 4.0000%  | 0.0000% | $31780599.00       | $30797779.38       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3279 | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $352127.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $82063.00          | $65793.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2371 | 2052-11-01      | 4.5000%  | 0.0000% | $16490604.00       | $15602092.30       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3449 | 2053-07-01      | 2.5000%  | 0.0000% | $13999773.00       | $11951881.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3958 | 2054-09-01      | 6.0000%  | 0.0000% | $40042925.00       | $39049580.31       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3806 | 2055-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $10062181.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1418 | 2034-09-01      | 4.0000%  | 0.0000% | $23980128.00       | $2083930.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $17000.00          | $14316.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3477 | 2048-01-01      | 4.0000%  | 0.0000% | $10073819.00       | $2594339.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  | 0.0000% | $56978.00          | $45210.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5670 | 2055-04-01      | 4.0000%  | 0.0000% | $26000.00          | $24243.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $4521846.00        | $3446991.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6904 | 2055-12-01      | 4.5000%  | 0.0000% | $8024731.00        | $7934091.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $25091000.00       | $13787573.39       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6017 | 2041-02-01      | 3.0000%  | 0.0000% | $568430.00         | $549889.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | 0.0000% | $15000.00          | $6615.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5545 | 2053-01-01      | 6.5000%  | 0.0000% | $25000.00          | $14623.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  | 0.0000% | $13310000.00       | $9811195.60        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0927 | 2051-05-01      | 3.0000%  | 0.0000% | $4372000.00        | $2910070.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4047 | 2042-12-01      | 3.5000%  | 0.0000% | $300000.00         | $223445.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  | 0.0000% | $1523000.00        | $1209909.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  | 0.0000% | $27000.00          | $19246.28          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1150.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2662 | 2052-07-01      | 4.5000%  | 0.0000% | $1390275.00        | $1044405.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7835 | 2040-08-01      | 6.0000%  | 0.0000% | $877716.00         | $891006.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2667 | 2055-11-01      | 6.0000%  | 0.0000% | $4130625.00        | $4258502.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9808 | 2055-09-01      | 5.5000%  | 0.0000% | $1014994.00        | $862052.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0341 | 2036-04-01      | 2.5000%  | 0.0000% | $915258.00         | $517400.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9917 | 2052-10-01      | 5.0000%  | 0.0000% | $7063684.00        | $4498272.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $4225000.00        | $798130.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0206 | 2043-08-01      | 3.0000%  | 0.0000% | $20939709.00       | $4357122.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8933 | 2055-09-01      | 5.5000%  | 0.0000% | $3436595.00        | $3453322.10        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3894 | 2055-12-01      | 4.0000%  | 0.0000% | $4524451.00        | $4399327.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $907.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255269 | 2034-07-01      | 5.5000%  | 0.0000% | $59009.00          | $529.09            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5468 | 2042-06-01      | 3.5000%  | 0.0000% | $13000.00          | $871.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPMA0594 | 2040-10-01      | 4.5000%  | 0.0000% | $1170937.00        | $75826.34          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1037 | 2032-04-01      | 3.0000%  | 0.0000% | $1475000.00        | $85091.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0263 | 2058-05-01      | 3.5000%  | 0.0000% | $9862124.00        | $3932497.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $63496.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2340 | 2046-06-01      | 3.5000%  | 0.0000% | $2597560.00        | $892841.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $287870.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6895 | 2056-01-01      | 6.0000%  | 0.0000% | $1050365.00        | $877433.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4659 | 2047-07-01      | 4.0000%  | 0.0000% | $250000.00         | $60745.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9084 | 2055-10-01      | 5.5000%  | 0.0000% | $1814257.00        | $1867996.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2189 | 2055-11-01      | 4.5000%  | 0.0000% | $5981185.00        | $5495127.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL9679 | 2035-06-01      | 4.0000%  | 0.0000% | $3659696.00        | $840718.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6448 | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $82661.25          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2249 | 2039-04-01      | 4.0000%  | 0.0000% | $6000.00           | $891.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  | 0.0000% | $21500000.00       | $4320770.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $852336.00         | $33360.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $11708805.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $1385730.00        | $47567.15          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3864 | 2053-02-01      | 5.0000%  | 0.0000% | $85337538.00       | $70767677.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2297 | 2055-04-01      | 6.5000%  | 0.0000% | $69200000.00       | $59112548.64       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3466 | 2048-11-01      | 3.5000%  | 0.0000% | $22229968.00       | $20882859.80       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5174 | 2053-06-01      | 6.0000%  | 0.0000% | $115363029.00      | $81125542.18       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3361 | 2038-05-01      | 4.0000%  | 0.0000% | $25838.00          | $2830.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3339 | 2033-04-01      | 3.0000%  | 0.0000% | $46000.00          | $4893.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $460079.00         | $422814.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD0391 | 2039-10-01      | 4.5000%  | 0.0000% | $231059.00         | $12655.97          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5698 | 2040-12-01      | 5.0000%  | 0.0000% | $1097680.00        | $1112440.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3509 | 2055-11-01      | 5.5000%  | 0.0000% | $1430102.00        | $1471360.78        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2021.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2580459.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1464 | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2422493.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3174 | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3847355.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $936674.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6894 | 2040-11-01      | 5.0000%  | 0.0000% | $1273000.00        | $1287797.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1059254.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7417 | 2040-04-01      | 5.0000%  | 0.0000% | $3675982.00        | $3302682.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8380 | 2055-05-01      | 6.0000%  | 0.0000% | $1677350.00        | $1617091.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3830 | 2055-11-01      | 4.5000%  | 0.0000% | $1212905.00        | $1198563.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5754 | 2040-06-01      | 3.5000%  | 0.0000% | $4447873.00        | $4053686.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1311 | 2040-10-01      | 5.0000%  | 0.0000% | $2733734.00        | $2428293.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6027 | 2040-08-01      | 6.0000%  | 0.0000% | $96862.00          | $97957.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $46596268.00       | $43335977.63       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1774 | 2037-05-01      | 3.5000%  | 0.0000% | $500000.00         | $220120.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2390.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $13140.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4119 | 2041-12-01      | 4.0000%  | 0.0000% | $19000.00          | $608.93            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL955183 | 2037-11-01      | 7.0000%  | 0.0000% | $2612794.00        | $75229.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $17744.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888433 | 2035-12-01      | 6.0000%  | 0.0000% | $125000.00         | $1267.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9133 | 2051-10-01      | 3.0000%  | 0.0000% | $225000.00         | $132234.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $156000.00         | $1875.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $1018000.00        | $9859.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA2750 | 2039-08-01      | 6.5000%  | 0.0000% | $30994846.00       | $28719032.69       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $252000.00         | $184765.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3919 | 2055-10-01      | 6.5000%  | 0.0000% | $24203891.00       | $24908170.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6527 | 2055-12-01      | 5.5000%  | 0.0000% | $4048021.00        | $4135495.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3277 | 2045-10-01      | 4.0000%  | 0.0000% | $538604.00         | $49698.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6000 | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1231018.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6526 | 2040-12-01      | 5.5000%  | 0.0000% | $1197424.00        | $1223353.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8471 | 2052-09-01      | 4.5000%  | 0.0000% | $7162275.00        | $5445488.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  | 0.0000% | $1360097.00        | $780850.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $70000.00          | $47245.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCB0232 | 2041-04-01      | 3.0000%  | 0.0000% | $8643733.00        | $5400254.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0002 | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $14186595.50       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2735 | 2037-04-01      | 2.5000%  | 0.0000% | $23671936.00       | $21053672.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2617 | 2040-10-01      | 6.0000%  | 0.0000% | $1696621.00        | $52116.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  | 0.0000% | $1008836.00        | $996787.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $54000.00          | $35873.03          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1333 | 2040-10-01      | 6.0000%  | 0.0000% | $1754966.00        | $1794923.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $24657397.00       | $18692422.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5259 | 2054-01-01      | 4.5000%  | 0.0000% | $1910000.00        | $1699758.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  | 0.0000% | $40000.00          | $26723.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $260781.00         | $208990.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $19000.00          | $12089.12          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7392 | 2051-05-01      | 2.5000%  | 0.0000% | $826244.00         | $539822.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1244.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7003 | 2051-02-01      | 4.0000%  | 0.0000% | $39362.00          | $11511.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9949 | 2054-02-01      | 5.0000%  | 0.0000% | $2652278.00        | $2280199.79        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $4606000.00        | $3391682.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $18607205.00       | $15275906.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $30754.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $6749000.00        | $4902853.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8531 | 2054-05-01      | 5.5000%  | 0.0000% | $91932695.00       | $82287729.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $63000.00          | $7271.09           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW6397 | 2052-07-01      | 3.0000%  | 0.0000% | $90356.00          | $74934.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6155 | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $44318.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1457.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $375000.00         | $326140.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4970 | 2040-04-01      | 5.0000%  | 0.0000% | $3400384.00        | $1803434.39        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3887.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA6011 | 2036-02-01      | 4.5000%  | 0.0000% | $478573.00         | $484378.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2559.08           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9844 | 2054-03-01      | 6.5000%  | 0.0000% | $39024000.00       | $27359160.52       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $108599.10         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0361 | 2039-09-01      | 6.0000%  | 0.0000% | $2800000.00        | $43940.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9247 | 2039-12-01      | 4.5000%  | 0.0000% | $1856051.00        | $1666882.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $90000.00          | $1019.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $21000.00          | $6747.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8726 | 2055-10-01      | 5.0000%  | 0.0000% | $1531994.00        | $1553410.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0887 | 2055-08-01      | 6.5000%  | 0.0000% | $198448.00         | $198390.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1473380.39        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  | 0.0000% | $10157875.00       | $4739621.64        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCC0626 | 2055-04-01      | 7.5000%  | 0.0000% | $16626696.00       | $12571967.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1445 | 2056-02-01      | 5.0000%  | 0.0000% | $8218759.00        | $8277621.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7239 | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $490875.72         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640045 | 2032-06-01      | 7.5000%  | 0.0000% | $130732.00         | $2709.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1947 | 2056-02-01      | 5.0000%  | 0.0000% | $25735386.00       | $26349303.22       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1601.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL704509 | 2033-05-01      | 6.0000%  | 0.0000% | $5949442.00        | $113556.83         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6085 | 2053-10-01      | 6.5000%  | 0.0000% | $33415215.00       | $24658181.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4568 | 2037-09-01      | 3.0000%  | 0.0000% | $75000.00          | $48397.87          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0703 | 2056-01-01      | 6.5000%  | 0.0000% | $1127671.00        | $1194169.42        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9456 | 2054-11-01      | 4.5000%  | 0.0000% | $200075.00         | $191766.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0886 | 2056-01-01      | 4.5000%  | 0.0000% | $2495219.00        | $2471915.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3675.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9012 | 2056-01-01      | 4.5000%  | 0.0000% | $1327410.00        | $1313552.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3565 | 2052-05-01      | 2.5000%  | 0.0000% | $683542.00         | $437372.68         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2766 | 2052-02-01      | 2.0000%  | 0.0000% | $74996.00          | $48111.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9114 | 2056-01-01      | 5.5000%  | 0.0000% | $4144515.00        | $4233093.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0558 | 2056-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $2038666.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8882 | 2056-01-01      | 5.5000%  | 0.0000% | $1459719.00        | $1491278.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0016 | 2056-01-01      | 5.0000%  | 0.0000% | $1068459.00        | $1077706.81        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8198 | 2054-03-01      | 7.0000%  | 0.0000% | $15169.00          | $9187.65           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7588 | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6901.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  | 0.0000% | $697059.00         | $3581.98           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAU5928 | 2043-08-01      | 2.5000%  | 0.0000% | $202713.00         | $50807.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256600 | 2027-02-01      | 5.5000%  | 0.0000% | $3149000.00        | $3144.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  | 0.0000% | $12552637.00       | $11854283.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2491 | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $93673.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $290000.00         | $89548.31          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4788 | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1213624.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7533 | 2040-09-01      | 5.0000%  | 0.0000% | $1565443.00        | $1560621.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ0589 | 2050-11-01      | 2.5000%  | 0.0000% | $440000.00         | $243962.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6395 | 2055-12-01      | 5.0000%  | 0.0000% | $2122505.00        | $2145076.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $10229129.00       | $8826783.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3938 | 2055-11-01      | 4.5000%  | 0.0000% | $1141423.00        | $1129245.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4489 | 2055-12-01      | 4.5000%  | 0.0000% | $972131.00         | $961198.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $520433.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD4206 | 2040-02-01      | 6.0000%  | 0.0000% | $2002992.00        | $1219723.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $273399.00         | $206544.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9248 | 2039-12-01      | 4.5000%  | 0.0000% | $1082041.00        | $763008.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2355 | 2055-10-01      | 4.5000%  | 0.0000% | $1334540.00        | $1319303.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  | 0.0000% | $1285684.00        | $983972.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  | 0.0000% | $7653410.00        | $7683830.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $94000.00          | $13682.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNBV6122 | 2035-09-01      | 5.5000%  | 0.0000% | $754285.00         | $608100.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $718137.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBQ7467 | 2052-01-01      | 3.5000%  | 0.0000% | $1747351.00        | $1525540.60        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $57575.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | 0.0000% | $140000.00         | $24879.71          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3501 | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $273894.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2632 | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $103242.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5970 | 2056-02-01      | 4.5000%  | 0.0000% | $17470305.00       | $17286307.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0480 | 2040-05-01      | 6.0000%  | 0.0000% | $1713938.00        | $1039188.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5994 | 2056-02-01      | 3.5000%  | 0.0000% | $4488296.00        | $4229953.17        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4448 | 2031-10-01      | 1.5000%  | 0.0000% | $36784655.00       | $14983863.61       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $21000.00          | $1797.88           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890556 | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $1025986.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $5498.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4512 | 2050-04-01      | 3.5000%  | 0.0000% | $58363.00          | $22486.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $489197.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $413000.00         | $371789.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5441 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $156539.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6990 | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $27488.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $11138935.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5902 | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $535152.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL702449 | 2033-06-01      | 6.0000%  | 0.0000% | $326200.00         | $648.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1815 | 2056-01-01      | 4.5000%  | 0.0000% | $9979186.00        | $9741135.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBX9454 | 2038-03-01      | 4.0000%  | 0.0000% | $850569.00         | $573427.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $47000.00          | $25806.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $2803000.00        | $2222535.86        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9282.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2660 | 2056-02-01      | 5.0000%  | 0.0000% | $4035979.00        | $4091248.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $17000.00          | $14724.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $109900149.00      | $88096379.18       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBW2538 | 2046-02-01      | 4.0000%  | 0.0000% | $2020713.00        | $2005452.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9148 | 2036-02-01      | 2.5000%  | 0.0000% | $200000.00         | $91592.17          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0274 | 2051-09-01      | 2.5000%  | 0.0000% | $884019.00         | $694421.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $1076951.00        | $703652.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7025 | 2050-09-01      | 2.5000%  | 0.0000% | $2310000.00        | $1144879.27        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV1785 | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $701316.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ1348 | 2050-08-01      | 3.0000%  | 0.0000% | $123660.00         | $52996.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3294 | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $61405.14          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2600 | 2050-10-01      | 2.0000%  | 0.0000% | $185000.00         | $99254.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2626 | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2885875.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4582 | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $23705182.11       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2745 | 2055-08-01      | 6.0000%  | 0.0000% | $10754528.00       | $11018023.57       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564126 | 2031-02-01      | 7.5000%  | 0.0000% | $148603.00         | $1773.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0984 | 2040-10-01      | 6.0000%  | 0.0000% | $1304334.00        | $1289071.78        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ7479 | 2052-04-01      | 3.0000%  | 0.0000% | $602678.00         | $437477.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6370 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $43476.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0482 | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $29409.84          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9390 | 2055-09-01      | 6.5000%  | 0.0000% | $9151296.00        | $8392286.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7414 | 2040-04-01      | 5.0000%  | 0.0000% | $1798665.00        | $1574241.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5000 | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1095332.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2931 | 2040-11-01      | 5.0000%  | 0.0000% | $1309251.00        | $1325068.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8774 | 2055-11-01      | 6.5000%  | 0.0000% | $7162702.00        | $7222466.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  | 0.0000% | $475000.00         | $133818.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0487 | 2040-10-01      | 5.0000%  | 0.0000% | $1156528.00        | $1114032.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  | 0.0000% | $1010018.00        | $607356.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $611350.00         | $455956.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $27000.00          | $24876.10          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8774 | 2056-02-01      | 5.0000%  | 0.0000% | $4403275.00        | $4460984.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1457 | 2056-02-01      | 5.0000%  | 0.0000% | $4720000.00        | $4766653.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3651 | 2056-03-01      | 5.0000%  | 0.0000% | $17827463.00       | $17972081.36       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $4847960.00        | $3509440.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4306 | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $553028.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $710.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $3266285.00        | $2015863.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $104297.53         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $4987744.00        | $370662.28         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL952768 | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $888.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $25000000.00       | $1887291.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930871 | 2039-04-01      | 5.0000%  | 0.0000% | $323782.00         | $2635.84           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $37718.00          | $1107.17           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959614 | 2037-11-01      | 6.0000%  | 0.0000% | $514608.00         | $4754.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5609 | 2040-01-01      | 6.0000%  | 0.0000% | $26581.00          | $16094.40          | Agency Mortgage-Backed Securities |

### Security 311: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 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: ARP1FJVV2, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1FJVV2
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $825.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  | 0.0000% | $1000.00           | $591.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 777172 X     | 2041-11-15      | 4.0000%  | 0.0000% | $10908.00          | $2470.12           | Agency Mortgage-Backed Securities         |
| GNII SF DH2668 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $960.47            | Agency Mortgage-Backed Securities         |
| GNII SF DB5115 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1000.00           | $987.51            | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M     | 2035-04-20      | 2.5000%  | 0.0000% | $3000.00           | $374.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $548000.00         | $352634.55         | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $205552661.00      | $167607790.64      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  | 0.0000% | $1000.00           | $579.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.64           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6819 | 2053-12-01      | 6.0000%  | 0.0000% | $2417463.00        | $1936560.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-12-25      | 4.8672%  | 0.0000% | $16606784.00       | $16345555.38       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-12-25      | 4.8672%  | 0.0000% | $63062791.00       | $61303434.05       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBU1065 | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $510.92            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBQ6327 | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $367.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR7857 | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $580.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR2236 | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $620.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $416.24            | Agency Mortgage-Backed Securities         |
| GNMI SF 774845 X     | 2041-06-15      | 4.5000%  | 0.0000% | $1000.00           | $217.06            | Agency Mortgage-Backed Securities         |
| GNII SF 779602 C     | 2041-11-20      | 4.0000%  | 0.0000% | $2606760.00        | $414516.33         | Agency Mortgage-Backed Securities         |
| GNMI SF 792721 X     | 2041-11-15      | 3.7500%  | 0.0000% | $1000.00           | $112.09            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $637.96            | Agency Mortgage-Backed Securities         |
| GNMI SF 778950 X     | 2027-03-15      | 3.5000%  | 0.0000% | $3149.00           | $14.74             | Agency Mortgage-Backed Securities         |
| GNPL LM AC3667       | 2026-08-15      | 1.6600%  | 0.0000% | $1000.00           | $41.47             | Agency Mortgage-Backed Securities         |
| GNMI SF 778862 X     | 2042-02-15      | 3.5000%  | 0.0000% | $379000.00         | $54471.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $4980.00           | $451.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $1000.00           | $126.62            | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $76805110.00       | $5120091.18        | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $7989981.00        | $2970229.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  | 0.0000% | $7453376.00        | $7546810.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $839.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC0845 | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $990.45            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU3800 | 2051-12-01      | 2.0000%  | 0.0000% | $273991.00         | $176360.02         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $3797687.00        | $441220.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9691 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $76.76             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124 | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $948.03            | Agency Mortgage-Backed Securities         |
| GNII SF AB9267 C     | 2042-12-20      | 3.0000%  | 0.0000% | $23894.00          | $3734.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $857.21            | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $694.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $1024.00           | $579.08            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $26385408.00       | $13343440.24       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $184597.00         | $173183.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $6366974.00        | $4996543.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $9431344.00        | $6752721.23        | Agency Mortgage-Backed Securities         |
| GNII SF DP2920 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7536 | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1188 | 2052-06-01      | 3.5000%  | 0.0000% | $23876047.00       | $18944931.80       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $10049.00          | $8404.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X     | 2041-11-15      | 4.0000%  | 0.0000% | $6916.00           | $744.39            | Agency Mortgage-Backed Securities         |
| GNMI SF AA7216 X     | 2043-05-15      | 3.5000%  | 0.0000% | $2690.00           | $639.90            | Agency Mortgage-Backed Securities         |
| GNMI SF AC3750 X     | 2042-12-15      | 3.0000%  | 0.0000% | $2023.00           | $171.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $1008.00           | $122.40            | Agency Mortgage-Backed Securities         |
| GNII SF AA6263 C     | 2043-04-20      | 3.0000%  | 0.0000% | $1004.00           | $187.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M     | 2042-11-20      | 4.0000%  | 0.0000% | $12588.00          | $1003.75           | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $97.81             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $801.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $153.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA2073 M     | 2044-07-20      | 3.5000%  | 0.0000% | $1952.00           | $131.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $1002.00           | $59.37             | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M     | 2048-02-20      | 4.0000%  | 0.0000% | $673176.00         | $65933.41          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $659.08            | Agency Mortgage-Backed Securities         |
| GNMI SF 778855 X     | 2027-02-15      | 3.0000%  | 0.0000% | $581023.00         | $3118.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA0393 M     | 2042-09-20      | 4.0000%  | 0.0000% | $2003.00           | $134.85            | Agency Mortgage-Backed Securities         |
| GNMI SF AA5990 X     | 2043-01-15      | 3.0000%  | 0.0000% | $2563.00           | $468.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $451.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | 0.0000% | $1000.00           | $214.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5065 | 2053-07-01      | 5.5000%  | 0.0000% | $3429.00           | $3040.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $5072.00           | $1981.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $724.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $669.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $851.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $65000.00          | $35216.45          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1891 | 2041-08-01      | 4.5000%  | 0.0000% | $1139442.00        | $167691.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $90000.00          | $50783.80          | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M     | 2043-04-20      | 4.0000%  | 0.0000% | $26475.00          | $2107.03           | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M     | 2030-12-20      | 2.5000%  | 0.0000% | $2000.00           | $114.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $3050973.00        | $2014763.89        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1774 | 2037-03-01      | 2.0000%  | 0.0000% | $70519.00          | $64315.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.8672%  | 0.0000% | $15313987.00       | $14551481.60       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $23883176.00       | $19016618.95       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  | 0.0000% | $1160000.00        | $131690.55         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $7558838.00        | $6237975.99        | Agency Mortgage-Backed Securities         |
| GNII SF MA3309 M     | 2045-12-20      | 3.0000%  | 0.0000% | $4882410.00        | $545949.61         | Agency Mortgage-Backed Securities         |
| GNII SF MA4236 M     | 2032-02-20      | 3.5000%  | 0.0000% | $1000.00           | $84.84             | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $2000.00           | $174.41            | Agency Mortgage-Backed Securities         |
| GNII SF DL5452 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1029.81           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2377 | 2035-05-01      | 3.0000%  | 0.0000% | $995963.00         | $111630.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $688554.00         | $505985.45         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTSC0126 | 2041-02-01      | 2.5000%  | 0.0000% | $497000.00         | $263496.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $809.81            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7890 | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $159.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX2866 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $795.03            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $922.50            | Agency Mortgage-Backed Securities         |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $26928.00          | $2087.08           | Agency Mortgage-Backed Securities         |
| GNMI SF 779777 X     | 2041-12-15      | 4.0000%  | 0.0000% | $3821.00           | $521.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $24693571.00       | $11938941.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $770.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $826.82            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M     | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $84.19             | Agency Mortgage-Backed Securities         |
| GNII SF MA2148 M     | 2044-08-20      | 3.5000%  | 0.0000% | $2293736.00        | $165097.49         | Agency Mortgage-Backed Securities         |
| GNMI SF AA8415 X     | 2028-05-15      | 2.5000%  | 0.0000% | $25290.00          | $566.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $9400.00           | $685.01            | Agency Mortgage-Backed Securities         |
| GNII JM MA6144 M     | 2049-09-20      | 3.0000%  | 0.0000% | $1000.00           | $62.52             | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $84.57             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  | 0.0000% | $1999.00           | $292.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $52106160.00       | $17342442.69       | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $1024.00           | $748.21            | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $185888.00         | $13750.94          | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M     | 2044-12-20      | 3.5000%  | 0.0000% | $1331771.00        | $94775.39          | Agency Mortgage-Backed Securities         |
| GNII SF DL5203 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1008.00           | $1031.97           | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $2000.00           | $166.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $484.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3918 | 2054-05-01      | 5.0000%  | 0.0000% | $5915306.00        | $5982118.97        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3953 | 2030-03-01      | 2.5000%  | 0.0000% | $1000.00           | $133.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $2000.00           | $356.83            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $342987.00         | $82525.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436 | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1420.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $68.78             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $164030059.00      | $17507546.80       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3339 | 2033-04-01      | 3.0000%  | 0.0000% | $5167.00           | $549.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $126.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 774881 X     | 2041-09-15      | 4.5000%  | 0.0000% | $2000.00           | $212.96            | Agency Mortgage-Backed Securities         |
| GNMI SF 779402 X     | 2027-06-15      | 2.5000%  | 0.0000% | $821402.00         | $8377.17           | Agency Mortgage-Backed Securities         |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4157.00           | $427.85            | Agency Mortgage-Backed Securities         |
| GNII SF AB2917 C     | 2042-09-20      | 4.0000%  | 0.0000% | $2003.00           | $366.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $2012.00           | $36.84             | Agency Mortgage-Backed Securities         |
| GNII SF MA1425 M     | 2028-10-20      | 3.5000%  | 0.0000% | $1017.00           | $22.64             | Agency Mortgage-Backed Securities         |
| GNII SF AA5752 C     | 2042-10-20      | 3.0000%  | 0.0000% | $1806.00           | $527.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $1001.00           | $106.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA8099 M     | 2052-06-20      | 3.5000%  | 0.0000% | $1000.00           | $703.15            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $3825077.00        | $2690620.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTBW2413 | 2046-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU7619 | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $707.31            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ3331 | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $551.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $673.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $23768703.00       | $6837171.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.8672%  | 0.0000% | $1000.00           | $982.04            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $1478944.00        | $1249495.60        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $405.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $460.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $2000.00           | $194.83            | Agency Mortgage-Backed Securities         |
| GNMI SF AB0701 X     | 2043-06-15      | 3.0000%  | 0.0000% | $2000.00           | $203.03            | Agency Mortgage-Backed Securities         |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $1000.00           | $388.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1044.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $652.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $269.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1299.00           | $213.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $73.54             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6894 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.42           | Agency Mortgage-Backed Securities         |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $6626.00           | $699.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M     | 2027-06-20      | 2.5000%  | 0.0000% | $61538.00          | $752.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $31600810.00       | $2793670.27        | Agency Mortgage-Backed Securities         |
| GNII SF AB9088 C     | 2042-10-20      | 3.0000%  | 0.0000% | $3356.00           | $425.03            | Agency Mortgage-Backed Securities         |
| GNII JM MA6535 M     | 2049-04-20      | 5.0000%  | 0.0000% | $1000.00           | $69.98             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3870 | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $234.09            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $677.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BM7237 | 2059-01-01      | 4.5000%  | 0.0000% | $3030.00           | $2382.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $863.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $597.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $332.74            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.8172%  | 0.0000% | $2411928.00        | $2374536.31        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $1442190.00        | $568294.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ4074 | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $551.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1000.00           | $78.67             | Agency Mortgage-Backed Securities         |
| GNMI SF 775089 X     | 2041-09-15      | 4.5000%  | 0.0000% | $77521.00          | $4527.65           | Agency Mortgage-Backed Securities         |
| GNII SF MA7054 M     | 2050-12-20      | 3.5000%  | 0.0000% | $3000.00           | $1028.95           | Agency Mortgage-Backed Securities         |
| GNII JM MA7359 M     | 2051-05-20      | 2.5000%  | 0.0000% | $270000.00         | $142233.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $708255.00         | $178700.61         | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M     | 2049-11-20      | 3.0000%  | 0.0000% | $2008.00           | $167.68            | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M     | 2049-05-20      | 3.5000%  | 0.0000% | $2027.00           | $35.43             | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $727.59            | Agency Mortgage-Backed Securities         |
| GNII SF CZ8717 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $821.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $39618466.00       | $35545232.91       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5332 | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $153.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3985 | 2035-04-01      | 3.0000%  | 0.0000% | $1193000.00        | $200545.90         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $128.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3929 | 2030-02-01      | 3.0000%  | 0.0000% | $1008.00           | $125.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $129.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $109.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CJMA4189 | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $280.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $3188528.00        | $234175.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M     | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $88.19             | Agency Mortgage-Backed Securities         |
| GNII JM MA6210 M     | 2049-10-20      | 3.5000%  | 0.0000% | $2000.00           | $123.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $605.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $21396160.00       | $16648009.61       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $1994000.00        | $970798.54         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW9363 | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $915.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $791203.00         | $102072.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  | 0.0000% | $1200.00           | $609.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $3140042.00        | $2272426.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  | 0.0000% | $10206111.00       | $5062138.99        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | 0.0000% | $5248.00           | $2201.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CKBM7739 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $578.57            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2052-02-25      | 2.5000%  | 0.0000% | $324591.00         | $199707.70         | Agency Collateralized Mortgage Obligation |
| GNII SF MA5022 M     | 2048-02-20      | 5.0000%  | 0.0000% | $1004.00           | $86.18             | Agency Mortgage-Backed Securities         |
| GNII SF MA5195 M     | 2048-05-20      | 5.5000%  | 0.0000% | $3750.00           | $276.71            | Agency Mortgage-Backed Securities         |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1122992.00        | $173767.58         | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $1252088.00        | $122241.58         | Agency Mortgage-Backed Securities         |

### Security 312: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 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: ARP1FJW33, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1FJW33
- **C.18 - Value (incl. sponsor support):** $561000000.00
- **C.18.a - Value (excl. sponsor support):** $561000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLQY4437 | 2055-05-01      | 6.0000%  | 0.0000% | $16676799.00       | $16241384.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055 | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $57543742.09       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2121 | 2051-01-25      | 2.5000%  | 0.0000% | $31236028.00       | $26639717.21       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  | 0.0000% | $300000000.00      | $31039965.54       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $1970910.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $10370617.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4340 | 2053-11-01      | 5.5000%  | 0.0000% | $5857000.00        | $4905520.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1253305.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9129 | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $9301121.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9196 | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2267936.80        | Agency Mortgage-Backed Securities         |
| GNRA 2010-020 FE     | 2040-02-20      | 4.5317%  | 0.0000% | $131000000.00      | $4315693.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT     | 2040-02-20      | 4.2217%  | 0.0000% | $200000000.00      | $6581931.58        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL3798 | 2056-01-01      | 5.0000%  | 0.0000% | $68002067.00       | $68745407.02       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6952 | 2054-10-01      | 6.5000%  | 0.0000% | $78443355.00       | $62553504.55       | Agency Mortgage-Backed Securities         |
| GNRA 2023-097 FC     | 2053-07-20      | 4.7115%  | 0.0000% | $25780105.00       | $14187848.01       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL0672 | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2449267.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1636 | 2055-06-01      | 6.5000%  | 0.0000% | $49301090.00       | $45762178.30       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718 | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $783032.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $94390407.22       | Agency Mortgage-Backed Securities         |
| GNRA 2026-027 FB     | 2056-02-20      | 4.4996%  | 0.0000% | $50000000.00       | $49558646.21       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY6583 | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $22391625.27       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $65406832.00       | $50897132.97       | Agency Mortgage-Backed Securities         |

### Security 313: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1FJW66, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJW66
- **C.18 - Value (incl. sponsor support):** $1357000000.00
- **C.18.a - Value (excl. sponsor support):** $1357000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6098895.00        | $4964423.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1657 | 2037-09-01      | 6.0000%  | 0.0000% | $4626681.00        | $27606.14          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1561 | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2796.19           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $5000.00           | $610.93            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $200000.00         | $139052.50         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8370 | 2040-03-01      | 4.5000%  | 0.0000% | $1835410.00        | $1614520.68        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | 0.0000% | $1342411.00        | $821942.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS8067 | 2028-05-01      | 2.0000%  | 0.0000% | $760000.00         | $61202.16          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1049 | 2052-06-01      | 3.5000%  | 0.0000% | $188000.00         | $133446.73         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  | 0.0000% | $1547195.00        | $1533123.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4147 | 2040-09-01      | 6.0000%  | 0.0000% | $1600334.00        | $1416071.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0908 | 2055-08-01      | 5.0000%  | 0.0000% | $1334657.00        | $1350397.06        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0800 | 2052-06-01      | 4.0000%  | 0.0000% | $4822364.00        | $4091006.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9955 | 2055-12-01      | 5.5000%  | 0.0000% | $1191642.00        | $1231873.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6741 | 2056-02-01      | 5.0000%  | 0.0000% | $18040460.00       | $18181303.87       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4208 | 2056-01-01      | 6.0000%  | 0.0000% | $1157593.00        | $1194435.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7153 | 2055-09-01      | 6.0000%  | 0.0000% | $4705408.00        | $4463352.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7262 | 2055-11-01      | 5.0000%  | 0.0000% | $13938870.00       | $13983739.45       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ5606 | 2055-09-01      | 4.5000%  | 0.0000% | $1307722.00        | $1134350.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  | 0.0000% | $646548.00         | $565554.22         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3103 | 2056-01-01      | 5.0000%  | 0.0000% | $1063624.00        | $937095.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0054 | 2055-08-01      | 5.5000%  | 0.0000% | $1269097.00        | $1287705.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5599 | 2056-02-01      | 4.5000%  | 0.0000% | $1686916.00        | $1676684.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6831 | 2056-02-01      | 5.0000%  | 0.0000% | $3636706.00        | $3678532.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6402 | 2056-02-01      | 6.0000%  | 0.0000% | $10038485.00       | $10502818.47       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  | 0.0000% | $22170295.00       | $22112102.89       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9932 | 2055-04-01      | 6.5000%  | 0.0000% | $1649339.00        | $1032710.05        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5209 | 2055-11-01      | 4.5000%  | 0.0000% | $14228011.00       | $13988580.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6124.65           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0015 | 2055-11-01      | 4.5000%  | 0.0000% | $2821737.00        | $2547483.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1164 | 2055-12-01      | 5.5000%  | 0.0000% | $14210000.00       | $14487950.63       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ5895 | 2055-10-01      | 4.5000%  | 0.0000% | $3360760.00        | $3315927.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9826 | 2055-12-01      | 5.5000%  | 0.0000% | $2847000.00        | $2903668.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3432 | 2054-12-01      | 5.0000%  | 0.0000% | $1455794.00        | $1436318.67        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1393 | 2052-06-01      | 3.5000%  | 0.0000% | $777302.00         | $619111.17         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1724 | 2052-09-01      | 4.0000%  | 0.0000% | $3250000.00        | $2427800.60        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2897 | 2050-06-01      | 2.5000%  | 0.0000% | $1775000.00        | $740434.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $500000.00         | $391480.99         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $15150894.00       | $2381488.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $2830000.00        | $2245421.48        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $54000.00          | $30093.71          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5058 | 2054-03-01      | 5.5000%  | 0.0000% | $1500000.00        | $1346298.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $36271723.00       | $30696905.38       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2107 | 2038-05-01      | 6.0000%  | 0.0000% | $1077049.00        | $14269.13          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0953 | 2037-05-01      | 3.0000%  | 0.0000% | $450154.00         | $297449.42         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3177 | 2053-06-01      | 6.0000%  | 0.0000% | $51758000.00       | $37533582.35       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB0668 | 2034-09-01      | 4.5000%  | 0.0000% | $150000.00         | $70982.82          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  | 0.0000% | $5216090.00        | $4650250.16        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $1963000.00        | $418010.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1310 | 2043-03-01      | 3.0000%  | 0.0000% | $1523151.00        | $318617.07         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4996 | 2041-03-01      | 4.5000%  | 0.0000% | $2475728.00        | $2493669.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3966 | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $20141399.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4268 | 2053-11-01      | 6.0000%  | 0.0000% | $21831200.00       | $16458921.19       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2652 | 2051-01-01      | 5.5000%  | 0.0000% | $1568415.00        | $1601631.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2963 | 2056-01-01      | 5.0000%  | 0.0000% | $4514398.00        | $4552984.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4554 | 2055-01-01      | 6.0000%  | 0.0000% | $3107035.00        | $2085746.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2693 | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $467204.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3527 | 2056-01-01      | 5.0000%  | 0.0000% | $51663109.00       | $51923416.21       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3373 | 2056-01-01      | 5.0000%  | 0.0000% | $41257253.00       | $41603160.98       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0525 | 2055-12-01      | 5.5000%  | 0.0000% | $3435000.00        | $3227313.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0633 | 2029-09-01      | 6.0000%  | 0.0000% | $944192.00         | $2122.84           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4546 | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6331331.30        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $14000.00          | $3483.18           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $174458.00         | $94425.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2550 | 2052-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $1600250.16        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0995 | 2049-06-01      | 3.5000%  | 0.0000% | $310000.00         | $200691.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $29000.00          | $22323.67          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4044 | 2040-08-01      | 6.0000%  | 0.0000% | $1352550.00        | $1374460.42        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA2313 | 2050-03-01      | 3.5000%  | 0.0000% | $240000.00         | $72326.68          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0556 | 2036-09-01      | 3.0000%  | 0.0000% | $500000.00         | $244404.59         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $310000.00         | $206058.32         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $3079015.00        | $1247120.62        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $65700.00          | $49308.05          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8387 | 2040-05-01      | 3.5000%  | 0.0000% | $4915859.00        | $4336230.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8230 | 2038-05-01      | 5.0000%  | 0.0000% | $407000.00         | $234248.51         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $552526.00         | $53217.98          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1027 | 2035-10-01      | 3.0000%  | 0.0000% | $170000.00         | $113073.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $18803705.00       | $14720188.07       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5183 | 2042-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $641156.01         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0854 | 2037-04-01      | 2.5000%  | 0.0000% | $1171260.00        | $712616.79         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $18000.00          | $8807.12           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH1419 | 2053-08-01      | 5.0000%  | 0.0000% | $392531.00         | $325202.43         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $24078000.00       | $7802292.57        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $1649000.00        | $297136.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $648000.00         | $604983.68         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2744 | 2053-05-01      | 6.0000%  | 0.0000% | $47940055.00       | $34790734.49       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9793 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $32234.71          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $18508000.00       | $8750219.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7020 | 2055-10-01      | 5.5000%  | 0.0000% | $3503500.00        | $3594712.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3634 | 2055-12-01      | 6.5000%  | 0.0000% | $71926780.00       | $75947313.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4635 | 2055-08-01      | 5.5000%  | 0.0000% | $50000000.00       | $46581002.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4792 | 2055-09-01      | 6.5000%  | 0.0000% | $3793131.00        | $3767087.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $14000.00          | $13634.39          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3619 | 2055-09-01      | 5.5000%  | 0.0000% | $3781100.00        | $3836104.48        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6155 | 2055-10-01      | 6.5000%  | 0.0000% | $2381200.00        | $2505058.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3473 | 2055-11-01      | 6.0000%  | 0.0000% | $55731588.00       | $57316435.10       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  | 0.0000% | $200000.00         | $119426.80         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1242 | 2055-05-01      | 5.0000%  | 0.0000% | $42629700.00       | $40336554.14       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1998 | 2036-05-01      | 1.5000%  | 0.0000% | $790000.00         | $437723.08         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB0216 | 2036-12-01      | 2.5000%  | 0.0000% | $1665328.00        | $417748.04         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD4152 | 2052-01-01      | 2.0000%  | 0.0000% | $170000.00         | $105166.90         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1027 | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1088716.84        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB0555 | 2050-06-01      | 3.0000%  | 0.0000% | $225000.00         | $104925.96         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1627.95           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZT1165 | 2043-01-01      | 3.0000%  | 0.0000% | $21500000.00       | $3697196.24        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5438 | 2053-06-01      | 5.0000%  | 0.0000% | $5206767.00        | $3900108.08        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | 0.0000% | $57000.00          | $34587.25          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2416 | 2049-09-01      | 3.0000%  | 0.0000% | $302548.00         | $96062.42          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4217 | 2040-09-01      | 6.0000%  | 0.0000% | $1437726.00        | $1454727.45        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $6742623.00        | $524820.19         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  | 0.0000% | $300000.00         | $202582.82         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4558 | 2052-10-01      | 4.0000%  | 0.0000% | $70000.00          | $56366.71          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0792 | 2051-12-01      | 2.0000%  | 0.0000% | $60870000.00       | $37961561.21       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1425 | 2040-03-01      | 6.0000%  | 0.0000% | $605937.00         | $394040.38         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $253000.00         | $190279.05         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $899653.00         | $507533.95         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $344000.00         | $228744.41         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $827916.73         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8103 | 2055-11-01      | 5.5000%  | 0.0000% | $15070000.00       | $14168527.12       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1518 | 2054-12-01      | 5.5000%  | 0.0000% | $14167482.00       | $13409398.61       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $15408763.00       | $10757624.31       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $25000.00          | $15955.79          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $1464037.00        | $1095064.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3356 | 2040-04-01      | 5.5000%  | 0.0000% | $9923312.00        | $6261417.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA5502 | 2049-12-01      | 5.0000%  | 0.0000% | $3351039.00        | $484376.17         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4535 | 2040-11-01      | 4.5000%  | 0.0000% | $2139246.00        | $2076978.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1086 | 2049-07-01      | 4.5000%  | 0.0000% | $300000.00         | $38281.70          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8345 | 2039-10-01      | 3.5000%  | 0.0000% | $4674308.00        | $3945322.80        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  | 0.0000% | $4589746.00        | $2662940.62        | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLZT2222 | 2048-07-01      | 4.0000%  | 0.0000% | $26026.00          | $10026.49          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1556 | 2052-06-01      | 2.0000%  | 0.0000% | $85000.00          | $57119.75          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0449 | 2050-10-01      | 2.5000%  | 0.0000% | $235000.00         | $113046.02         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $841000.00         | $741610.60         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $281000.00         | $59835.33          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3941 | 2040-06-01      | 5.0000%  | 0.0000% | $3153944.00        | $2938206.24        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5070 | 2031-10-01      | 1.5000%  | 0.0000% | $15093999.00       | $6231696.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5549 | 2053-06-01      | 5.0000%  | 0.0000% | $6900000.00        | $5593298.90        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6695 | 2052-01-01      | 2.5000%  | 0.0000% | $415354.00         | $282773.43         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3199 | 2040-02-01      | 5.0000%  | 0.0000% | $2771737.00        | $2604809.99        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | 0.0000% | $3520000.00        | $1369482.72        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3390 | 2039-11-01      | 4.0000%  | 0.0000% | $7792964.00        | $6815463.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4785 | 2041-01-01      | 6.0000%  | 0.0000% | $1493822.00        | $1545697.32        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $331537.46         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4807 | 2041-01-01      | 5.0000%  | 0.0000% | $4020494.00        | $4080429.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2143 | 2039-06-01      | 5.5000%  | 0.0000% | $1168926.00        | $733670.83         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA8141 | 2050-03-01      | 3.5000%  | 0.0000% | $1005184.00        | $541298.15         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $490000.00         | $252105.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0118 | 2055-10-01      | 4.5000%  | 0.0000% | $1638489.00        | $1619945.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3267 | 2056-01-01      | 5.5000%  | 0.0000% | $1923113.00        | $1987826.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3611 | 2056-01-01      | 5.0000%  | 0.0000% | $9877686.00        | $9954755.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6510 | 2056-01-01      | 4.5000%  | 0.0000% | $1082569.00        | $1078009.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8427 | 2055-10-01      | 6.0000%  | 0.0000% | $2026805.00        | $1611788.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3996 | 2055-05-01      | 5.5000%  | 0.0000% | $13229595.00       | $12306456.65       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0181 | 2052-04-01      | 3.0000%  | 0.0000% | $48278.00          | $34520.70          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4086 | 2052-08-01      | 3.0000%  | 0.0000% | $89000.00          | $65950.27          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6737 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $93625.36          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $309000.00         | $206859.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $885387.00         | $606972.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6455 | 2050-01-01      | 3.5000%  | 0.0000% | $720000.00         | $406873.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5067 | 2054-08-01      | 6.0000%  | 0.0000% | $1537286.00        | $1383620.45        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3607 | 2050-09-01      | 3.0000%  | 0.0000% | $60335.00          | $28381.26          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $16537.56          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4779 | 2048-06-01      | 3.0000%  | 0.0000% | $101184.00         | $19089.50          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $26654579.00       | $22009192.37       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2853 | 2053-11-01      | 6.5000%  | 0.0000% | $40330000.00       | $38052253.79       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0052 | 2053-10-01      | 6.5000%  | 0.0000% | $600000.00         | $330484.04         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3659 | 2055-04-01      | 5.5000%  | 0.0000% | $19114662.00       | $18983473.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4165 | 2055-05-01      | 6.0000%  | 0.0000% | $1135000.00        | $1004794.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4467 | 2055-09-01      | 6.0000%  | 0.0000% | $1408750.00        | $1462979.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3617 | 2055-11-01      | 6.5000%  | 0.0000% | $43788915.00       | $45373934.60       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5485 | 2055-12-01      | 4.5000%  | 0.0000% | $12973303.00       | $12911359.88       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5806 | 2056-01-01      | 6.5000%  | 0.0000% | $48500000.00       | $50050236.87       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $61673809.00       | $52609043.82       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $960000.00         | $356856.47         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $411000.00         | $177833.55         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $37000.00          | $25120.25          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4210 | 2043-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $8766413.42        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4731 | 2041-01-01      | 4.5000%  | 0.0000% | $2023373.00        | $2020611.54        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2469 | 2037-02-01      | 2.0000%  | 0.0000% | $64875776.00       | $37086433.70       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3720 | 2040-07-01      | 5.5000%  | 0.0000% | $1049150.00        | $905244.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5991 | 2054-10-01      | 5.5000%  | 0.0000% | $158740.00         | $128631.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3294 | 2055-09-01      | 6.0000%  | 0.0000% | $4293443.00        | $4344009.23        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0914 | 2037-11-01      | 2.5000%  | 0.0000% | $410436.00         | $279045.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8302 | 2053-02-01      | 6.5000%  | 0.0000% | $20000.00          | $9769.75           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1799 | 2038-03-01      | 2.0000%  | 0.0000% | $1457000.00        | $1340163.23        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $959500.00         | $743953.59         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8045 | 2035-05-01      | 2.5000%  | 0.0000% | $1315000.00        | $293767.22         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0063 | 2031-12-01      | 1.5000%  | 0.0000% | $2000000.00        | $1187789.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $140000.00         | $98130.10          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $61292.00          | $5067.67           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0529 | 2046-10-01      | 3.0000%  | 0.0000% | $15000000.00       | $3675017.52        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $87843598.00       | $79497933.12       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8113 | 2050-12-01      | 2.0000%  | 0.0000% | $12000.00          | $6481.70           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0715 | 2037-07-01      | 3.0000%  | 0.0000% | $343745.00         | $208951.31         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $33000.00          | $23851.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ7671 | 2054-11-01      | 6.0000%  | 0.0000% | $215000.00         | $175254.44         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1740.91           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $67000.00          | $38843.41          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $4253251.00        | $2793719.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3523 | 2055-09-01      | 5.0000%  | 0.0000% | $2110854.00        | $2128776.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6170 | 2056-02-01      | 5.0000%  | 0.0000% | $5303987.00        | $5417238.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4817 | 2055-09-01      | 5.5000%  | 0.0000% | $6242370.00        | $6171138.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3222 | 2053-09-01      | 4.5000%  | 0.0000% | $13003196.00       | $12435517.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2836 | 2054-11-01      | 5.0000%  | 0.0000% | $850000.00         | $784514.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5630 | 2055-09-01      | 5.5000%  | 0.0000% | $47476988.00       | $47833557.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1197 | 2055-05-01      | 5.5000%  | 0.0000% | $92547188.00       | $90408627.99       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9765 | 2055-12-01      | 5.0000%  | 0.0000% | $1782656.00        | $1800466.00        | Agency Mortgage-Backed Securities |

### Security 314: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 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: ARP1FJWN9, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1FJWN9
- **C.18 - Value (incl. sponsor support):** $127000000.00
- **C.18.a - Value (excl. sponsor support):** $127000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 | 2051-02-15      | 1.8750%  | 0.0000% | $180000.00         | $105170.50         | U.S. Treasuries (including strips) |
| GNII SF MB0483 M       | 2055-07-20      | 4.5000%  | 0.0000% | $5341.00           | $5210.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0672   | 2055-03-01      | 6.0000%  | 0.0000% | $13642336.00       | $11137908.21       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480   | 2055-08-01      | 6.0000%  | 0.0000% | $2816.00           | $2597.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $5899800.00        | $4601362.63        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $22424800.00       | $21040446.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $750200.00         | $746803.09         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL1060   | 2055-04-01      | 5.5000%  | 0.0000% | $41743040.00       | $38448994.52       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $42941000.00       | $44614107.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $68700.00          | $68994.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $9679500.00        | $9240183.43        | U.S. Treasuries (including strips) |
| GNMI SP 786677 X       | 2053-04-15      | 6.0000%  | 0.0000% | $57269.00          | $54560.54          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $182.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $183.78            | U.S. Treasuries (including strips) |

### Security 315: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA 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: ARP1FJWR0, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1FJWR0
- **C.18 - Value (incl. sponsor support):** $628000000.00
- **C.18.a - Value (excl. sponsor support):** $628000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLMA5824   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $900.24            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3429   | 2055-09-01      | 6.0000%  | 0.0000% | $1026.00           | $976.90            | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA       | 2055-11-20      | 4.5615%  | 0.0000% | $8565711.00        | $8523521.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 FN       | 2054-02-20      | 4.7115%  | 0.0000% | $4799297.00        | $3921087.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA       | 2054-05-20      | 4.7615%  | 0.0000% | $13519254.00       | $11185364.77       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3521454.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $762.63            | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP       | 2055-01-20      | 4.5615%  | 0.0000% | $5602182.00        | $2941926.54        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0936 M       | 2056-02-20      | 5.0000%  | 0.0000% | $889607.00         | $896093.22         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTDG0510   | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $1006.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1170   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $872.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386   | 2055-04-01      | 5.5000%  | 0.0000% | $231107.00         | $206498.28         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4651   | 2055-07-01      | 5.5000%  | 0.0000% | $57835.00          | $51212.10          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKMA4136   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $431.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5981   | 2046-02-01      | 4.5000%  | 0.0000% | $539678.00         | $537665.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7959   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2100   | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1005.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5879   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $987.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2012   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1019.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0082   | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1463   | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1067.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0862   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0971   | 2055-06-01      | 5.5000%  | 0.0000% | $2167124.00        | $1962159.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1961   | 2054-07-01      | 5.5000%  | 0.0000% | $898760.00         | $827798.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $68528629.00       | $64023217.95       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0051   | 2055-09-01      | 6.5000%  | 0.0000% | $1116.00           | $980.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3239   | 2055-01-01      | 5.5000%  | 0.0000% | $1219.00           | $1143.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5833   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA0799   | 2055-12-01      | 5.0000%  | 0.0000% | $1002.00           | $979.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1777   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $598.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4430   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $790507.65         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3258   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $682.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6740   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $836.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3174   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2001.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $14194486.45       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0457   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.12           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.2172%  | 0.0000% | $8164969.00        | $3746372.24        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQC3945   | 2051-07-01      | 2.0000%  | 0.0000% | $1024.00           | $633.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9954   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $866.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4941   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $726.46            | Agency Mortgage-Backed Securities         |
| GNRM 2025-120 MJ       | 2050-10-20      | 5.0000%  | 0.0000% | $10626745.00       | $10068357.73       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD1631   | 2052-09-01      | 5.0000%  | 0.0000% | $1657600.00        | $1227954.96        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0972   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $531.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22406983.00       | $17596278.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $796.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3154   | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $778.97            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8156   | 2051-07-01      | 2.5000%  | 0.0000% | $1933.00           | $1138.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9058   | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $810.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4148   | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $845.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5049   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1028.62           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5200   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.89           | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $365597.00         | $368858.53         | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $25000.00          | $22736.96          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8958   | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1047.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG2213   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0318   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2034   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0059   | 2050-08-25      | 2.5000%  | 0.0000% | $1000.00           | $728.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4194   | 2056-02-01      | 5.0000%  | 0.0000% | $3010.00           | $3062.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $704.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8004   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $823.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4193   | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $963.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3155   | 2055-10-01      | 5.5000%  | 0.0000% | $1064.00           | $1070.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL2688   | 2052-06-01      | 3.0000%  | 0.0000% | $2027.00           | $1792.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7741   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5349   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2628   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4119   | 2050-08-01      | 3.5000%  | 0.0000% | $1024.00           | $958.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0347   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1032.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0403   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1065.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5702   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $750.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2525   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS7326   | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $724.43            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3211   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $542.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7871   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $723.11            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-10-25      | 4.6172%  | 0.0000% | $581871.00         | $534840.62         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 4.6172%  | 0.0000% | $64979893.00       | $60910756.55       | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLDA6892   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $597.46            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA2978   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $963.80            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7021   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $603.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0038   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $656.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4629   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB1901   | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6633   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1035.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5273   | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $759.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4747   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1037.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2032   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5822   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $569620.00         | $507110.73         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4687   | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $249.53            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177   | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $584.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3992   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $845.45            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 4.5672%  | 0.0000% | $462014.00         | $356226.70         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.5972%  | 0.0000% | $1000.00           | $844.25            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA9988   | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $820.68            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5090   | 2040-12-01      | 2.0000%  | 0.0000% | $1000.00           | $520.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7537   | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $778.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0847   | 2054-03-01      | 6.0000%  | 0.0000% | $1266688.00        | $982780.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 4.9172%  | 0.0000% | $5205975.00        | $2428909.43        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA1731   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $816.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555   | 2055-05-01      | 6.0000%  | 0.0000% | $10012201.00       | $9950593.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA4445   | 2053-02-01      | 4.5000%  | 0.0000% | $1037.00           | $1024.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2477   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $659.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5935   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $627.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY4785   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $974.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5065   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $886.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3752   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $811.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $763.84            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7853   | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.02           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2328   | 2055-11-01      | 6.0000%  | 0.0000% | $1018.00           | $1053.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6347   | 2056-02-01      | 5.5000%  | 0.0000% | $1128249.00        | $1163417.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $742.04            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO1311   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $198.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $947.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5236   | 2053-12-01      | 4.0000%  | 0.0000% | $1000.00           | $815.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4309   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.07           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $615.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3603   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $874.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1237   | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $639.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3303   | 2052-05-01      | 2.5000%  | 0.0000% | $1002.00           | $664.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M       | 2051-10-20      | 2.0000%  | 0.0000% | $2780616.00        | $1638645.39        | Agency Mortgage-Backed Securities         |
| GNMI SF 760393 X       | 2041-10-15      | 5.0000%  | 0.0000% | $2260.00           | $35.98             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2758   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $775.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5542   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $787.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA9779 M       | 2054-07-20      | 5.5000%  | 0.0000% | $10000000.00       | $7808034.95        | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF       | 2065-03-20      | 4.4615%  | 0.0000% | $1507118.00        | $743493.56         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0937 M       | 2056-01-20      | 5.5000%  | 0.0000% | $1195949.00        | $1219029.89        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $7710565.00        | $7895614.25        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8256   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6992   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $780.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9902   | 2055-11-01      | 5.5000%  | 0.0000% | $1011.00           | $984.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3844   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $864.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW2466   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7364   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5384   | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI1141   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $853.88            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI7518   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2586   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $876.08            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4739   | 2047-10-01      | 3.5000%  | 0.0000% | $2423872.00        | $298496.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $824.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV8546   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $636.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007   | 2048-09-01      | 4.0000%  | 0.0000% | $13922.00          | $1213.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $10733574.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI0600   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $918.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 4.8672%  | 0.0000% | $54653736.00       | $40459538.19       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ3690   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $940.44            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL1035   | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $938.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $972.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG0404   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1060.12           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6631   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $765.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3999   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6185   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $808.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159   | 2054-12-01      | 6.0000%  | 0.0000% | $13652.00          | $12254.13          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1540.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2816   | 2055-09-01      | 6.0000%  | 0.0000% | $9155.00           | $8319.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700   | 2055-05-01      | 5.5000%  | 0.0000% | $3418758.00        | $2999067.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $2982864.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8011   | 2054-05-01      | 6.0000%  | 0.0000% | $17352883.00       | $12726111.25       | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $1304738.00        | $812802.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4870   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $967.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M       | 2051-12-20      | 2.0000%  | 0.0000% | $37210844.00       | $22501063.00       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789   | 2055-08-01      | 4.0000%  | 0.0000% | $1010.00           | $953.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $6290000.00        | $3041113.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH5226   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $928.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5546   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $882.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI2239   | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $775.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2880   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $817.99            | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $158665.19         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CTRB5391   | 2046-02-01      | 5.0000%  | 0.0000% | $1008.00           | $1022.24           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-01-25      | 4.7172%  | 0.0000% | $15000000.00       | $5779556.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-09-25      | 4.9672%  | 0.0000% | $5754117.00        | $3973657.08        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1447   | 2052-08-01      | 4.5000%  | 0.0000% | $24119893.00       | $17368031.04       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC6635   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $661.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2386   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1902   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL685335   | 2033-03-01      | 6.0000%  | 0.0000% | $1024.00           | $16.58             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $726.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6632   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8097   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0215   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $981.41            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0393   | 2052-04-01      | 3.0000%  | 0.0000% | $1278929.00        | $831852.04         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8406   | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $859.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8225   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $852.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4594   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $980.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8802   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $723.35            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2010   | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $643.97            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 4.6172%  | 0.0000% | $2377521.00        | $2017481.54        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ9928   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.95            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 4.5172%  | 0.0000% | $50000000.00       | $39858979.72       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL3616   | 2056-01-01      | 5.0000%  | 0.0000% | $1676750.00        | $1670975.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5460   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $754.57            | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $9999330.97        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA1732   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $800.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2839   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $842.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $922.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4308   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0770   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $921.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3885   | 2051-11-01      | 3.0000%  | 0.0000% | $581362.00         | $428490.02         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC3122   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA6172   | 2056-02-01      | 5.0000%  | 0.0000% | $1718.00           | $1767.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2170   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0877   | 2055-12-01      | 5.5000%  | 0.0000% | $4345916.00        | $4425523.40        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093   | 2056-02-01      | 4.5000%  | 0.0000% | $622987.00         | $615893.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2686   | 2056-01-01      | 5.0000%  | 0.0000% | $965846.00         | $978906.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1622   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $982.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3997   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $909.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390   | 2054-09-01      | 5.5000%  | 0.0000% | $1001.00           | $797.74            | Agency Mortgage-Backed Securities         |
| GNII ET DP6960 C       | 2066-01-20      | 7.0000%  | 0.0000% | $2510852.00        | $2643961.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4143   | 2055-12-01      | 5.5000%  | 0.0000% | $1301.00           | $1329.91           | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $17146200.00       | $11909351.36       | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $12955384.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3701   | 2055-05-01      | 5.5000%  | 0.0000% | $270699.00         | $266085.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1389   | 2055-04-01      | 6.0000%  | 0.0000% | $1389.00           | $1316.04           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKMA4191   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $536.14            | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F        | 2065-06-20      | 4.5615%  | 0.0000% | $2562032.00        | $2102930.20        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $774.39            | Agency Mortgage-Backed Securities         |
| GNII JM MB0924 M       | 2056-01-20      | 5.0000%  | 0.0000% | $226207.00         | $227440.08         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 4.6672%  | 0.0000% | $20356966.00       | $17287282.16       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $701.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4879   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $301948.00         | $245781.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4953   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $820.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7721   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $852.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9955   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $624.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU2465   | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $639.71            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7046   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $568.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9774   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $748.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0484   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC4801   | 2055-08-01      | 5.5000%  | 0.0000% | $240879.00         | $244449.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432   | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $688.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM1134   | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $168.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6802   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3353   | 2052-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $3911882.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2587   | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1047.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9387   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $593.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1569   | 2048-04-01      | 5.0000%  | 0.0000% | $1013.00           | $207.96            | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $32400.00          | $33759.36          | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $4561113.00        | $4112935.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $39189046.00       | $34288481.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $1253.00           | $1096.31           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3670   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $969.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3508   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5221   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3603   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3218   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA6008   | 2046-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1038.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2909   | 2054-12-01      | 5.5000%  | 0.0000% | $1004.00           | $939.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $1291.00           | $1164.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9574   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5328   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $684.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $127.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7499   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $414.53            | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $56551023.00       | $44115904.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5089   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $497.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6242   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $824.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY9314   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6636   | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1051.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0945   | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $823.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2247   | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1031591.27        | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA       | 2053-12-20      | 4.7615%  | 0.0000% | $8379662.00        | $2560332.36        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ0114   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $651.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA4697   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $674.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5641   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $785.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9487   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $920.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5884   | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $781.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3440   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $712.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $740.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8147   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $856.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4368   | 2056-01-01      | 5.5000%  | 0.0000% | $1541.00           | $1590.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5880   | 2055-11-01      | 6.0000%  | 0.0000% | $1970.00           | $1922.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $777.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3820   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $699.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996   | 2056-02-01      | 4.5000%  | 0.0000% | $2122978.00        | $2104189.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3822   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $713.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $3777914.00        | $2925569.16        | Agency Mortgage-Backed Securities         |
| GNII SP 786981 C       | 2052-04-20      | 3.0000%  | 0.0000% | $4857602.00        | $3570788.73        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $2008000.00        | $1966741.80        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLTA6285   | 2056-02-01      | 5.5000%  | 0.0000% | $5011946.00        | $5141936.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1468   | 2055-11-01      | 6.5000%  | 0.0000% | $1037.00           | $1061.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M       | 2053-12-20      | 5.5000%  | 0.0000% | $28617000.00       | $22471954.21       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 4.6672%  | 0.0000% | $57283318.00       | $47470837.36       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMB0308   | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $694.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $734.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $443124.99         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3831   | 2053-08-01      | 6.5000%  | 0.0000% | $2469976.00        | $1869475.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4284   | 2053-11-01      | 5.5000%  | 0.0000% | $1024.00           | $889.02            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB3501   | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6165   | 2055-09-01      | 5.5000%  | 0.0000% | $2083618.00        | $2038205.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4555   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $942.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBO9431   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $660.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2195   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $795.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6805   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1973   | 2055-07-01      | 5.5000%  | 0.0000% | $55431.00          | $46916.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $778.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBO9440   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $726.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4338   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4764   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $845.79            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7633   | 2053-12-01      | 7.0000%  | 0.0000% | $1061.00           | $561.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3197   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $802.99            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997   | 2053-10-01      | 5.0000%  | 0.0000% | $115000.00         | $100215.50         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C91308 G   | 2030-06-01      | 5.0000%  | 0.0000% | $403862.00         | $6442.02           | Agency Mortgage-Backed Securities         |

### Security 316: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 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: ARP1FJWZ2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FJWZ2
- **C.18 - Value (incl. sponsor support):** $2181000000.00
- **C.18.a - Value (excl. sponsor support):** $2181000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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 05.500 CLZS4351   | 2038-09-01      | 5.5000%  | 0.0000% | $385791.00         | $5118.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4172   | 2035-03-01      | 5.0000%  | 0.0000% | $882735.00         | $6199.54           | Agency Mortgage-Backed Securities         |
| GNII SF MA4809 M       | 2032-11-20      | 3.5000%  | 0.0000% | $938700.00         | $101862.75         | Agency Mortgage-Backed Securities         |
| GNPL PN CN2458         | 2058-01-15      | 4.1000%  | 0.0000% | $3932140.00        | $3719766.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAE0570   | 2033-11-01      | 5.0000%  | 0.0000% | $1118000.00        | $17757.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3885   | 2055-01-01      | 5.5000%  | 0.0000% | $1408046.00        | $1430166.58        | Agency Mortgage-Backed Securities         |
| GNRM 2025-079 BP       | 2053-11-20      | 5.0000%  | 0.0000% | $2304828.00        | $2306112.05        | Agency Collateralized Mortgage Obligation |
| GNII SF DQ2718 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3173750.00        | $3289116.87        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $7969400.00        | $7602850.07        | U.S. Treasuries (including strips)        |
| GNII SF DP7055 C       | 2056-01-20      | 5.5000%  | 0.0000% | $49132352.00       | $50413454.66       | Agency Mortgage-Backed Securities         |
| GNRA 2021-175 DF       | 2051-10-20      | 3.5000%  | 0.0000% | $2040000.00        | $1468403.02        | Agency Collateralized Mortgage Obligation |
| GNMI SF 737689 X       | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $52861.41          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $19820000.00       | $15514160.19       | U.S. Treasuries (including strips)        |
| GNII SF MA5655 M       | 2038-06-20      | 6.0000%  | 0.0000% | $50000.00          | $6705.61           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $126000.00         | $134619.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $617600.00         | $659851.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $41000.00          | $49764.97          | U.S. Treasuries (including strips)        |
| GNII SF DQ5964 C       | 2056-02-20      | 6.0000%  | 0.0000% | $7677344.00        | $7951765.54        | Agency Mortgage-Backed Securities         |
| GNII SF DI4391 C       | 2055-05-20      | 6.5000%  | 0.0000% | $713120.00         | $743715.67         | Agency Mortgage-Backed Securities         |
| GNII SF DP4393 C       | 2056-02-20      | 6.0000%  | 0.0000% | $6599656.00        | $6835556.30        | Agency Mortgage-Backed Securities         |
| GNPL PN CI4294         | 2057-08-15      | 3.3100%  | 0.0000% | $9115952.00        | $8170548.80        | Agency Mortgage-Backed Securities         |
| GNII SF DI8730 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1552214.00        | $1626181.59        | Agency Mortgage-Backed Securities         |
| GNRM 2014-068 DY       | 2040-02-16      | 3.0000%  | 0.0000% | $146000.00         | $124046.08         | Agency Collateralized Mortgage Obligation |
| GNMI SF 748382 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1590292.00        | $117506.98         | Agency Mortgage-Backed Securities         |
| GNII SF DM8432 C       | 2055-10-20      | 6.0000%  | 0.0000% | $4839976.00        | $4942766.25        | Agency Mortgage-Backed Securities         |
| GNRM 2020-016 KB       | 2049-10-20      | 2.2000%  | 0.0000% | $31000000.00       | $8192207.06        | Agency Collateralized Mortgage Obligation |
| GNII SF 737730 C       | 2040-12-20      | 4.0000%  | 0.0000% | $219730.00         | $27058.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0573   | 2055-06-01      | 5.5000%  | 0.0000% | $8056448.00        | $7994717.09        | Agency Mortgage-Backed Securities         |
| GNII ET DD5329 C       | 2064-06-20      | 3.5000%  | 0.0000% | $663763.00         | $607433.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M       | 2051-03-20      | 3.5000%  | 0.0000% | $51199000.00       | $20328343.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $79722.40          | Agency Mortgage-Backed Securities         |
| GNII SF 004073 M       | 2038-01-20      | 6.0000%  | 0.0000% | $4650000.00        | $43164.96          | Agency Mortgage-Backed Securities         |
| GNII SF DL3297 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1554294.00        | $1627918.09        | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $32622120.00       | $21920173.08       | Agency Mortgage-Backed Securities         |
| GNCL CL DK1400         | 2067-11-15      | 6.2100%  | 0.0000% | $322867.00         | $354005.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN5944   | 2049-06-01      | 3.5000%  | 0.0000% | $2026336.00        | $370163.97         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7263   | 2051-04-01      | 2.0000%  | 0.0000% | $11408544.00       | $6669755.40        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF3666   | 2055-11-01      | 7.0000%  | 0.0000% | $128199.00         | $135584.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $68050176.00       | $577364.39         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0262   | 2058-05-01      | 3.0000%  | 0.0000% | $46088960.00       | $13880673.83       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3432   | 2048-02-01      | 3.5000%  | 0.0000% | $513244.00         | $175726.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4324   | 2050-07-01      | 3.5000%  | 0.0000% | $19000.00          | $7732.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAS8073   | 2046-10-01      | 2.5000%  | 0.0000% | $1100000.00        | $292601.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $45514906.32       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0977   | 2032-02-01      | 4.0000%  | 0.0000% | $27942688.00       | $1426080.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2104   | 2055-09-01      | 6.5000%  | 0.0000% | $2415544.00        | $2415992.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX6011   | 2055-02-01      | 4.5000%  | 0.0000% | $1578926.00        | $1358692.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK5212   | 2048-08-01      | 4.0000%  | 0.0000% | $1420436.00        | $94550.17          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U90490 G   | 2042-06-01      | 4.0000%  | 0.0000% | $120000.00         | $10636.15          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV5373   | 2052-04-01      | 2.5000%  | 0.0000% | $300000.00         | $198174.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT5565   | 2051-07-01      | 2.0000%  | 0.0000% | $1062786.00        | $532489.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM0907   | 2046-03-01      | 4.5000%  | 0.0000% | $29056.00          | $6575.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG4328   | 2053-06-01      | 5.0000%  | 0.0000% | $501724.00         | $443391.06         | Agency Mortgage-Backed Securities         |
| GNRA 2017-82 FN        | 2047-12-16      | 4.0741%  | 0.0000% | $8097888.00        | $1185348.08        | Agency Collateralized Mortgage Obligation |
| GNMI SF 652522 X       | 2036-04-15      | 5.5000%  | 0.0000% | $5000000.00        | $104324.10         | Agency Mortgage-Backed Securities         |
| GNRM 2022-014 AG       | 2058-01-16      | 1.7500%  | 0.0000% | $200000.00         | $143428.09         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 GB       | 2054-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $1028699.22        | Agency Collateralized Mortgage Obligation |
| GNMI SF AC2828 X       | 2043-03-15      | 2.5000%  | 0.0000% | $643283.00         | $109661.97         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5825   | 2055-09-01      | 7.0000%  | 0.0000% | $1645000.00        | $1489440.28        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO5357   | 2049-12-01      | 3.0000%  | 0.0000% | $1330826.00        | $199623.19         | Agency Mortgage-Backed Securities         |
| GNII SF 778388 C       | 2042-09-20      | 3.3100%  | 0.0000% | $410000.00         | $124259.75         | Agency Mortgage-Backed Securities         |
| GNII SF DP6930 C       | 2056-01-20      | 6.0000%  | 0.0000% | $3753976.00        | $3904715.25        | Agency Mortgage-Backed Securities         |
| GNII SF DP9102 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1316554.00        | $1390781.25        | Agency Mortgage-Backed Securities         |
| GNMI SF 738111 X       | 2041-03-15      | 4.0000%  | 0.0000% | $131658.00         | $5198.65           | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X       | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $529407.63         | Agency Mortgage-Backed Securities         |
| GNRM 2022-174 AG       | 2044-07-20      | 3.0000%  | 0.0000% | $165000.00         | $87077.51          | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIFS2756   | 2037-08-01      | 2.5000%  | 0.0000% | $12000000.00       | $7346943.45        | Agency Mortgage-Backed Securities         |
| GNRM 2018-24 NW        | 2048-09-20      | 3.5000%  | 0.0000% | $1845000.00        | $379606.54         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $1088000.00        | $1063277.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $117229200.00      | $116758016.98      | U.S. Treasuries (including strips)        |
| FEPC 05.000 CTZA2168   | 2030-06-01      | 5.0000%  | 0.0000% | $2070000.00        | $32985.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9428   | 2032-03-01      | 3.5000%  | 0.0000% | $1520000.00        | $88314.51          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1609   | 2041-06-01      | 4.5000%  | 0.0000% | $1459922.00        | $49511.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8300   | 2053-02-01      | 5.5000%  | 0.0000% | $55108672.00       | $39895178.45       | Agency Mortgage-Backed Securities         |
| GNRM 2019-033 NA       | 2049-03-20      | 4.0000%  | 0.0000% | $7000000.00        | $1775439.04        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIBM3075   | 2032-07-01      | 3.5000%  | 0.0000% | $258000.00         | $26078.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBD7158   | 2047-04-01      | 5.0000%  | 0.0000% | $705489.00         | $130775.55         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7495 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2094844.00        | $2187947.09        | Agency Mortgage-Backed Securities         |
| GNII SF DH7970 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3767308.00        | $3483463.94        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $1000000.00        | $1011775.52        | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLMA2730   | 2046-08-01      | 2.5000%  | 0.0000% | $121000.00         | $21967.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA1616   | 2043-09-01      | 3.0000%  | 0.0000% | $3400000.00        | $393926.34         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495   | 2048-10-01      | 4.0000%  | 0.0000% | $506465.00         | $37637.75          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1137100.00        | $1203894.82        | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD8366   | 2053-10-01      | 5.0000%  | 0.0000% | $763234.00         | $648471.72         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90432 G   | 2042-11-01      | 3.5000%  | 0.0000% | $326000.00         | $50382.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9439   | 2039-11-01      | 5.0000%  | 0.0000% | $920000.00         | $51765.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTSC0706   | 2045-05-01      | 6.5000%  | 0.0000% | $10056864.00       | $8093860.24        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $203984.00         | $208879.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFA1892   | 2043-11-01      | 5.5000%  | 0.0000% | $26389040.00       | $23027325.86       | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C       | 2055-03-20      | 6.5000%  | 0.0000% | $2725680.00        | $2676161.84        | Agency Mortgage-Backed Securities         |
| GNII SF DI3593 C       | 2055-05-20      | 6.5000%  | 0.0000% | $997965.00         | $882433.42         | Agency Mortgage-Backed Securities         |
| GNRA 2024-030 TF       | 2054-02-20      | 4.8115%  | 0.0000% | $50000000.00       | $28715507.13       | Agency Collateralized Mortgage Obligation |
| GNMI SF AM1086 X       | 2041-09-15      | 4.0000%  | 0.0000% | $5208664.00        | $706916.48         | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $50107456.00       | $33688589.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0143   | 2054-12-25      | 6.5000%  | 0.0000% | $61586112.00       | $61700945.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1742   | 2055-01-01      | 5.0000%  | 0.0000% | $44587200.00       | $41843086.83       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA2819   | 2050-01-01      | 4.0000%  | 0.0000% | $44140160.00       | $41794164.04       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5860   | 2040-10-01      | 5.0000%  | 0.0000% | $389987.00         | $356568.81         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL3649   | 2049-07-01      | 4.0000%  | 0.0000% | $39968768.00       | $39156546.43       | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $164000000.00      | $92269990.21       | Agency Mortgage-Backed Securities         |
| GNPL PN CL2716         | 2057-06-15      | 2.8000%  | 0.0000% | $14341968.00       | $12411489.66       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0836   | 2055-08-01      | 6.5000%  | 0.0000% | $1025934.00        | $1077934.07        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1818   | 2051-10-01      | 2.5000%  | 0.0000% | $139078.00         | $92874.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277   | 2048-02-01      | 3.5000%  | 0.0000% | $65000.00          | $9785.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $518000.00         | $349615.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL658548   | 2033-10-01      | 5.5000%  | 0.0000% | $1007031.00        | $6794.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8523   | 2029-04-01      | 3.5000%  | 0.0000% | $570312.00         | $20727.32          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8338   | 2053-06-01      | 4.0000%  | 0.0000% | $5251352.00        | $4222241.88        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0716   | 2051-07-01      | 2.0000%  | 0.0000% | $6744920.00        | $3853939.02        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM1339   | 2046-07-01      | 3.0000%  | 0.0000% | $62746.00          | $11643.90          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8323   | 2053-05-01      | 5.0000%  | 0.0000% | $150010624.00      | $122881613.12      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $4947904.00        | $4363160.56        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM5565   | 2048-01-01      | 4.5000%  | 0.0000% | $19874.00          | $9992.58           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $20838900.00       | $21058786.09       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZM6169   | 2048-04-01      | 4.5000%  | 0.0000% | $50000.00          | $6789.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL879494   | 2036-02-01      | 6.0000%  | 0.0000% | $1200000.00        | $8959.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3864   | 2050-08-01      | 3.5000%  | 0.0000% | $45552384.00       | $43339736.49       | Agency Mortgage-Backed Securities         |
| GNMI SF AM4159 X       | 2045-04-15      | 4.0000%  | 0.0000% | $95000.00          | $6966.63           | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $225088512.00      | $209016154.60      | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2391   | 2036-12-01      | 2.0000%  | 0.0000% | $160000000.00      | $91266643.37       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0330   | 2035-05-01      | 2.0000%  | 0.0000% | $125000.00         | $41011.44          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2732   | 2038-12-01      | 6.5000%  | 0.0000% | $1000000.00        | $12324.40          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285   | 2053-01-01      | 3.5000%  | 0.0000% | $45000.00          | $34854.50          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $996400.00         | $1011051.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $570000.00         | $578381.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $25772500.00       | $25930823.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $74000.00          | $77742.89          | U.S. Treasuries (including strips)        |
| GNRM 2014-108 PA       | 2039-12-20      | 2.6250%  | 0.0000% | $4445000.00        | $210665.65         | Agency Collateralized Mortgage Obligation |
| GNMI SF 430354 X       | 2041-08-15      | 4.0000%  | 0.0000% | $5816472.00        | $410412.17         | Agency Mortgage-Backed Securities         |
| GNII SF DN6315 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1274488.00        | $1318276.53        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $74392800.00       | $73203867.42       | U.S. Treasuries (including strips)        |
| GNRM 2026-010 AT       | 2056-01-20      | 4.7500%  | 0.0000% | $25000000.00       | $25021962.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-143 FA       | 2054-09-20      | 4.8115%  | 0.0000% | $100000000.00      | $72684434.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-159 QJ       | 2051-09-20      | 3.0000%  | 0.0000% | $959000.00         | $505646.57         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $36000.00          | $56646.82          | U.S. Treasuries (including strips)        |
| FNMS 06.000 CL253750   | 2031-03-01      | 6.0000%  | 0.0000% | $27246144.00       | $35300.18          | Agency Mortgage-Backed Securities         |
| GNMI SF CL5027 X       | 2052-03-15      | 4.0000%  | 0.0000% | $191068.00         | $171743.64         | Agency Mortgage-Backed Securities         |
| GNII SF MA7135 M       | 2051-01-20      | 2.0000%  | 0.0000% | $235000.00         | $115441.02         | Agency Mortgage-Backed Securities         |
| GNII SF MB0934 M       | 2056-01-20      | 4.0000%  | 0.0000% | $36667.00          | $35283.51          | Agency Mortgage-Backed Securities         |
| GNII SF MB0748 M       | 2054-05-20      | 6.5000%  | 0.0000% | $37865216.00       | $39172881.84       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4676   | 2052-09-01      | 4.5000%  | 0.0000% | $62176448.00       | $48252752.12       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $246676000.00      | $249999484.72      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $130000.00         | $135688.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $86930100.00       | $62512019.89       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $31771600.00       | $32574989.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $2105000.00        | $1904797.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $16127400.00       | $11356465.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $245982000.00      | $249998600.67      | U.S. Treasuries (including strips)        |

### Security 317: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 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: ARP1FJXD0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FJXD0
- **C.18 - Value (incl. sponsor support):** $374000000.00
- **C.18.a - Value (excl. sponsor support):** $374000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLQZ8335                               | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.01           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                               | 2052-06-01      | 2.0000%  | 0.0000% | $1132810.00        | $782705.38         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0031                               | 2040-10-01      | 4.5000%  | 0.0000% | $61335.00          | $57743.74          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2099                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $882.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $104999.00         | $8989.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2863                               | 2047-01-01      | 3.0000%  | 0.0000% | $105371.00         | $20416.20          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9845                               | 2036-11-01      | 2.0000%  | 0.0000% | $443794.00         | $238047.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942595                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $11.66             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4868                               | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8056                               | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $197.71            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $183.10            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $1002.00           | $580.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAT5830                               | 2043-06-01      | 4.5000%  | 0.0000% | $29028.00          | $5332.06           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS9389                               | 2029-04-01      | 5.3100%  | 0.0000% | $78000.00          | $80194.06          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE1348                               | 2055-06-01      | 5.0000%  | 0.0000% | $2035097.00        | $2045962.80        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $75815.00          | $69342.81          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387                               | 2050-04-01      | 3.0000%  | 0.0000% | $25000.00          | $8276.19           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2166                               | 2048-08-01      | 4.5000%  | 0.0000% | $383000.00         | $62627.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1700                               | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $671.79            | Agency Mortgage-Backed Securities         |
| GNII SF CX5121 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $9281320.00        | $8876940.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2035-07-15      | 1.8750%  | 0.0000% | $23555000.00       | $24270853.82       | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB3652                               | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $706.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1984                               | 2056-02-01      | 6.0000%  | 0.0000% | $6882744.00        | $7168627.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0984                               | 2052-04-01      | 3.0000%  | 0.0000% | $626066.00         | $416232.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9817                               | 2046-03-01      | 3.5000%  | 0.0000% | $9086.00           | $5068.79           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                               | 2035-12-01      | 5.0000%  | 0.0000% | $167016.00         | $5792.58           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $723.57            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254                               | 2052-07-01      | 3.5000%  | 0.0000% | $182778.00         | $140107.35         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $705.95            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $33000.00          | $17824.68          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508                               | 2049-10-01      | 3.5000%  | 0.0000% | $84000.00          | $24820.42          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4717                               | 2052-08-01      | 2.0000%  | 0.0000% | $10861680.00       | $7880606.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9327                               | 2053-08-01      | 6.5000%  | 0.0000% | $1023.00           | $946.76            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9556                               | 2051-10-01      | 2.5000%  | 0.0000% | $237000.00         | $124949.65         | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C69107 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $18069661.00       | $235386.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1460                               | 2055-11-01      | 6.0000%  | 0.0000% | $3788806.00        | $3920822.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1219                               | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1052.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732                               | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $771.58            | Agency Mortgage-Backed Securities         |
| GNRA 2023-082 KF                                   | 2053-06-20      | 4.8115%  | 0.0000% | $192001.00         | $130808.59         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $841.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4764                               | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1219984.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2237                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1026                               | 2036-03-01      | 5.5000%  | 0.0000% | $561443.00         | $4795.57           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7521                               | 2050-07-01      | 2.5000%  | 0.0000% | $192986.00         | $89968.68          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7954                               | 2044-04-01      | 4.5000%  | 0.0000% | $400000.00         | $45109.79          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $6062592.00        | $2033038.93        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $5864216.00        | $2084115.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                               | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $774.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304                               | 2053-03-01      | 3.5000%  | 0.0000% | $6998.00           | $5645.42           | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2690%  | 0.0000% | $17472.00          | $15424.38          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $49919922.00       | $2884530.36        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $1002.00           | $59.73             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $520806.00         | $36904.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M                                   | 2052-03-20      | 3.5000%  | 0.0000% | $9812940.00        | $6765696.21        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB1718                               | 2036-09-01      | 1.5000%  | 0.0000% | $6625344.00        | $3853842.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1572                               | 2055-05-01      | 6.0000%  | 0.0000% | $23501834.00       | $23360035.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3972                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7373                               | 2055-07-01      | 6.5000%  | 0.0000% | $3156016.00        | $2707181.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6178                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7278                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $884.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076                               | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3331                               | 2052-11-01      | 5.0000%  | 0.0000% | $909364.00         | $703022.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8535                               | 2054-06-01      | 6.0000%  | 0.0000% | $1025.00           | $821.73            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB754671                               | 2033-10-01      | 6.1200%  | 0.0000% | $5000000.00        | $78089.45          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7186                               | 2052-04-01      | 4.0000%  | 0.0000% | $1292000.00        | $905216.84         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4695                               | 2054-09-01      | 7.0000%  | 0.0000% | $5006256.00        | $4573845.03        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587                               | 2052-06-01      | 3.5000%  | 0.0000% | $28447.00          | $19754.95          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189                               | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2108.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4139                               | 2053-03-01      | 3.5000%  | 0.0000% | $14000.00          | $10999.65          | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.6615%  | 0.0000% | $757116.00         | $543150.40         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA4197                               | 2050-12-01      | 2.5000%  | 0.0000% | $605000.00         | $293268.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0225                               | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $858962.06         | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.3 | 2026-07-25      | 2.3400%  | 0.0000% | $1206.00           | $147.11            | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8157                               | 2051-07-01      | 3.0000%  | 0.0000% | $47000.00          | $24325.29          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6985                               | 2032-11-01      | 4.9200%  | 0.0000% | $48108.00          | $50635.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650                               | 2050-05-01      | 3.0000%  | 0.0000% | $1193.00           | $493.72            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA2389                               | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5540                               | 2050-04-01      | 3.0000%  | 0.0000% | $470000.00         | $186801.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $380.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL902745                               | 2036-11-01      | 6.0000%  | 0.0000% | $8767980.00        | $22455.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4978                               | 2053-04-01      | 5.0000%  | 0.0000% | $916954.00         | $728141.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4868                               | 2054-07-01      | 6.0000%  | 0.0000% | $1120223.00        | $1012365.90        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3162                               | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $647.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0490                               | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $70580.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8984                               | 2054-08-01      | 5.5000%  | 0.0000% | $196325.00         | $180261.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1983                               | 2048-08-01      | 3.0000%  | 0.0000% | $13136380.00       | $11499199.63       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0290                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $597.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3410                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $951.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6238                               | 2055-10-01      | 5.5000%  | 0.0000% | $1238360.00        | $1267212.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0714                               | 2055-04-01      | 6.5000%  | 0.0000% | $33144.00          | $34741.03          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2289                               | 2055-08-01      | 7.0000%  | 0.0000% | $1282690.00        | $1158404.71        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9923                               | 2051-12-01      | 3.0000%  | 0.0000% | $3181030.00        | $2028308.74        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB970844                               | 2038-11-01      | 6.3300%  | 0.0000% | $2362389.00        | $31763.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995018                               | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $6.37              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0534                               | 2047-12-01      | 3.5000%  | 0.0000% | $181000.00         | $43769.73          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $670.19            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234                               | 2052-08-01      | 2.5000%  | 0.0000% | $1031588.00        | $741823.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1596                               | 2049-01-01      | 5.0000%  | 0.0000% | $1557976.00        | $133081.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5064                               | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $128556.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2027-11-25      | 2.7766%  | 0.0000% | $1340.00           | $889.49            | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $1023.00           | $652.91            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS303744                               | 2031-02-01      | 5.0030%  | 0.0000% | $8643524.00        | $5985.28           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214                               | 2052-05-01      | 3.5000%  | 0.0000% | $51000.00          | $36786.60          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182                               | 2051-12-01      | 2.0000%  | 0.0000% | $126000.00         | $80932.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6306                               | 2055-04-01      | 5.5000%  | 0.0000% | $12000.00          | $12168.36          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $8748280.00        | $5653359.97        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7347                               | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4347                               | 2055-09-01      | 5.5000%  | 0.0000% | $1819812.00        | $1866816.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0764                               | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $60.36             | Agency Mortgage-Backed Securities         |
| FMAR 847054 G                                      | 2030-12-01      | 4.1710%  | 0.0000% | $4500.00           | $14.79             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1381                               | 2048-11-01      | 5.0000%  | 0.0000% | $2998000.00        | $478840.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2025                               | 2055-06-01      | 6.0000%  | 0.0000% | $1096.00           | $892.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1813                               | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3913047.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9831                               | 2055-08-01      | 6.5000%  | 0.0000% | $22203319.00       | $20862887.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3243                               | 2055-10-01      | 5.5000%  | 0.0000% | $15635104.00       | $15353122.10       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $39073.00          | $37936.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT952581                               | 2027-08-01      | 6.0000%  | 0.0000% | $2969031.00        | $5840.93           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1248                               | 2054-01-01      | 2.5000%  | 0.0000% | $18376072.00       | $15013434.22       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2697                               | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $950.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $2676616.00        | $2332201.98        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8891                               | 2028-04-01      | 3.4600%  | 0.0000% | $86940.00          | $84201.85          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8140                               | 2054-03-01      | 5.5000%  | 0.0000% | $1379840.00        | $1171128.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3171                               | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1108                               | 2051-09-01      | 2.5000%  | 0.0000% | $102000.00         | $62005.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4842                               | 2053-06-01      | 5.5000%  | 0.0000% | $1089740.00        | $868603.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2032                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $888.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3532                               | 2052-03-01      | 2.0000%  | 0.0000% | $616949.00         | $401701.25         | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M                                   | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $703.45            | Agency Mortgage-Backed Securities         |
| GNAR FT 082566 M                                   | 2040-06-20      | 5.6250%  | 0.0000% | $500078.00         | $5914.65           | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $4645404.00        | $4909650.03        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $576.50            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4078                               | 2045-01-01      | 3.5000%  | 0.0000% | $910000.00         | $127951.16         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0076                               | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $188.36            | Agency Mortgage-Backed Securities         |
| FMAR 849505 G                                      | 2044-10-01      | 6.2900%  | 0.0000% | $927000.00         | $36972.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4576                               | 2045-10-01      | 3.5000%  | 0.0000% | $48290.00          | $6755.56           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2367                               | 2038-08-01      | 7.0000%  | 0.0000% | $1715000.00        | $10976.33          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4602                               | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $584431.55         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7365                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $656.72            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7673                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $784.10            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J26033 G                               | 2028-10-01      | 3.5000%  | 0.0000% | $1004.00           | $63.52             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                               | 2037-12-01      | 6.5000%  | 0.0000% | $13479201.00       | $62369.24          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF3340                               | 2052-11-01      | 3.0000%  | 0.0000% | $382271.00         | $272964.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2050-08-25      | 4.1317%  | 0.0000% | $2046735.00        | $1010300.18        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLZT1955                               | 2049-05-01      | 3.0000%  | 0.0000% | $215802.00         | $19594.31          | Agency Mortgage-Backed Securities         |
| FNRM RC003CE R26F003                               | 2048-04-25      | 4.5000%  | 0.0000% | $1024.00           | $1022.79           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBW1392                               | 2052-12-01      | 3.0000%  | 0.0000% | $1086388.00        | $884419.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1879                               | 2054-03-01      | 6.5000%  | 0.0000% | $905521.00         | $668282.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $33247345.00       | $31013830.74       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $264.89            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLRA8432                               | 2053-01-01      | 6.5000%  | 0.0000% | $1001.00           | $576.82            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8553                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2479                               | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $211.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3889                               | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $360.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6952                               | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1866.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA8044 M                                   | 2052-05-20      | 3.5000%  | 0.0000% | $11504264.00       | $8007878.17        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9849                               | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.54           | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M                                   | 2052-02-20      | 2.0000%  | 0.0000% | $1511382.00        | $941534.34         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7343                               | 2052-09-01      | 1.9640%  | 0.0000% | $8031592.00        | $6285507.24        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2616                               | 2050-08-01      | 2.0000%  | 0.0000% | $122927.00         | $58997.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8259                               | 2052-10-01      | 5.5000%  | 0.0000% | $750058.00         | $547734.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD2437                               | 2051-12-01      | 2.0000%  | 0.0000% | $76197.00          | $50335.52          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6543                               | 2052-02-01      | 2.5000%  | 0.0000% | $642372.00         | $425198.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1948                               | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $155.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0291                               | 2050-03-01      | 5.0000%  | 0.0000% | $46400.00          | $6510.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1479                               | 2050-07-01      | 3.0000%  | 0.0000% | $249341.00         | $112915.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6156                               | 2053-05-01      | 4.5000%  | 0.0000% | $5772016.00        | $4872625.47        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619                               | 2050-07-01      | 4.0000%  | 0.0000% | $454000.00         | $193151.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0809                               | 2052-01-01      | 3.0000%  | 0.0000% | $596000.00         | $381767.27         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $73000.00          | $44951.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1505                               | 2052-08-01      | 4.5000%  | 0.0000% | $1148000.00        | $834355.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0507                               | 2045-09-01      | 4.0000%  | 0.0000% | $116248.00         | $49605.92          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882                               | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $12000.85          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                               | 2051-12-01      | 2.5000%  | 0.0000% | $2001.00           | $1292.39           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $217565.00         | $140200.95         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS545974                               | 2032-10-01      | 6.4290%  | 0.0000% | $22529833.00       | $31112.19          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0713                               | 2055-09-01      | 6.0000%  | 0.0000% | $858451.00         | $881232.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1579                               | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $724.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $45378397.00       | $34901429.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG2510                               | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $859096.95         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8266                               | 2052-11-01      | 4.5000%  | 0.0000% | $86000.00          | $68285.49          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0359                               | 2035-07-01      | 2.5000%  | 0.0000% | $2857.00           | $1017.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                               | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $304.86            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3513                               | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $465.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $4650024.00        | $4660033.39        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4358                               | 2052-06-01      | 3.5000%  | 0.0000% | $13470880.00       | $9597443.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $766.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5486                               | 2036-09-01      | 6.5000%  | 0.0000% | $284048.00         | $15340.81          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1697                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1155                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0796                               | 2055-08-01      | 6.0000%  | 0.0000% | $8967481.00        | $8607298.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8037                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $360000.00         | $200617.66         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5795                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.48           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5761                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4020                               | 2050-05-01      | 3.0000%  | 0.0000% | $42881.00          | $10657.65          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6282                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ9968                               | 2055-11-01      | 6.5000%  | 0.0000% | $294114.00         | $312683.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4038                               | 2056-01-01      | 5.5000%  | 0.0000% | $2004.00           | $2056.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0954                               | 2054-02-01      | 6.5000%  | 0.0000% | $9000.00           | $5963.34           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2373                               | 2055-09-01      | 7.0000%  | 0.0000% | $3616656.00        | $3693587.87        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-11-25      | 4.9172%  | 0.0000% | $1000.00           | $811.07            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCA2364                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17125.47          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1447                               | 2029-07-01      | 4.7100%  | 0.0000% | $1006.00           | $1036.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7138                               | 2053-09-01      | 6.5000%  | 0.0000% | $1100.00           | $656.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8495                               | 2051-01-01      | 2.0000%  | 0.0000% | $43217.00          | $22734.52          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1788                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $620560.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7331                               | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $506.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1322                               | 2054-09-01      | 6.0000%  | 0.0000% | $9161376.00        | $8946048.41        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $650.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1885                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $706.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2692                               | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $709.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1259                               | 2055-10-01      | 6.5000%  | 0.0000% | $1664.00           | $1716.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3045                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4908                               | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $151.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6204                               | 2043-06-01      | 4.0000%  | 0.0000% | $69692.00          | $11462.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                               | 2048-10-01      | 4.0000%  | 0.0000% | $1998.00           | $330.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8468                               | 2054-10-01      | 5.0000%  | 0.0000% | $1043904.00        | $941860.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6256                               | 2053-01-01      | 5.0000%  | 0.0000% | $6587580.00        | $5317217.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI3007                               | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $865.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8467                               | 2054-10-01      | 4.5000%  | 0.0000% | $13795.00          | $12860.83          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7677                               | 2052-07-01      | 5.0000%  | 0.0000% | $454000.00         | $337296.05         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3524                               | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.24            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544                               | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $578.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4510                               | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $6534198.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M                                   | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $93.09             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0053                               | 2055-04-01      | 6.5000%  | 0.0000% | $1005.00           | $1064.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCA2822                               | 2048-12-01      | 5.5000%  | 0.0000% | $21666936.00       | $3872053.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1922                               | 2048-06-01      | 5.0000%  | 0.0000% | $164941.00         | $7909.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $1000.00           | $64.92             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2383                               | 2055-10-01      | 5.0000%  | 0.0000% | $3098040.00        | $3136880.25        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD781570                               | 2034-11-01      | 5.7760%  | 0.0000% | $5000000.00        | $30510.55          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS783251                               | 2044-04-01      | 5.1720%  | 0.0000% | $3998830.00        | $34145.46          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714                               | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $229.86            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2532                               | 2052-10-01      | 4.5000%  | 0.0000% | $1039018.00        | $726820.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $7931.00           | $6164.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3041                               | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $239.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9441                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $610.81            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4075                               | 2035-07-01      | 2.5000%  | 0.0000% | $61554.00          | $18138.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1290                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.03           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5755                               | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2652                               | 2048-11-01      | 5.0000%  | 0.0000% | $2984000.00        | $341638.65         | Agency Mortgage-Backed Securities         |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.6615%  | 0.0000% | $1404.00           | $875.32            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS8481                               | 2053-10-01      | 6.0000%  | 0.0000% | $573852.00         | $497889.30         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892                               | 2033-03-01      | 4.4700%  | 0.0000% | $200470.00         | $205351.71         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $4263144.00        | $2725879.55        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3870                               | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $234.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9675                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $845647.00         | $719506.18         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $18000.00          | $14970.94          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $664.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3884                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.45            | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M                                   | 2056-01-20      | 5.0000%  | 0.0000% | $2951984.00        | $2968301.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8647                               | 2047-01-01      | 3.0000%  | 0.0000% | $413848.00         | $116176.79         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2323                               | 2036-11-01      | 2.0000%  | 0.0000% | $1255456.00        | $684568.35         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LA780840                               | 2034-06-01      | 6.5000%  | 0.0000% | $954000.00         | $6698.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5508                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452                               | 2054-08-01      | 5.0000%  | 0.0000% | $2327000.00        | $2091764.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6225                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1182                               | 2048-02-01      | 3.5000%  | 0.0000% | $42721970.00       | $9880673.80        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3846                               | 2053-05-01      | 7.0000%  | 0.0000% | $1113.00           | $1028.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010                               | 2041-06-01      | 5.0000%  | 0.0000% | $71002.00          | $5698.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3149                               | 2040-08-01      | 5.5000%  | 0.0000% | $101941.00         | $1696.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5331                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $816.83            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8500                               | 2035-07-01      | 2.5000%  | 0.0000% | $31000.00          | $10774.97          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011                               | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2187631.98        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $49469.00          | $5767.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2990                               | 2053-03-01      | 6.0000%  | 0.0000% | $1920.00           | $1653.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2168                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $782.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0142                               | 2047-09-01      | 3.5000%  | 0.0000% | $33211785.00       | $6482134.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | 0.0000% | $1001.00           | $8.52              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                               | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $663.63            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5140                               | 2055-05-01      | 6.5000%  | 0.0000% | $2074760.00        | $1814630.56        | Agency Mortgage-Backed Securities         |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.8615%  | 0.0000% | $1935.00           | $741.62            | Agency Collateralized Mortgage Obligation |

### Security 318: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJXJ7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1FJXJ7
- **C.18 - Value (incl. sponsor support):** $940000000.00
- **C.18.a - Value (excl. sponsor support):** $940000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2036-02-15      | 4.1250%  | 0.0000% | $200.00            | $202.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $62829100.00       | $63298374.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $339000.00         | $322642.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $803900.00         | $765108.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $962968.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $844500.00         | $833345.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $900.00            | $895.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $46472800.00       | $40998266.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2600.00           | $2612.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $998400.00         | $1071117.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $600.00            | $598.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $49999100.00       | $60805916.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15248600.00       | $15258237.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15403200.00       | $15412935.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2030703.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $58167100.00       | $65055162.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $1256500.00        | $1288584.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $8661900.00        | $8883080.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $893219.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $420600.00         | $664440.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $6421100.00        | $6591185.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $26025200.00       | $26080621.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $38117800.00       | $38731613.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3254900.00        | $2883142.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $3711000.00        | $3748304.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $20900.00          | $20873.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $141.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $300.00            | $252.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $9056300.00        | $9379801.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1500.00           | $1555.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $197.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $1243000.00        | $1249899.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $296.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $5370600.00        | $4177548.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $5500.00           | $5159.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $22592000.00       | $17573301.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $21249100.00       | $21655986.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $16713400.00       | $17503260.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2992500.00        | $2855314.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1141.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $8991800.00        | $9814232.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $2000000.00        | $2041217.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $64300.00          | $65661.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $81900.00          | $76034.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $96.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $209900.00         | $260437.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $13714700.00       | $13092240.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $200.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1503600.00        | $1478260.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $234700.00         | $192393.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $86597400.00       | $90382463.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6303800.00        | $5712135.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1148.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2782000.00        | $3168610.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $38500.00          | $39505.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6312785.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $113044800.00      | $86008586.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $57900.00          | $58358.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $881500.00         | $916160.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $3200.00           | $3283.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $900.00            | $498.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1274100.00        | $975197.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $300.00            | $303.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $152235200.00      | $156337983.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2521800.00        | $2649924.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $144437300.00      | $148203416.89      | U.S. Treasuries (including strips) |

### Security 319: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 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: ARP1FJXN8, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1FJXN8
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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? 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 2022-001 FA | 2052-01-20      | 3.0000%  | 0.0000% | $157898553.00      | $98700000.77       | Agency Collateralized Mortgage Obligation |

### Security 320: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 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: ARP1FJXS7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1FJXS7
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2034-02-15      | 4.0000%  | 0.0000% | $246515600.00      | $249900004.50      | U.S. Treasuries (including strips) |

### Security 321: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 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: ARP1FJY15, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1FJY15
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLFM4528 | 2050-10-01      | 2.0000%  | 0.0000% | $74689044.00       | $38902103.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7714 | 2050-11-01      | 2.0000%  | 0.0000% | $13767005.00       | $7447896.94        | Agency Mortgage-Backed Securities |

### Security 322: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJY31, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1FJY31
- **C.18 - Value (incl. sponsor support):** $138000000.00
- **C.18.a - Value (excl. sponsor support):** $138000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-03-31      | 3.6250%  | 0.0000% | $1796200.00        | $1828778.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51658792.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52104637.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $34559600.00       | $35210904.68       | U.S. Treasuries (including strips) |

### Security 323: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 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: ARP1FJYT4, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FJYT4
- **C.18 - Value (incl. sponsor support):** $561000000.00
- **C.18.a - Value (excl. sponsor support):** $561000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2034-02-15      | 4.0000%  | 0.0000% | $93214000.00       | $94156949.73       | U.S. Treasuries (including strips)        |
| GNRA 2023-063 MF       | 2053-05-20      | 4.6615%  | 0.0000% | $31497000.00       | $17466130.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2016-91 KA        | 2046-07-20      | 2.5000%  | 0.0000% | $258500.00         | $15552.46          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 KC       | 2051-02-20      | 1.5000%  | 0.0000% | $136872704.00      | $76662432.37       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-115 AE       | 2048-09-16      | 2.0000%  | 0.0000% | $36071680.00       | $28914594.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-064 FD       | 2053-05-20      | 4.6815%  | 0.0000% | $73817000.00       | $36608479.46       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 KV       | 2036-09-20      | 4.0000%  | 0.0000% | $2699096.00        | $2555197.61        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD5323   | 2054-01-01      | 4.0000%  | 0.0000% | $100000.00         | $85142.29          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9809   | 2054-10-01      | 6.0000%  | 0.0000% | $235391.00         | $143351.00         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB7059   | 2042-11-01      | 2.5000%  | 0.0000% | $45000.00          | $9068.02           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4963   | 2053-03-01      | 3.5000%  | 0.0000% | $225000.00         | $175806.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1408   | 2034-01-01      | 5.0000%  | 0.0000% | $1500000.00        | $39515.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3396   | 2042-08-01      | 3.5000%  | 0.0000% | $842454.00         | $121399.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL8751   | 2044-11-01      | 4.5000%  | 0.0000% | $6333730.00        | $180856.30         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90157 G   | 2042-09-01      | 3.5000%  | 0.0000% | $33090816.00       | $3374669.66        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3272   | 2052-04-01      | 4.0000%  | 0.0000% | $1100000.00        | $781291.65         | Agency Mortgage-Backed Securities         |
| GNRM 2021-078 LA       | 2051-05-20      | 1.0000%  | 0.0000% | $1000000.00        | $363880.12         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB7708   | 2051-01-01      | 2.0000%  | 0.0000% | $2930000.00        | $1656096.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9211   | 2054-08-01      | 6.0000%  | 0.0000% | $1001030.00        | $978916.22         | Agency Mortgage-Backed Securities         |
| GNRM 2009-061 AP       | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $48317.41          | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ2091   | 2054-04-01      | 5.5000%  | 0.0000% | $83805.00          | $68943.77          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9335   | 2055-08-01      | 6.5000%  | 0.0000% | $4999120.00        | $4357900.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $127132.00         | $97107.92          | Agency Mortgage-Backed Securities         |
| GNRA 2010-117 LF       | 2040-09-20      | 4.1817%  | 0.0000% | $76000000.00       | $1077454.03        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLTA4338   | 2056-01-01      | 5.5000%  | 0.0000% | $3274352.00        | $3346170.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5997   | 2056-02-01      | 5.5000%  | 0.0000% | $10951568.00       | $11160092.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0889   | 2035-07-01      | 5.0000%  | 0.0000% | $10403000.00       | $89371.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2324   | 2035-02-01      | 5.5000%  | 0.0000% | $603500.00         | $11685.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0206   | 2041-11-01      | 2.0000%  | 0.0000% | $300000.00         | $173259.95         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5492   | 2051-01-01      | 2.5000%  | 0.0000% | $6244000.00        | $2509022.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0423   | 2039-03-01      | 5.5000%  | 0.0000% | $950423.00         | $17348.04          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ6316   | 2048-02-01      | 4.5000%  | 0.0000% | $175000.00         | $58621.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4414   | 2041-06-01      | 6.0000%  | 0.0000% | $39000.00          | $9389.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7487   | 2056-03-01      | 5.5000%  | 0.0000% | $30472560.00       | $31316717.62       | Agency Mortgage-Backed Securities         |
| GNRM 2009-058 AP       | 2039-06-20      | 4.0000%  | 0.0000% | $6000000.00        | $116310.63         | Agency Collateralized Mortgage Obligation |
| GNRM 2009-061 NP       | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $48383.17          | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLMA5089   | 2053-07-01      | 4.0000%  | 0.0000% | $110000.00         | $90950.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5693   | 2053-02-01      | 5.5000%  | 0.0000% | $4927000.00        | $3627917.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2081   | 2049-12-01      | 3.0000%  | 0.0000% | $1033000.00        | $453554.32         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN0761   | 2049-01-01      | 4.5000%  | 0.0000% | $3850292.00        | $179119.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3510   | 2042-06-01      | 4.5000%  | 0.0000% | $307338.00         | $14328.38          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q43876 G   | 2046-10-01      | 3.0000%  | 0.0000% | $19433216.00       | $3506913.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1434   | 2056-02-01      | 5.5000%  | 0.0000% | $9364048.00        | $9546246.59        | Agency Mortgage-Backed Securities         |
| GNRM 2010-084 MP       | 2039-06-20      | 4.5000%  | 0.0000% | $900000.00         | $14536.67          | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $206407.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX1604   | 2054-12-01      | 4.5000%  | 0.0000% | $1716988.00        | $1680451.55        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $189124800.00      | $189967784.61      | U.S. Treasuries (including strips)        |
| GNRM 2013-099 CP       | 2043-03-20      | 2.5000%  | 0.0000% | $150000000.00      | $8501422.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-096 A        | 2039-01-16      | 2.2500%  | 0.0000% | $15511472.00       | $11779661.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2018-73 CA        | 2049-04-16      | 3.0000%  | 0.0000% | $370000.00         | $71531.93          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $18286000.00       | $17503810.79       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQG8602   | 2053-07-01      | 5.5000%  | 0.0000% | $4978960.00        | $4666853.40        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2116   | 2050-02-01      | 3.0000%  | 0.0000% | $5000000.00        | $1543334.52        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2394   | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $79548.12          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4761   | 2046-12-01      | 3.0000%  | 0.0000% | $111000.00         | $26312.96          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5358   | 2048-01-01      | 4.0000%  | 0.0000% | $11416016.00       | $1752661.77        | Agency Mortgage-Backed Securities         |

### Security 324: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK3J7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FK3J7
- **C.18 - Value (incl. sponsor support):** $16726295.00
- **C.18.a - Value (excl. sponsor support):** $16726295.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-11-30      | 4.3750%  | 0.0000% | $1987600.00        | $2077032.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $6956700.00        | $7109781.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $13500.00          | $13701.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | 0.0000% | $619600.00         | $621541.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $7157100.00        | $7244048.48        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-03-06

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO